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Interface: DOMData

Datafeed.DOMData

Depth of Market (Order Book) Data

Properties​

asks​

• asks: DOMLevel[]

Ask order levels (must be sorted by price in ascending order)

bids​

• bids: DOMLevel[]

Bid order levels (must be sorted by price in ascending order)

snapshot​

• snapshot: boolean

Whether the Depth of Market data is a snapshot (has the full set of depth data).

  • If true then the data contains the full set of depth data.
  • If false then data only contains updated levels.