Module Dtcprotocol_piqi.Market_depth_snapshot_level

type t = {
mutable symbol_id : Dtcprotocol_piqi.uint32 option;
mutable side : Dtcprotocol_piqi.at_bid_or_ask_enum option;
mutable price : Dtcprotocol_piqi.float64 option;
mutable quantity : Dtcprotocol_piqi.float64 option;
mutable level : Dtcprotocol_piqi.uint32 option;
mutable is_first_message_in_batch : bool option;
mutable is_last_message_in_batch : bool option;
mutable date_time : Dtcprotocol_piqi.float64 option;
mutable num_orders : Dtcprotocol_piqi.uint32 option;
}