Dtcprotocol_piqi.Market_depth_update_leveltype 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 update_type : Dtcprotocol_piqi.market_depth_update_type_enum option; |
mutable date_time : Dtcprotocol_piqi.float64 option; |
mutable num_orders : Dtcprotocol_piqi.uint32 option; |
}