| Class | Description |
|---|---|
| DepthAggregationEvent |
Aggregation of depth events in some time interval
|
| Event |
Base class for events that can be retrieved from the tree.
|
| MboAggregationEvent |
Aggregation of MBO data in some time interval
|
| MboAggregationEvent.Order | |
| MboAggregationEvent.PriceSizeUpdate | |
| OrderExecutedEvent |
Information about order execution.
|
| OrderUpdatedEvent |
Order update event.
|
| OrderUpdatesExecutionsAggregationEvent |
Keeps info about all updates and executions that happened to orders
|
| TradeAggregationEvent |
Aggregation of trade events in some time interval
|