The <Bid> Element
Description
Value of the bid of various book depth levels.
<Bid
level =
integer
value =
money
volume =
integer
orders =
integer />
Attributes
| Attribute name | Data type | Description |
|---|---|---|
| level | integer | The book depth level, a number from 1 to, currently, 10. In future higher book depths are possible. Note that there can be less than 10 depths, but if depth n : n > 0 is present, n - 1 will also be present. |
| value | money | The price at this level of the order book. |
| volume | integer | The volume at this level of the order book. |
| orders | integer | The number of orders at this level of the order book. |