onMarketDepthUpdate()

ICE Data Services -

onMarketDepthUpdate() Depth Functions

Call back function. Executes when the depth has changed.
Syntax
onMarketDepthUpdate( DepthId )
Parameters
Parameter: Description: Default:
DepthId Required.  The depth ID that updated from the EFS engine.

 

n/a
Notes
Only available in versions 11.7 or later.
Code Examples
var depthID = null;function main(){    var SourceList = MarketDepth.getSources();            if (SourceList != null){        depthID = MarketDepth.subscribe(SourceList[0]);    }	    ...}function onMarketDepthUpdate(depthID){    debugPrintln("DepthBid: " + MarketDepth.bid(depthID, 0));    debugPrintln("DepthAsk: " + MarketDepth.ask(depthID, 0));    debugPrintln("DepthBidCount: " + MarketDepth.bidCount(depthID));    debugPrintln("DepthAskCount: " + MarketDepth.askCount(depthID));    debugPrintln("DepthBidTime: " + MarketDepth.bidTime(depthID, 0));    debugPrintln("DepthAskTime: " + MarketDepth.askTime(depthID, 0));}
See Also