OnMarketData()

Definition

Called and guaranteed to be in the correct sequence for every change in level one market data for the underlying instrument. The OnMarketData() method updates can include but is not limited to the bid, ask, last price and volume.

Method Return Value

This method does not return a value.

Syntax

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate) \{ \}

Parameters

Examples

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protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
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{
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  if (marketDataUpdate.MarketDataType == Data.MarketDataType.Last)
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  {
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    // Do something
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  }
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}