Represents a price on either the buy or sell side and all the orders at that price
link Required by
- MarketDepthMarket Depth is a measure of the number of open buy and sell orders for a security or currency at different prices. The depth of market measure provides an indication of the liquidity and depth for the instrument.
- MarketDepthUpdateMarket Depth Update is a delta to the current market depth which can be used to update the market depth structure to keep it correct