Struct ConsolidatedBidAskPair

Namespace

DatabentoDotNet.Dbn

Assembly

DatabentoDotNet.Dbn.dll

One consolidated price level: the bid and ask sides of a single book level, each tagged with the publisher the quote came from.

public readonly struct ConsolidatedBidAskPair

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Remarks

Not a record in its own right — it has no RecordHeader and no rtype. It is embedded in Cmbp1Msg and CbboMsg. It is the same 32 bytes as BidAskPair, but the last 8 bytes carry publisher IDs rather than order counts, so the two are not interchangeable.

Fields

AskPb

The publisher ID of the venue publishing the best ask.

public readonly ushort AskPb

Field Value

ushort

AskPx

The ask price, where every 1 unit corresponds to 1e-9.

public readonly long AskPx

Field Value

long

AskSz

The ask size.

public readonly uint AskSz

Field Value

uint

BidPb

The publisher ID of the venue publishing the best bid.

public readonly ushort BidPb

Field Value

ushort

BidPx

The bid price, where every 1 unit corresponds to 1e-9.

public readonly long BidPx

Field Value

long

BidSz

The bid size.

public readonly uint BidSz

Field Value

uint