File: WebAPI/market_data_2.proto
Describes separate orders at price levels.
Note: Detailed DOM updates (snapshot or not) can come in several DetailedDOM messages. The first will have RealTimeMarketData.is_snapshot set, the rest will come as updates. The last will have DetailedDOM.is_detailed_dom_complete set. Update for a price level cannot be split into several messages. Updates must be applied in the order they listed in.
Type: bool
Description: Note: True if this message is the last in the series of DetailedDOM updates (snapshot or not) for a contract.
Type: bool
Description: Note: True if the DOM is stale, i.e. has become obsolete and is not being updated at the moment. A new DetailedDOM message with is_stale = false will be sent when data is fixed.
Type: bool
Description: Note: If true, the data for this message should be entirely replaced with ‘price_levels’ contents.
Type: DetailedDOMAtPrice
Description: Price level updates.