Modulus Financial EngineeringUse this method to subscribe to a symbol for real time Level II market data updates. To unsubscribe from a symbol after subscribing to it, call the RemoveL2 method. To subscribe to a Level I symbol, see Watch.
| NAQ1.WatchL2(BSTR Symbol) |
Remarks
This method initiates the subscription of a real time Level II symbol watch. This method should not be called until at least one second after the Login method has been called. If the subscription was successful, the following events will fire throughout the trading session.
| ProcessL2NASDAQRecap | Level II NASDAQ recap message. |
| ProcessL2NASDAQUpdate | Level II NASDAQ update message. |
| ProcessL2CanadianRecap | Level II Canadian recap message. |
| ProcessL2CanadianUpdate | Level II Canadian update message. |
| ProcessL2CanadianSale | Level II Canadian sale message. |
| ProcessL2CanadianCancel | Level II Canadian cancel message. |
| Level2Reset | Level II reset message. |
See Also