public virtual void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size)
{
this_MktDepth_StructL2 = new MktDepth_StructL2(tickerId, position, marketMaker, operation, side, price, size);
}
public MktDepthCombined_Struct(MktDepth_Struct _mktDepth_Struct, MktDepth_StructL2 _mktDepth_StructL2)
{
mktDepth_Struct = _mktDepth_Struct;
mktDepth_StructL2 = _mktDepth_StructL2;
}
