Market data updates are conveyed with the onMarketData() callback in the handler interface. Each update is for a specific feedID / marketID combination and contains a MarketView object. The MarketView object is either a full snapshot of the order book or an incremental update. In both cases, it contains a list of MDEntry objects, which are essentially market data entries.

Additional Material

Entry Types (MDElement)

There are three market data entry types, described in the following sections. 

Figure 8. Conceptual model for pure and structured book entries Conceptual model for pure and structured book entries Further detail is provided in the following page(s):