public override object Read(BinaryReader reader, byte version)
{
return new Level2
{
DateTime = new DateTime(reader.ReadInt64()),
ProviderId = reader.ReadByte(),
InstrumentId = reader.ReadInt32(),
Price = reader.ReadDouble(),
Size = reader.ReadInt32(),
Side = (Level2Side)reader.ReadByte(),
Action = (Level2UpdateAction)reader.ReadByte(),
Position = reader.ReadInt32()
};
}