FastQuant.Level2UpdateStreamer.Read C# (CSharp) Method

Read() public method

public Read ( BinaryReader reader, byte version ) : object
reader System.IO.BinaryReader
version byte
return object
        public override object Read(BinaryReader reader, byte version)
        {
            var l2u = new Level2Update();
            l2u.DateTime = new DateTime(reader.ReadInt64());
            l2u.ProviderId = reader.ReadByte();
            l2u.InstrumentId = reader.ReadInt32();
            int count = reader.ReadInt32();
            l2u.Entries = new Level2[count];
            for (int i = 0; i < count; i++)
                l2u.Entries[i] = (Level2)this.streamerManager.Deserialize(reader);
            return l2u;
        }