Represents a collection of CQGQuote. Each CQGQuote in the collection represents one item of the DOM book.

This is the default property.

To show the whole depth of the market, CQG API uses two instances of these collections. One for DOM Asks, one for DOM Bids.

There are two instances of this collection in CQGInstrument Object for access to instrument DOM asks and DOM bids. 

While the instrument's subscription level is set to anything but dsQuotesAndDOM, its DOM collections are empty. But if after change to dsQuotesAndDOM the subscription level is changed again the contents of  DOM collections will be preserved - they will not be reset.

This collection is also used as parameter in the InstrumentDOMChanged event.

Note: Not all the instruments have DOM support. If such an instrument's subscription level is set to dsQuotesAndDOM, its DOM collections will be empty.

See Accessing non-existent collection items for details on accessing items that do not exist in the collection.

CQGDOMQuotes Members