Market Data Definition Language (MDDL)
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The Financial Information Services Division of the Software & Information Industry Association
MDDL 2.5-beta : orderbook
MDDL 2.5-betaSchema DocumentationNo Graphics?
Index: MDDL 2.5-beta Schema Documentation
Element: orderbook
Description: Container holding orderbook (full or best bid/ask), market depth, or market maker (exchange) views of current positions of a particular instrument.
Used by: annuityClass  certificateClass  commonClass  debtPricing  depositaryClass  exchangeTradedSubclass  foreignExchangeDomain  forwardClass  futureClass  insuranceSubclass  limitedSubclass  linkedClass  moneyMarketSubclass  mutualSubclass  oeiSubclass  optionClass  preferredClass  rightClass  sharedSubclass  swapClass  umbrellaSubclass  unitSubclass  unitsSubclass  warrantClass 
Attributes:  
Uses: sequence  ask  bid  orderbookType 
Classification: Container "property"
Diagram: