Class MboIcebergTrade

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Fill of an iceberg order, either passive or as the aggressor.

Added in ATAS 8.0.15.

public sealed class MboIcebergTrade

Inheritance

object

MboIcebergTrade

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Constructors

MboIcebergTrade()

public MboIcebergTrade()

Properties

AggressorOrderId

Gets or sets the aggressor order id of a passive fill; null for fills where the iceberg order was the aggressor or when the feed does not provide it.

public long? AggressorOrderId { get; set; }

Property Value

long?

Direction

Gets or sets the aggressor side of the fill.

public TradeDirection Direction { get; set; }

Property Value

TradeDirection

Ms

Gets or sets the time of the fill, in milliseconds since the Unix epoch (UTC).

public long Ms { get; set; }

Property Value

long

OrderKey

Gets or sets the UTC System.DateTime.Ticks of the fill time; orders updates and fills within one millisecond.

public long OrderKey { get; set; }

Property Value

long

Price

Gets or sets the fill price.

public decimal Price { get; set; }

Property Value

decimal

RelatedOrderId

Gets or sets the passive order id of a fill where the iceberg order was the aggressor; null for passive fills or when the feed does not provide it.

public long? RelatedOrderId { get; set; }

Property Value

long?

Volume

Gets or sets the fill volume.

public decimal Volume { get; set; }

Property Value

decimal