Table of Contents

Class Trade

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

Represents an tick on a financial exchange.

public class Trade : IEntity
Inheritance
object
Trade
Implements
Extension Methods

Constructors

Trade()

Initializes a new instance of the Trade class.

public Trade()

Properties

AggressorExchangeOrderId

Gets or sets the aggressor exchange order id (see the ExchangeOrderId property) associated with this trade.

public long? AggressorExchangeOrderId { get; set; }

Property Value

long?

ECN

Gets or sets the Electronic Communication Network (ECN) associated with the trade entry.

public string ECN { get; set; }

Property Value

string

EntityType

Gets the type of the entity.

public EntityType EntityType { get; }

Property Value

EntityType

ExchangeOrderId

Gets or sets the exchange order id (see the ExchangeOrderId property) associated with this trade.

public long? ExchangeOrderId { get; set; }

Property Value

long?

Id

Gets or sets the id of the trade.

public long Id { get; set; }

Property Value

long

MatchEventId

Gets or sets the identifier of the exchange matching event this fill belongs to. Fills sharing the value were produced by one match cycle - an aggressor's sweep together with any stop orders it triggered. Null when the feed does not convey match-event boundaries.

Not in ATAS 8.0.15 yet: available from the next version.

public long? MatchEventId { get; set; }

Property Value

long?

OpenInterest

Gets or sets the open interest associated with this trade.

public decimal OpenInterest { get; set; }

Property Value

decimal

OrderDirection

Gets or sets the side of the trade.

public TradeDirection OrderDirection { get; set; }

Property Value

TradeDirection

Price

Gets or sets the price associated with this trade.

public decimal Price { get; set; }

Property Value

decimal

Security

Gets or sets the security associated with the trade entry.

public Security Security { get; set; }

Property Value

Security

SourceTimeNs

Gets or sets the exchange (source) time of the trade in nanoseconds since the Unix epoch (UTC). Keeps the sub-tick precision Time cannot hold; 0 when the feed does not provide it.

Not in ATAS 8.0.15 yet: available from the next version.

public long SourceTimeNs { get; set; }

Property Value

long

Time

Gets or sets the date and time of the trade entry.

public DateTime Time { get; set; }

Property Value

DateTime

Volume

Gets or sets the volume associated with this trade.

public decimal Volume { get; set; }

Property Value

decimal

Methods

ToString() 

public override string ToString()

Returns

string