Class MarketDataArg

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Represents a data point in the market.

public class MarketDataArg : IEntity

Inheritance

object

MarketDataArg

Implements

IEntity

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

MarketDataArg()

Initializes a new instance of the MarketDataArg class.

public MarketDataArg()

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?

DataType

Type of the market data (Bid, Ask, or Trade).

public MarketDataType DataType { get; set; }

Property Value

MarketDataType

Direction

Trade direction of the market data (Buy, Sell, or Between).

public TradeDirection Direction { get; set; }

Property Value

TradeDirection

ExchangeOrderId

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

public long? ExchangeOrderId { get; set; }

Property Value

long?

IsAsk

Gets a value indicating whether the market data is of type Ask.

public bool IsAsk { get; }

Property Value

bool

IsBid

Gets a value indicating whether the market data is of type Bid.

public bool IsBid { get; }

Property Value

bool

OpenInterest

Open interest associated with the market data.

public decimal OpenInterest { get; set; }

Property Value

decimal

OriginPrice

Original, not scaled price of the market data.

public decimal OriginPrice { get; set; }

Property Value

decimal

Price

Price of the market data.

public decimal Price { get; set; }

Property Value

decimal

Time

Time at which the market data occurred.

public DateTime Time { get; set; }

Property Value

DateTime

Volume

Volume associated with the market data.

public decimal Volume { get; set; }

Property Value

decimal