Struct AggregatedTrade

Aggregated trade data for visualization

Added in ATAS 8.0.15.

public struct AggregatedTrade

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

Properties

Number of individual trades aggregated (for LOD)

public int Count { readonly get; set; }

True if this is a buy (taker bought), false if sell

public bool IsBuy { readonly get; set; }

Trade price

public decimal Price { readonly get; set; }

Total volume of aggregated trades

public decimal Volume { readonly get; set; }