Struct HeatmapBarData

Extended bar data with all layers (volumes, best prices, trades)

Added in ATAS 8.0.15.

public struct HeatmapBarData

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

Properties

Bar index

public int Bar { readonly get; set; }

Best ask price for this bar

public decimal? BestAsk { readonly get; set; }

Best bid price for this bar

public decimal? BestBid { readonly get; set; }

Volume levels at each price

public HeatmapLevel[]? Levels { readonly get; set; }

Aggregated trades for this bar

public AggregatedTrade[]? Trades { readonly get; set; }