Namespaces | |
namespace | ATAS |
namespace | ATAS.Indicators |
Enumerations | |
enum | ATAS.Indicators.ContractRolloverType { ATAS.Indicators.ExpirationDate , ATAS.Indicators.VolumeBasedCurrentEnd , ATAS.Indicators.VolumeBasedNextStart } |
Specifies the type of contract rollover calculation to use. More... | |
Variables | |
record | ATAS.Indicators.ContractRollover |
Represents historical contract rollover event. | |
record | ATAS.Indicators.ContractRollovers |
Represents historical contract rollover events for a continuous instrument. Contains a collection of rollover dates mapped to corresponding instrument contracts. | |