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Properties | List of all members
ATAS.DataFeedsCore.MboAnnotatedTrade Class Reference

Trade fill enriched with MBO-derived classification and matching-event metadata. More...

Properties

long Id [get, set]
 
DateTime Time [get, set]
 
long EventTicks [get, set]
 
long EventMs [get, set]
 
long Sequence [get, set]
 
int RoundIndex [get, set]
 
MboTradeKind Kind [get, set]
 
TradeDirection Direction [get, set]
 
decimal Price [get, set]
 
decimal Volume [get, set]
 
decimal OpenInterest [get, set]
 
long? AggressorOrderId [get, set]
 
long? PassiveOrderId [get, set]
 
decimal AggressorEventVolume [get, set]
 
decimal AggressorFirstPrice [get, set]
 
decimal AggressorLastPrice [get, set]
 
decimal AggressorMinPrice [get, set]
 
decimal AggressorMaxPrice [get, set]
 
decimal AggressorPriceRange [get, set]
 
int AggressorPriceLevels [get, set]
 
int AggressorPassiveOrderCount [get, set]
 
int AggressorTradeCount [get, set]
 
bool IsSweep [get, set]
 

Detailed Description

Trade fill enriched with MBO-derived classification and matching-event metadata.

Property Documentation

◆ AggressorEventVolume

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorEventVolume
getset

◆ AggressorFirstPrice

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorFirstPrice
getset

◆ AggressorLastPrice

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorLastPrice
getset

◆ AggressorMaxPrice

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorMaxPrice
getset

◆ AggressorMinPrice

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorMinPrice
getset

◆ AggressorOrderId

long? ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorOrderId
getset

◆ AggressorPassiveOrderCount

int ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorPassiveOrderCount
getset

◆ AggressorPriceLevels

int ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorPriceLevels
getset

◆ AggressorPriceRange

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorPriceRange
getset

◆ AggressorTradeCount

int ATAS.DataFeedsCore.MboAnnotatedTrade.AggressorTradeCount
getset

◆ Direction

TradeDirection ATAS.DataFeedsCore.MboAnnotatedTrade.Direction
getset

◆ EventMs

long ATAS.DataFeedsCore.MboAnnotatedTrade.EventMs
getset

◆ EventTicks

long ATAS.DataFeedsCore.MboAnnotatedTrade.EventTicks
getset

◆ Id

long ATAS.DataFeedsCore.MboAnnotatedTrade.Id
getset

◆ IsSweep

bool ATAS.DataFeedsCore.MboAnnotatedTrade.IsSweep
getset

◆ Kind

MboTradeKind ATAS.DataFeedsCore.MboAnnotatedTrade.Kind
getset

◆ OpenInterest

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.OpenInterest
getset

◆ PassiveOrderId

long? ATAS.DataFeedsCore.MboAnnotatedTrade.PassiveOrderId
getset

◆ Price

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.Price
getset

◆ RoundIndex

int ATAS.DataFeedsCore.MboAnnotatedTrade.RoundIndex
getset

◆ Sequence

long ATAS.DataFeedsCore.MboAnnotatedTrade.Sequence
getset

◆ Time

DateTime ATAS.DataFeedsCore.MboAnnotatedTrade.Time
getset

◆ Volume

decimal ATAS.DataFeedsCore.MboAnnotatedTrade.Volume
getset
The documentation for this class was generated from the following file: