ATAS.DataFeedsCore.PositionSyncPoint Class Reference

A moment when a trade report and a position update of a portfolio security agreed with each other: the stored trades up to Time sum up to Position. The points form an append-only track; a rebuild of the trade statistics matches the history between two consecutive points on its own, so a fill lost in one period cannot shift the pairs of the periods before it. More...

Public Member Functions
override string	ToString ()

Properties
long	Id [get, set]
string	AccountID = null! [get, set]
string	SecurityId = null! [get, set]
DateTime	Time [get, set]
	Time of the last trade the position accounts for.
decimal	Position [get, set]

Detailed Description

A moment when a trade report and a position update of a portfolio security agreed with each other: the stored trades up to Time sum up to Position. The points form an append-only track; a rebuild of the trade statistics matches the history between two consecutive points on its own, so a fill lost in one period cannot shift the pairs of the periods before it.

Member Function Documentation

ToString()

override string ATAS.DataFeedsCore.PositionSyncPoint.ToString

(

)

Property Documentation

AccountID

string ATAS.DataFeedsCore.PositionSyncPoint.AccountID = null!

getset

Id

long ATAS.DataFeedsCore.PositionSyncPoint.Id

getset

Position

decimal ATAS.DataFeedsCore.PositionSyncPoint.Position

getset

SecurityId

string ATAS.DataFeedsCore.PositionSyncPoint.SecurityId = null!

getset

Time

DateTime ATAS.DataFeedsCore.PositionSyncPoint.Time

getset

Time of the last trade the position accounts for.

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The documentation for this class was generated from the following file:

• PositionSyncPoint.cs