ATAS.DataFeedsCore.Trade Class Reference

Represents an tick on a financial exchange. More...

Inheritance diagram for ATAS.DataFeedsCore.Trade:

Collaboration diagram for ATAS.DataFeedsCore.Trade:

Public Member Functions
	Trade ()
	Initializes a new instance of the Trade class.
override string	ToString ()

Properties
EntityType	EntityType [get]
	Gets the type of the entity.
long	Id [get, set]
	Gets or sets the id of the trade.
TradeDirection	OrderDirection [get, set]
	Gets or sets the side of the trade.
decimal	Price [get, set]
	Gets or sets the price associated with this trade.
Security	Security [get, set]
	Gets or sets the security associated with the trade entry.
DateTime	Time [get, set]
	Gets or sets the date and time of the trade entry.
decimal	Volume [get, set]
	Gets or sets the volume associated with this trade.
decimal	OpenInterest [get, set]
	Gets or sets the open interest associated with this trade.
string	ECN [get, set]
	Gets or sets the Electronic Communication Network (ECN) associated with the trade entry.
long?	AggressorExchangeOrderId [get, set]
	Gets or sets the aggressor exchange order id (see the MarketByOrder.ExchangeOrderId property) associated with this trade.
long?	ExchangeOrderId [get, set]
	Gets or sets the exchange order id (see the MarketByOrder.ExchangeOrderId property) associated with this trade.
Properties inherited from ATAS.DataFeedsCore.IEntity
EntityType	EntityType [get]
	Gets the type of the entity.

Detailed Description

Represents an tick on a financial exchange.

Constructor & Destructor Documentation

Trade()

ATAS.DataFeedsCore.Trade.Trade

(

)

Initializes a new instance of the Trade class.

Member Function Documentation

ToString()

override string ATAS.DataFeedsCore.Trade.ToString

(

)

Property Documentation

AggressorExchangeOrderId

long? ATAS.DataFeedsCore.Trade.AggressorExchangeOrderId

getset

Gets or sets the aggressor exchange order id (see the MarketByOrder.ExchangeOrderId property) associated with this trade.

ECN

string ATAS.DataFeedsCore.Trade.ECN

getset

Gets or sets the Electronic Communication Network (ECN) associated with the trade entry.

EntityType

EntityType ATAS.DataFeedsCore.Trade.EntityType

get

Gets the type of the entity.

Implements ATAS.DataFeedsCore.IEntity.

ExchangeOrderId

long? ATAS.DataFeedsCore.Trade.ExchangeOrderId

getset

Gets or sets the exchange order id (see the MarketByOrder.ExchangeOrderId property) associated with this trade.

Id

long ATAS.DataFeedsCore.Trade.Id

getset

Gets or sets the id of the trade.

OpenInterest

decimal ATAS.DataFeedsCore.Trade.OpenInterest

getset

Gets or sets the open interest associated with this trade.

OrderDirection

TradeDirection ATAS.DataFeedsCore.Trade.OrderDirection

getset

Gets or sets the side of the trade.

Price

decimal ATAS.DataFeedsCore.Trade.Price

getset

Gets or sets the price associated with this trade.

Security

Security ATAS.DataFeedsCore.Trade.Security

getset

Gets or sets the security associated with the trade entry.

Time

DateTime ATAS.DataFeedsCore.Trade.Time

getset

Gets or sets the date and time of the trade entry.

Volume

decimal ATAS.DataFeedsCore.Trade.Volume

getset

Gets or sets the volume associated with this trade.

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

• Trade.cs