ATAS.Indicators.MarketDataArg Class Reference

Represents a data point in the market. More...

Inheritance diagram for ATAS.Indicators.MarketDataArg:

Collaboration diagram for ATAS.Indicators.MarketDataArg:

Public Member Functions
	MarketDataArg ()
	Initializes a new instance of the MarketDataArg class.

Properties
decimal	Price [get, set]
	Price of the market data.
decimal	OriginPrice [get, set]
	Original, not scaled price of the market data.
decimal	Volume [get, set]
	Volume associated with the market data.
DateTime	Time [get, set]
	Time at which the market data occurred.
TradeDirection	Direction [get, set]
	Trade direction of the market data (Buy, Sell, or Between).
MarketDataType	DataType [get, set]
	Type of the market data (Bid, Ask, or Trade).
decimal	OpenInterest [get, set]
	Open interest associated with the market data.
bool	IsAsk [get]
	Gets a value indicating whether the market data is of type Ask.
bool	IsBid [get]
	Gets a value indicating whether the market data is of type Bid.
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 a data point in the market.

Constructor & Destructor Documentation

MarketDataArg()

ATAS.Indicators.MarketDataArg.MarketDataArg

(

)

Initializes a new instance of the MarketDataArg class.

Property Documentation

AggressorExchangeOrderId

long? ATAS.Indicators.MarketDataArg.AggressorExchangeOrderId

getset

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

DataType

MarketDataType ATAS.Indicators.MarketDataArg.DataType

getset

Type of the market data (Bid, Ask, or Trade).

Direction

TradeDirection ATAS.Indicators.MarketDataArg.Direction

getset

Trade direction of the market data (Buy, Sell, or Between).

ExchangeOrderId

long? ATAS.Indicators.MarketDataArg.ExchangeOrderId

getset

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

IsAsk

bool ATAS.Indicators.MarketDataArg.IsAsk

get

Gets a value indicating whether the market data is of type Ask.

IsBid

bool ATAS.Indicators.MarketDataArg.IsBid

get

Gets a value indicating whether the market data is of type Bid.

OpenInterest

decimal ATAS.Indicators.MarketDataArg.OpenInterest

getset

Open interest associated with the market data.

OriginPrice

decimal ATAS.Indicators.MarketDataArg.OriginPrice

getset

Original, not scaled price of the market data.

Price

decimal ATAS.Indicators.MarketDataArg.Price

getset

Price of the market data.

Time

DateTime ATAS.Indicators.MarketDataArg.Time

getset

Time at which the market data occurred.

Volume

decimal ATAS.Indicators.MarketDataArg.Volume

getset

Volume associated with the market data.

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

• MarketDataArg.cs