An instrument a PlatformModule asked for in addition to the one selected in its panel (IPlatformModuleContext.AddInstrument): what it is and the latest market data delivered to the module. More...

Public Member Functions
IReadOnlyList< MarketDataArg >	GetDepth (bool isAsk)
	The bid (isAsk = false) or ask levels of the order book, best first (copies), as of the delivered depth changes. Empty unless the instrument was added with the order book (HasDepth).

string	FormatPrice (decimal price)
	Formats a price with the number of decimals of the instrument tick size.

Properties
string	Id `[get]`
	The identifier of the instrument in the platform: an opaque text that stays the same between runs of the platform. A module that keeps its instruments in its settings saves this and passes it to IPlatformModuleContext.AddInstrument again.

IInstrumentInfo	Instrument `[get]`
	The instrument: name, exchange, tick size and the time zone set for it in the platform.

bool	IsDelayed `[get]`
	True for an instrument of a delayed data source (its data comes with a delay, typically 15 minutes).

PlatformModuleInstrumentState	State `[get]`
	What the platform currently does with the instrument.

bool	HasDepth `[get]`
	True if the module asked for the order book of the instrument.

MarketDataArg?	BestBid `[get]`
	Best bid (price and volume), or `null` while unknown.

MarketDataArg?	BestAsk `[get]`
	Best ask (price and volume), or `null` while unknown.

MarketDataArg?	LastTrade `[get]`
	The last trade of the instrument delivered to the module, or `null` while there was none.

InstrumentDailySummary?	Summary `[get]`
	The exchange statistics of the instrument, or `null` while the data feed has not reported them.

Detailed Description

An instrument a PlatformModule asked for in addition to the one selected in its panel (IPlatformModuleContext.AddInstrument): what it is and the latest market data delivered to the module.

Like the members of IPlatformModuleContext, the data members return the state as of the last data delivered to the module and do not change while one of its methods runs.

Member Function Documentation

◆ FormatPrice()

string ATAS.Indicators.Modules.IPlatformModuleInstrument.FormatPrice ( decimal price )

Formats a price with the number of decimals of the instrument tick size.

◆ GetDepth()

IReadOnlyList< MarketDataArg > ATAS.Indicators.Modules.IPlatformModuleInstrument.GetDepth ( bool isAsk )

The bid (isAsk = false) or ask levels of the order book, best first (copies), as of the delivered depth changes. Empty unless the instrument was added with the order book (HasDepth).

Property Documentation

◆ BestAsk

MarketDataArg? ATAS.Indicators.Modules.IPlatformModuleInstrument.BestAsk

get

Best ask (price and volume), or null while unknown.

◆ BestBid

MarketDataArg? ATAS.Indicators.Modules.IPlatformModuleInstrument.BestBid

get

Best bid (price and volume), or null while unknown.

◆ HasDepth

bool ATAS.Indicators.Modules.IPlatformModuleInstrument.HasDepth

get

True if the module asked for the order book of the instrument.

◆ Id

string ATAS.Indicators.Modules.IPlatformModuleInstrument.Id

get

The identifier of the instrument in the platform: an opaque text that stays the same between runs of the platform. A module that keeps its instruments in its settings saves this and passes it to IPlatformModuleContext.AddInstrument again.

◆ Instrument

IInstrumentInfo ATAS.Indicators.Modules.IPlatformModuleInstrument.Instrument

get

The instrument: name, exchange, tick size and the time zone set for it in the platform.

◆ IsDelayed

bool ATAS.Indicators.Modules.IPlatformModuleInstrument.IsDelayed

get

True for an instrument of a delayed data source (its data comes with a delay, typically 15 minutes).

◆ LastTrade

MarketDataArg? ATAS.Indicators.Modules.IPlatformModuleInstrument.LastTrade

get

The last trade of the instrument delivered to the module, or null while there was none.

◆ State

PlatformModuleInstrumentState ATAS.Indicators.Modules.IPlatformModuleInstrument.State

get

What the platform currently does with the instrument.

◆ Summary

InstrumentDailySummary? ATAS.Indicators.Modules.IPlatformModuleInstrument.Summary

get

The exchange statistics of the instrument, or null while the data feed has not reported them.

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

IPlatformModuleInstrument.cs

Public Member Functions

Properties