public TWSMarketDataEventArgs(TWSClient client,
TWSMarketDataSnapshot snapshot, IBTickType tickType)
: base(client)
{
TickType = tickType;
Snapshot = snapshot;
}
public TWSMarketDataSnapshot(TWSMarketDataSnapshot that)
{
_askSize = that._askSize;
_bidSize = that._bidSize;
_lastSize = that._lastSize;
_volume = that._volume;
Contract = that.Contract;
Ask = that.Ask;
Bid = that.Bid;
Close = that.Close;
Open = that.Open;
High = that.High;
Low = that.Low;
Last = that.Last;
SyntheticVolume = that.SyntheticVolume;
VolumeEvents = that.VolumeEvents;
VolumeMisses = that.VolumeMisses;
TradeEvents = that.TradeEvents;
TradeDups = that.TradeDups;
BidEvents = that.BidEvents;
AskEvents = that.AskEvents;
AskDups = that.AskDups;
BidDups = that.BidDups;
TradeTimeStamp = that.TradeTimeStamp;
BidTimeStamp = that.BidTimeStamp;
AskTimeStamp = that.AskTimeStamp;
Delta = that.Delta;
ImpliedVol = that.ImpliedVol;
BidDelta = that.BidDelta;
BidImpliedVol = that.BidImpliedVol;
AskDelta = that.AskDelta;
AskImpliedVol = that.AskImpliedVol;
PVDividend = that.PVDividend;
ModelPrice = that.ModelPrice;
}
public TWSMarketDataSnapshot(TWSMarketDataSnapshot that)
{
_askSize = that._askSize;
_bidSize = that._bidSize;
_lastSize = that._lastSize;
_volume = that._volume;
Contract = that.Contract;
Ask = that.Ask;
Bid = that.Bid;
Close = that.Close;
Open = that.Open;
High = that.High;
Low = that.Low;
Last = that.Last;
SyntheticVolume = that.SyntheticVolume;
VolumeEvents = that.VolumeEvents;
VolumeMisses = that.VolumeMisses;
TradeEvents = that.TradeEvents;
TradeDups = that.TradeDups;
BidEvents = that.BidEvents;
AskEvents = that.AskEvents;
AskDups = that.AskDups;
BidDups = that.BidDups;
TradeTimeStamp = that.TradeTimeStamp;
BidTimeStamp = that.BidTimeStamp;
AskTimeStamp = that.AskTimeStamp;
Delta = that.Delta;
ImpliedVol = that.ImpliedVol;
BidDelta = that.BidDelta;
BidImpliedVol = that.BidImpliedVol;
AskDelta = that.AskDelta;
AskImpliedVol = that.AskImpliedVol;
PVDividend = that.PVDividend;
ModelPrice = that.ModelPrice;
}
public TWSMarketDataEventArgs(TWSClient client,
TWSMarketDataSnapshot snapshot, IBTickType tickType)
: base(client)
{
TickType = tickType;
Snapshot = snapshot;
}
protected void OnMarketData(TWSMarketDataSnapshot snapshot, IBTickType tickType)
{
if (MarketData != null)
MarketData(this, new TWSMarketDataEventArgs(this, snapshot, tickType));
}
