public FixedIncomeInstrumentInterDayTimeBar(
     FinancialInstrument security,
     DailySummaryTimeBar dailySummaryTimeBar,
     DateTime timeStamp,
     Market market)
 {
     this.Security            = security;
     this.TimeStamp           = timeStamp;
     this.Market              = market;
     this.DailySummaryTimeBar = dailySummaryTimeBar;
 }
Example #2
0
 public EquityInstrumentIntraDayTimeBar(
     FinancialInstrument security,
     SpreadTimeBar spreadTimeBar,
     DailySummaryTimeBar dailySummaryTimeBar,
     DateTime timeStamp,
     Market market)
 {
     this.Security            = security;
     this.SpreadTimeBar       = spreadTimeBar;
     this.TimeStamp           = timeStamp;
     this.Market              = market;
     this.DailySummaryTimeBar = dailySummaryTimeBar;
 }