Example #1
0
 public HistoricalTickBidAsk(long time, TickAttribBidAsk tickAttribBidAsk, double priceBid, double priceAsk, long sizeBid, long sizeAsk)
 {
     Time             = time;
     TickAttribBidAsk = tickAttribBidAsk;
     PriceBid         = priceBid;
     PriceAsk         = priceAsk;
     SizeBid          = sizeBid;
     SizeAsk          = sizeAsk;
 }
Example #2
0
 void IEWrapper.TickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
 {
     OnTickByTickBidAsk?.Invoke(new TickByTickBidAskMessage(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk));
 }
Example #3
0
 public void TickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
 {
 }