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; }
public virtual void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { }