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