public override void OpenInterest(OpenInterestInfo info) { if (!info.QuantityFlag) { return; } _client.Level1.SafeInvoke(info.Symbol, info.Exchange, Level1Fields.OpenInterest, info.Quantity, RithmicUtils.ToTime(info.Ssboe, info.Usecs)); }
public override void OpenInterest(OpenInterestInfo info) { if (!info.QuantityFlag) return; _client.Level1.SafeInvoke(info.Symbol, info.Exchange, Level1Fields.OpenInterest, info.Quantity, RithmicUtils.ToTime(info.Ssboe, info.Usecs)); }