Exemplo n.º 1
0
        void stk_OnLevel1Update(object sender, BWLevel1Quote quote)
        {
            Tick k = new TickImpl(quote.Symbol);

            k.depth   = 0;
            k.bid     = (decimal)quote.Bid;
            k.BidSize = quote.BidSize;
            k.ask     = (decimal)quote.Ask;
            k.os      = quote.AskSize;
            k.date    = date;
            k.time    = TradeLink.Common.Util.ToTLTime();
            tl.newTick(k);
        }
Exemplo n.º 2
0
 void stk_OnLevel1Update(object sender, BWLevel1Quote quote)
 {
     Tick k = new TickImpl(quote.Symbol);
     k.depth = 0;
     k.bid = (decimal)quote.Bid;
     k.BidSize = quote.BidSize;
     k.ask = (decimal)quote.Ask;
     k.os = quote.AskSize;
     k.date = date;
     k.time = TradeLink.Common.Util.ToTLTime();
     tl.newTick(k);
 }