void stk_OnLevel2Update(object sender, BWLevel2Quote quote) { Tick k = new TickImpl(quote.Symbol); k.depth = quote.EcnOrder; k.bid = (decimal)quote.Bid; k.BidSize = quote.BidSize; k.be = quote.MarketMaker; k.ask = (decimal)quote.Ask; k.os = quote.AskSize; k.oe = quote.MarketMaker; k.date = date; k.time = TradeLink.Common.Util.ToTLTime(); tl.newTick(k); }
void stk_OnLevel2Update(object sender, BWLevel2Quote quote) { Tick k = new TickImpl(quote.Symbol); k.depth = quote.EcnOrder; k.bid = (decimal)quote.Bid; k.BidSize = quote.BidSize; k.be = quote.MarketMaker; k.ask = (decimal)quote.Ask; k.os = quote.AskSize; k.oe = quote.MarketMaker; k.date = date; k.time = TradeLink.Common.Util.ToTLTime(); tl.newTick(k); }