Constructor ExecutionSummaryEventData

Namespace: Tooq.Tech.MD.BinaryProtocol.Client

Assembly: Tooq.MD.BinaryProtocol.dll

ExecutionSummaryEventData(uint, InstrumentId, MDUpdateAction, MDEntryType, AggressorSide, decimal, long, long?, long?, ulong, uint?, ulong)

public ExecutionSummaryEventData(uint sequenceNumber, InstrumentId instrumentId, MDUpdateAction mdUpdateAction, MDEntryType mdEntryType, AggressorSide aggressorSide, decimal lastPx, long fillQty, long? tradedHiddenQty, long? cxlQty, ulong aggressorTime, uint? rptSeq, ulong mdEntryTimestamp)

Parameters

sequenceNumber uint
instrumentId InstrumentId
mdUpdateAction MDUpdateAction
mdEntryType MDEntryType
aggressorSide AggressorSide
lastPx decimal
fillQty long
tradedHiddenQty long?
cxlQty long?
aggressorTime ulong
rptSeq uint?
mdEntryTimestamp ulong