Table of Contents

Constructor InstrumentSnapshotEventData

Namespace
Tooq.Tech.MD.BinaryProtocol.Client
Assembly
Tooq.MD.BinaryProtocol.dll

InstrumentSnapshotEventData(InstrumentId, uint, decimal, decimal?, decimal?, decimal?, decimal, decimal?, decimal?, decimal?, decimal?, decimal?, decimal?, uint?, uint?, uint?, AggressorSide?, TradeCondition?, ushort?, decimal?, TrdSubType?, PriceBandDetail?, PriceBandDetail?, PriceBandDetail?, PriceBandDetail?, PriceBandDetail?, long, decimal?, decimal?, long, long?, long?, DateTime, SecurityTradingStatus, decimal?, long?, ImbalanceCondition?, long?, decimal?, ushort?, decimal?, ushort?, SecurityTradingEvent, decimal?, uint?, uint?, decimal?, uint?, uint?)

public InstrumentSnapshotEventData(InstrumentId instrumentId, uint latestInstrumentSequenceNumber, decimal dailyOpeningPrice, decimal? sessionOpeningPrice, decimal? expectedOpeningPrice, decimal? previousBusinessDayOpeningPrice, decimal dailyClosingPrice, decimal? expectedClosingPrice, decimal? previousBusinessDayClosingPrice, decimal? highPrice, decimal? lowPrice, decimal? lastPrice, decimal? lastQuantity, uint? lastTradeId, uint? lastTradeBuyer, uint? lastTradeSeller, AggressorSide? lastTradeAggressorSide, TradeCondition? lastTradeCondition, ushort? sellerDays, decimal? lastTradeInterestRate, TrdSubType? lastTradeSubType, PriceBandDetail? hardLimitPriceBand, PriceBandDetail? rejectionPriceBand, PriceBandDetail? auctionPriceBand, PriceBandDetail? staticLimitsPriceBand, PriceBandDetail? referencePrice, long tradeVolume, decimal? vwapPrice, decimal? netChangePreviousDay, long numberOfTrades, long? averageDailyTradedQuantity, long? maxTradeVolume, DateTime tradeDate, SecurityTradingStatus securityTradingStatus, decimal? theoreticalOpeningPrice, long? theoreticalOpeningQuantity, ImbalanceCondition? imbalanceCondition, long? imbalanceQuantity, decimal? settlementPrice, ushort? settlementPriceType, decimal? previousBusinessDaySettlementPrice, ushort? previousBusinessDaySettlementPriceType, SecurityTradingEvent securityTradingEvent, decimal? topBid, uint? bidSize, uint? bidOrders, decimal? topAsk, uint? askSize, uint? askOrders)

Parameters

instrumentId InstrumentId
latestInstrumentSequenceNumber uint
dailyOpeningPrice decimal
sessionOpeningPrice decimal?
expectedOpeningPrice decimal?
previousBusinessDayOpeningPrice decimal?
dailyClosingPrice decimal
expectedClosingPrice decimal?
previousBusinessDayClosingPrice decimal?
highPrice decimal?
lowPrice decimal?
lastPrice decimal?
lastQuantity decimal?
lastTradeId uint?
lastTradeBuyer uint?
lastTradeSeller uint?
lastTradeAggressorSide AggressorSide?
lastTradeCondition TradeCondition?
sellerDays ushort?
lastTradeInterestRate decimal?
lastTradeSubType TrdSubType?
hardLimitPriceBand PriceBandDetail?
rejectionPriceBand PriceBandDetail?
auctionPriceBand PriceBandDetail?
staticLimitsPriceBand PriceBandDetail?
referencePrice PriceBandDetail?
tradeVolume long
vwapPrice decimal?
netChangePreviousDay decimal?
numberOfTrades long
averageDailyTradedQuantity long?
maxTradeVolume long?
tradeDate DateTime
securityTradingStatus SecurityTradingStatus
theoreticalOpeningPrice decimal?
theoreticalOpeningQuantity long?
imbalanceCondition ImbalanceCondition?
imbalanceQuantity long?
settlementPrice decimal?
settlementPriceType ushort?
previousBusinessDaySettlementPrice decimal?
previousBusinessDaySettlementPriceType ushort?
securityTradingEvent SecurityTradingEvent
topBid decimal?
bidSize uint?
bidOrders uint?
topAsk decimal?
askSize uint?
askOrders uint?