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
InstrumentIdlatestInstrumentSequenceNumber
uintdailyOpeningPrice
decimalsessionOpeningPrice
decimal?expectedOpeningPrice
decimal?previousBusinessDayOpeningPrice
decimal?dailyClosingPrice
decimalexpectedClosingPrice
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
longvwapPrice
decimal?netChangePreviousDay
decimal?numberOfTrades
longaverageDailyTradedQuantity
long?maxTradeVolume
long?tradeDate
DateTimesecurityTradingStatus
SecurityTradingStatustheoreticalOpeningPrice
decimal?theoreticalOpeningQuantity
long?imbalanceCondition
ImbalanceCondition?imbalanceQuantity
long?settlementPrice
decimal?settlementPriceType
ushort?previousBusinessDaySettlementPrice
decimal?previousBusinessDaySettlementPriceType
ushort?securityTradingEvent
SecurityTradingEventtopBid
decimal?bidSize
uint?bidOrders
uint?topAsk
decimal?askSize
uint?askOrders
uint?