QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData Class Reference

Symbol data for this Execution Model More...

Public Member Functions
	SymbolData (QCAlgorithm algorithm, Security security)
	Initialize a new instance of SymbolData More...

Properties
Security	Security [get]
	Security More...
IntradayVwap	VWAP [get]
	VWAP Indicator More...
IDataConsolidator	Consolidator [get]
	Data Consolidator More...

Detailed Description

Symbol data for this Execution Model

Definition at line 155 of file VolumeWeightedAveragePriceExecutionModel.cs.

Constructor & Destructor Documentation

SymbolData()

QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData.SymbolData	(	QCAlgorithm	algorithm,
		Security	security
	)

Initialize a new instance of SymbolData

Definition at line 175 of file VolumeWeightedAveragePriceExecutionModel.cs.

Here is the call graph for this function:

Property Documentation

Security

Security QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData.Security

get

Security

Definition at line 160 of file VolumeWeightedAveragePriceExecutionModel.cs.

VWAP

IntradayVwap QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData.VWAP

get

VWAP Indicator

Definition at line 165 of file VolumeWeightedAveragePriceExecutionModel.cs.

Consolidator

IDataConsolidator QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel.SymbolData.Consolidator

get

Data Consolidator

Definition at line 170 of file VolumeWeightedAveragePriceExecutionModel.cs.

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The documentation for this class was generated from the following file:

• Algorithm.Framework/Execution/VolumeWeightedAveragePriceExecutionModel.cs