QuantConnect.Orders.Fills.Prices Class Reference

Prices class used by IFillModels More...

Public Member Functions
	Prices (IBaseDataBar bar)
	Create an instance of Prices class with a data bar More...
	Prices (DateTime endTime, IBar bar)
	Create an instance of Prices class with a data bar and end time More...
	Prices (DateTime endTime, decimal current, decimal open, decimal high, decimal low, decimal close)
	Create a instance of the Prices class with specific values for all prices More...

Public Attributes
readonly DateTime	EndTime
	End time for these prices More...
readonly decimal	Current
	Current price More...
readonly decimal	Open
	Open price More...
readonly decimal	High
	High price More...
readonly decimal	Low
	Low price More...
readonly decimal	Close
	Closing price More...

Detailed Description

Prices class used by IFillModels

Definition at line 24 of file Prices.cs.

Constructor & Destructor Documentation

Prices() [1/3]

QuantConnect.Orders.Fills.Prices.Prices

(

IBaseDataBar

bar

)

Create an instance of Prices class with a data bar

Parameters

bar	Data bar to use for prices

Definition at line 60 of file Prices.cs.

Prices() [2/3]

QuantConnect.Orders.Fills.Prices.Prices	(	DateTime	endTime,
		IBar	bar
	)

Create an instance of Prices class with a data bar and end time

Parameters

endTime	The end time for these prices
bar	Data bar to use for prices

Definition at line 70 of file Prices.cs.

Prices() [3/3]

QuantConnect.Orders.Fills.Prices.Prices	(	DateTime	endTime,
		decimal	current,
		decimal	open,
		decimal	high,
		decimal	low,
		decimal	close
	)

Create a instance of the Prices class with specific values for all prices

Parameters

endTime	The end time for these prices
current	Current price
open	Open price
high	High price
low	Low price
close	Close price

Definition at line 84 of file Prices.cs.

Member Data Documentation

EndTime

readonly DateTime QuantConnect.Orders.Fills.Prices.EndTime

End time for these prices

Definition at line 29 of file Prices.cs.

Current

readonly decimal QuantConnect.Orders.Fills.Prices.Current

Current price

Definition at line 34 of file Prices.cs.

Open

readonly decimal QuantConnect.Orders.Fills.Prices.Open

Open price

Definition at line 39 of file Prices.cs.

High

readonly decimal QuantConnect.Orders.Fills.Prices.High

High price

Definition at line 44 of file Prices.cs.

Low

readonly decimal QuantConnect.Orders.Fills.Prices.Low

Low price

Definition at line 49 of file Prices.cs.

Close

readonly decimal QuantConnect.Orders.Fills.Prices.Close

Closing price

Definition at line 54 of file Prices.cs.

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

• Common/Orders/Fills/Prices.cs