QuantConnect.Brokerages.BestBidAskUpdatedEventArgs Class Reference

Event arguments class for the DefaultOrderBook.BestBidAskUpdated event More...

Inheritance diagram for QuantConnect.Brokerages.BestBidAskUpdatedEventArgs:

Public Member Functions
	BestBidAskUpdatedEventArgs (Symbol symbol, decimal bestBidPrice, decimal bestBidSize, decimal bestAskPrice, decimal bestAskSize)
	Initializes a new instance of the BestBidAskUpdatedEventArgs class More...

Properties
Symbol	Symbol [get]
	Gets the new best bid price More...
decimal	BestBidPrice [get]
	Gets the new best bid price More...
decimal	BestBidSize [get]
	Gets the new best bid size More...
decimal	BestAskPrice [get]
	Gets the new best ask price More...
decimal	BestAskSize [get]
	Gets the new best ask size More...

Detailed Description

Event arguments class for the DefaultOrderBook.BestBidAskUpdated event

Definition at line 23 of file BestBidAskUpdatedEventArgs.cs.

Constructor & Destructor Documentation

BestBidAskUpdatedEventArgs()

QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.BestBidAskUpdatedEventArgs	(	Symbol	symbol,
		decimal	bestBidPrice,
		decimal	bestBidSize,
		decimal	bestAskPrice,
		decimal	bestAskSize
	)

Initializes a new instance of the BestBidAskUpdatedEventArgs class

Parameters

symbol	The symbol
bestBidPrice	The newly updated best bid price
bestBidSize	>The newly updated best bid size
bestAskPrice	The newly updated best ask price
bestAskSize	The newly updated best ask size

Definition at line 58 of file BestBidAskUpdatedEventArgs.cs.

Property Documentation

Symbol

Symbol QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.Symbol

get

Gets the new best bid price

Definition at line 28 of file BestBidAskUpdatedEventArgs.cs.

BestBidPrice

decimal QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.BestBidPrice

get

Gets the new best bid price

Definition at line 33 of file BestBidAskUpdatedEventArgs.cs.

BestBidSize

decimal QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.BestBidSize

get

Gets the new best bid size

Definition at line 38 of file BestBidAskUpdatedEventArgs.cs.

BestAskPrice

decimal QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.BestAskPrice

get

Gets the new best ask price

Definition at line 43 of file BestBidAskUpdatedEventArgs.cs.

BestAskSize

decimal QuantConnect.Brokerages.BestBidAskUpdatedEventArgs.BestAskSize

get

Gets the new best ask size

Definition at line 48 of file BestBidAskUpdatedEventArgs.cs.

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

• Brokerages/BestBidAskUpdatedEventArgs.cs