BestBidAskUpdatedEventArgs

QuantConnect.Brokerages.BestBidAskUpdatedEventArgs

BestBidAskUpdatedEventArgs(
    symbol: Union[Symbol, str, BaseContract],
    best_bid_price: float,
    best_bid_size: float,
    best_ask_price: float,
    best_ask_size: float,
)

Bases: EventArgs

Event arguments class for the DefaultOrderBook.best_bid_ask_updated event

Initializes a new instance of the BestBidAskUpdatedEventArgs class

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The symbol	required
best_bid_price	float	The newly updated best bid price	required
best_bid_size	float	The newly updated best bid size	required
best_ask_price	float	The newly updated best ask price	required
best_ask_size	float	The newly updated best ask size	required

symbol

symbol: Symbol

Gets the new best bid price

best_bid_price

best_bid_price: float

Gets the new best bid price

best_bid_size

best_bid_size: float

Gets the new best bid size

best_ask_price

best_ask_price: float

Gets the new best ask price

best_ask_size

best_ask_size: float

Gets the new best ask size