IBasketSecurityProcessor
StockSharp.Messages
The interface of market data processor for basket securities.
Properties
BasketExpression
public string BasketExpression { get; }
value = iBasketSecurityProcessor.BasketExpression
Basket security expression.
BasketLegs
public SecurityId[] BasketLegs { get; }
value = iBasketSecurityProcessor.BasketLegs
Basket security legs.
SecurityId
public SecurityId SecurityId { get; }
value = iBasketSecurityProcessor.SecurityId
Security ID.
Methods
Process
public IEnumerable<Message> Process(Message message)
result = iBasketSecurityProcessor.Process(message)
Process message.
- message
- Input message.
Returns: Output messages.