ITickTradeMessage
StockSharp.Messages
Interface describes an tick trade message.
Implements: ISecurityIdMessage, ISeqNumMessage, ICurrencyMessage, ISystemMessage, IServerTimeMessage, IGeneratedMessage, ILocalTimeMessage, IComplexIdMessage
Properties
IsUpTick
public bool? IsUpTick { get; }
value = iTickTradeMessage.IsUpTick
Is tick ascending or descending in price.
OpenInterest
public decimal? OpenInterest { get; }
value = iTickTradeMessage.OpenInterest
Number of open positions (open interest).
OrderSellId
public long? OrderSellId { get; }
value = iTickTradeMessage.OrderSellId
Order id (sell).
OriginSide
public Sides? OriginSide { get; }
value = iTickTradeMessage.OriginSide
Order side (buy or sell), which led to the trade.
Volume
public decimal Volume { get; }
value = iTickTradeMessage.Volume
Number of contracts in the trade.