Click or drag to resize

QuotingStrategyGetFilteredQuotes Method

To get the order book filtered with GetFilteredMarketDepth(Security).

Namespace:  StockSharp.Algo.Strategies.Quoting
Assembly:  StockSharp.Algo.Strategies (in StockSharp.Algo.Strategies.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
protected IEnumerable<Quote> GetFilteredQuotes(
	Sides side
)

Parameters

side
Type: StockSharp.MessagesSides
The order book side (bids or offers).

Return Value

Type: IEnumerableQuote
The filtered order book.
See Also