Lean
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The purpose of this class is to store time and price information available at the time an order was submitted. More...
Public Member Functions | |
OrderSubmissionData (decimal bidPrice, decimal askPrice, decimal lastPrice) | |
Initializes a new instance of the OrderSubmissionData class More... | |
OrderSubmissionData | Clone () |
Return a new instance clone of this object More... | |
Properties | |
decimal | BidPrice [get] |
The bid price at order submission time More... | |
decimal | AskPrice [get] |
The ask price at order submission time More... | |
decimal | LastPrice [get] |
The current price at order submission time More... | |
The purpose of this class is to store time and price information available at the time an order was submitted.
Definition at line 24 of file OrderSubmissionData.cs.
QuantConnect.Orders.OrderSubmissionData.OrderSubmissionData | ( | decimal | bidPrice, |
decimal | askPrice, | ||
decimal | lastPrice | ||
) |
Initializes a new instance of the OrderSubmissionData class
This method is currently only used for testing.
Definition at line 48 of file OrderSubmissionData.cs.
OrderSubmissionData QuantConnect.Orders.OrderSubmissionData.Clone | ( | ) |
Return a new instance clone of this object
Definition at line 58 of file OrderSubmissionData.cs.
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get |
The bid price at order submission time
Definition at line 30 of file OrderSubmissionData.cs.
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get |
The ask price at order submission time
Definition at line 36 of file OrderSubmissionData.cs.
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get |
The current price at order submission time
Definition at line 42 of file OrderSubmissionData.cs.