/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */ using System.Runtime.InteropServices; namespace IBApi { /** * @class HistoricalTickBidAsk * @brief The historical tick's description. Used when requesting historical tick data with whatToShow = BID_ASK * @sa EClient, EWrapper */ [ComVisible(true)] public class HistoricalTickBidAsk { /** * @brief The UNIX timestamp of the historical tick */ public long Time { [return:MarshalAs(UnmanagedType.I8)] get; [param:MarshalAs(UnmanagedType.I8)] private set; } /** * @brief Tick attribs of historical bid/ask tick */ public TickAttribBidAsk TickAttribBidAsk { get; private set; } /** * @brief The bid price of the historical tick */ public double PriceBid { get; private set; } /** * @brief The ask price of the historical tick */ public double PriceAsk { get; private set; } /** * @brief The bid size of the historical tick */ public decimal SizeBid { [return: MarshalAs(UnmanagedType.I8)] get; [param: MarshalAs(UnmanagedType.I8)] private set; } /** * @brief The ask size of the historical tick */ public decimal SizeAsk { [return: MarshalAs(UnmanagedType.I8)] get; [param: MarshalAs(UnmanagedType.I8)] private set; } public HistoricalTickBidAsk() { } public HistoricalTickBidAsk(long time, TickAttribBidAsk tickAttribBidAsk, double priceBid, double priceAsk, decimal sizeBid, decimal sizeAsk) { Time = time; TickAttribBidAsk = tickAttribBidAsk; PriceBid = priceBid; PriceAsk = priceAsk; SizeBid = sizeBid; SizeAsk = sizeAsk; } } }