SmartQuant Algo Trading Framework

BarInput Enumeration

Specifies the type of input data used by the BarFactory to build bars from ticks

Namespace:  SmartQuant
Assembly:  SmartQuant (in SmartQuant.dll)

Syntax


public enum BarInput
Public Enumeration BarInput
public enum class BarInput

Members


Member nameDescription
Trade Trade
Bid Bid
Ask Ask
Middle Middle price of the bid-ask spread
Tick All ticks
BidAsk Bids and asks