WEALTHLAB FRAMEWORK / CLASS REFERENCE

IStreamingConsumer

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NamespaceWealthLab.Data

Parent

The IStreamingConsumer interface allows a consumer of streaming market data to receive price, size, bid/ask, and heartbeat updates from a Streaming Data Provider.

Members

BidAskUpdated

void BidAskUpdated(string symbol, double bid, double ask)

Called when the bid or ask price changes for the specified symbol. The bid and ask parameters contain the current bid and ask prices.

HeartbeatUpdated

void HeartbeatUpdated(DateTime dt)

Called when a heartbeat update is received from the Streaming Data Provider. The dt parameter contains the DateTime associated with the heartbeat.

TickUpdated

void TickUpdated(string symbol, DateTime dt, double price, double size, double prevClose)

Called when a new streaming price update is received for the specified symbol. The dt parameter contains the DateTime of the update, price contains the current price, size contains the size or volume associated with the update, and prevClose contains the symbol's previous closing price.

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