QuantConnect Lean Algorithmic Trading Engine
QuantConnect.Data.Market Namespace > QuoteBar Class > QuoteBar Constructor : QuoteBar Constructor(DateTime,Symbol,IBar,Decimal,IBar,Decimal,Nullable<TimeSpan>)
DateTime Timestamp of the bar
Market MarketType Symbol
Bid OLHC bar
Average bid size over period
Ask OLHC bar
Average ask size over period
The period of this bar, specify null for default of 1 minute
QuoteBar Constructor(DateTime,Symbol,IBar,Decimal,IBar,Decimal,Nullable<TimeSpan>)
Initialize Quote Bar with Bid(OHLC) and Ask(OHLC) Values:
Syntax

Parameters

time
DateTime Timestamp of the bar
symbol
Market MarketType Symbol
bid
Bid OLHC bar
lastBidSize
Average bid size over period
ask
Ask OLHC bar
lastAskSize
Average ask size over period
period
The period of this bar, specify null for default of 1 minute
Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also