QuantConnect Lean Algorithmic Trading Engine
The last trade price
Current bid price
Current asking price
Volume of this trade
The size of the current bid, if available
The size of the current ask, if available
Update Method (BaseData)
Update routine to build a bar/tick from a data update.
Syntax

Parameters

lastTrade
The last trade price
bidPrice
Current bid price
askPrice
Current asking price
volume
Volume of this trade
bidSize
The size of the current bid, if available
askSize
The size of the current ask, if available
Requirements

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

See Also