Table of Contents

Interface IMarketEvent<T>

Namespace
Virtufin.Core.Events.Market
Assembly
Virtufin.Core.dll

Marker for any market observation — exogenous price or order-book state from the data feed, or a derived signal. Behaviour-level market events are only TickReceived and OrderBookReceived; candles, VWAP, and other derived signals are carried by RichMarketEvent, which also implements this interface.

public interface IMarketEvent<T> : IEvent<T>, IEquatable<IEvent<T>> where T : IComparable<T>

Type Parameters

T

The event's own time type.

Inherited Members

Properties

Symbol

The instrument the observation refers to.

Symbol Symbol { get; }

Property Value

Symbol