SamplingUtils SynthesizeCandles Method NFX Class Library

[This is preliminary documentation and is subject to change.]

Overload List

  NameDescription
Public methodStatic memberSynthesizeCandles(IEnumerable ITimeSeriesSample , UInt32, Action CandleSample, SecDBFileReader QuoteSample, Int32 , Action CandleSample, SecDBFileReader TradeSample, Int32 )
Synthesizes a stream of candle samples from Quote and Trade samples coming from the market (i.e SecDB file)
Public methodStatic memberSynthesizeCandles T (IEnumerable ITimeSeriesSample , UInt32, Action T, SecDBFileReader QuoteSample, Int32 , Action T, SecDBFileReader TradeSample, Int32 )
Synthesizes a stream of candle samples from Quote and Trade samples coming from a market data source (i.e SecDB file)
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