com.apama.algos.vwap
Event SlicerUnitParams
A collection of the slicer unit's parameters. These parameters accord to the ones that should be used in a block that uses the slicer unit (i.e. slicing block).
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Since:
- CMF 1.1.4
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Version:
- 10.2
endTime
com.apama.algos.Time endTime
intervalSize
integer intervalSize
maxPercentOfADV
float maxPercentOfADV
onClose
integer onClose
onOpen
integer onOpen
parentOrderID
string parentOrderID
scenarioID
string scenarioID
startTime
com.apama.algos.Time startTime
symbol
string symbol
totalQuantity
integer totalQuantity
volumeCurveName
string volumeCurveName
getNumOfSlices
integer getNumOfSlices()
getVWAPInstanceDuration
integer getVWAPInstanceDuration()