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).
Since:
CMF 1.1.4
Version:
10.2

Member summary
 stringvolumeCurveName
 com.apama.algos.TimestartTime
 com.apama.algos.TimeendTime
 integerintervalSize
 integertotalQuantity
 integeronOpen
 integeronClose
 stringparentOrderID
 stringsymbol
 floatmaxPercentOfADV
 stringscenarioID
 
Action summary
 integergetNumOfSlices()
 integergetVWAPInstanceDuration()
 
Member detail

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

Action detail

getNumOfSlices

integer getNumOfSlices()

getVWAPInstanceDuration

integer getVWAPInstanceDuration()