com.apama.algos.twap
Event TWAPSubSlice


An event representing the details associated with a subslice which is created based on splitting a slice of order into smaller portions. It includes the slice/subslice index, quantity, starting time and duration of the slice.
Since:
CMF 1.1.4
Version:
10.3

Member summary
 stringinstanceID
 integersliceCounter
 integersubsliceCounter
 integerplannedQuantity
 integerstartTime
 integerduration
 
Member detail

duration

integer duration

instanceID

string instanceID

plannedQuantity

integer plannedQuantity

sliceCounter

integer sliceCounter

startTime

integer startTime

subsliceCounter

integer subsliceCounter