MarketStatisticsEventArgs.VWAP Property

Weighted Average Price. `DealPriceDenominator` for the market should be applied to get the real price.

Namespace: OnixS.NET.ICE.iMpact
Assembly: OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0

Syntax

Copy

public long VWAP { get; }

Property Value

Type: Int64

Reference

MarketStatisticsEventArgs Class

OnixS.NET.ICE.iMpact Namespace