/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using Newtonsoft.Json; namespace QuantConnect.ToolBox.Polygon.WebSocket { public class BaseQuoteMessage : BaseMessage { [JsonProperty("bp")] public decimal BidPrice { get; set; } [JsonProperty("bs")] public decimal BidSize { get; set; } [JsonProperty("ap")] public decimal AskPrice { get; set; } [JsonProperty("as")] public decimal AskSize { get; set; } } }