Description
Rounds a price to a nearest correct tradable price (honoring tick sizes).
Syntax
| Visual Basic |
|---|
Public Function GetNearestTradeablePrice( _ ByVal price_ As Double _ ) As Double |
Parameters
- price_
- The correct price represented as Double
Return Type
The nearest tradable price represented as Double
Remarks
The rounding is performed based on each instrument's own price conversion rules.