Implements processing on CQGCEL InstrumentChanged event for TWAP algorithmic order type.
Syntax
| Visual Basic (Declaration) | |
|---|
Public Sub InstrumentChanged( _
ByVal cqg_instrument As CQGInstrument, _
ByVal cqg_quotes As CQGQuotes _
) |
| Visual Basic (Usage) |  Copy Code |
|---|
Dim instance As OPO_AlgorithmicOrder
Dim cqg_instrument As CQGInstrument
Dim cqg_quotes As CQGQuotes
instance.InstrumentChanged(cqg_instrument, cqg_quotes) |
Parameters
- cqg_instrument
- Changed CQGInstrument object
- cqg_quotes
- Collection of changed quotes
