calcTxnAvgCost: Calculates a per share or per contract cost of the...

Description Usage Arguments Value

Description

Calculates a per share or per contract cost of the transaction to match the units the price is quoted in

Usage

1
.calcTxnAvgCost(TxnValue, TxnQty, ConMult = 1)

Arguments

TxnValue

total value of the transaction, including fees

TxnQty

total units (shares) of the transaction

ConMult

multiplier from instrument data

Value

TxnAvgCost: unit normalized (per share) cost implied by the transaction


naturalsmen/blotter documentation built on May 23, 2019, 12:21 p.m.