diff --git a/sysexecution/tick_data.py b/sysexecution/tick_data.py index 66dd21e47f..42ab3b2520 100644 --- a/sysexecution/tick_data.py +++ b/sysexecution/tick_data.py @@ -92,7 +92,7 @@ def extract_nth_row_of_tick_data_frame( bid_price = filled_data.bid_price.values[row_id] ask_price = filled_data.ask_price.values[row_id] bid_size = filled_data.bid_size.values[row_id] - ask_size = filled_data.ask_siz.valuese[row_id] + ask_size = filled_data.ask_size.values[row_id] return oneTick(bid_price, ask_price, bid_size, ask_size)