From 2c0d7ad769c7150414d3f10ecaa0741284181607 Mon Sep 17 00:00:00 2001 From: rob Date: Fri, 14 Jul 2023 10:20:24 +0100 Subject: [PATCH] typo in last commit --- sysexecution/tick_data.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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)