Provides access to the CME Group market data via FIX/FAST protocols.
The Handler..::..TradeEventArgs type exposes the following members.
Methods
| Name | Description | |
|---|---|---|
 | Equals | (Inherited from Object.) |
 | Finalize | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. (Inherited from Object.) |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| ToString |
Returns a String that represents the current TradeEventArgs.
(Overrides Object..::..ToString()()()().) |
Fields
| Name | Description | |
|---|---|---|
 | AggressorSide |
Indicates which side is aggressor of the trade.
|
| Condition |
Trade condition.
|
| DataBlockIndex |
Index of entry in source repeating group.
|
| DataBlocks |
Source repeating group.
|
| Direction |
Tick direction.
|
| EntryTime |
Time of Market Data Entry.
|
| MessageSequenceNumber |
The message sequence number (tag 34) of the source FIX message.
|
| NetChangeFromPreviousDay |
Net change from previous day’s closing price vs. last traded price.
FIX field NetChgPrevDay (451).
|
| Price |
Trade price.
|
| ReportSequence |
Sequence number per Instrument update.
|
| SecurityId |
Security ID.
|
| SendingTime |
Time of message transmission (always expressed in UTC (Coordinated Universal Time)).
|
| Size |
Trade size.
|
| TradeDate |
Indicates date of trade referenced in this event in YYYYMMDD format.
DateTime.MinValue indicates current day (expressed in local time at place of trade).
|
| TradeVolume |
Total traded volume since the beginning of the session.
FIX field TradeVolume (1020).
|
| TradingSessionId |
Identifier for Trading Session.
|
