forwardInvestigatedTradeEventArgs Class   Table of ContentDateTime Property forward
InvestigatedTradeEventArgs Properties

The InvestigatedTradeEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyDateTime
Date time the trade was investigated. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Public propertyFeedId
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyIsBundled
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyMarketId
Unique identifier of the market.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyOffMarketTradeType
Only for off market trade. The first character is `' '` when it is a regular trade. One or two null characters (`'\\0'`) will be appended to the end of this field when applicable. See Appendix B for the codes and descriptions.
Public propertyPrice
Price of the trade. `DealPriceDenominator` for the market should be applied to get the real price.
Public propertyQuantity
Trade quantity.
Public propertyReceivingTime
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertySentTime
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertySequenceNumber
Each message is assigned a sequence number that increases monotonically on the server side. To save bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number for the first message is used in the header, and the client is expected to derive the sequence numbers for subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertySessionNumber
The session number is used so that a client can easily detect when a new session has started after the daily maintenance window or failure on the server side. It should stay the same for a given multicast channel until a new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.)
Public propertyStatus
Indicate current investigation status for the trade.
Public propertyTradeId
Unique identifier of the trade.
Top
See Also