InvestigatedTradeEventArgs Class | Table of Content | DateTime Property |
InvestigatedTradeEventArgs Properties |
The InvestigatedTradeEventArgs type exposes the following members.
Name | Description | |
---|---|---|
BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
DateTime |
Date time the trade was investigated. Milliseconds since Jan 1st,
1970, 00:00:00 GMT.
| |
FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
MarketId |
Unique identifier of the market.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
OffMarketTradeType |
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.
| |
Price |
Price of the trade. `DealPriceDenominator` for the market should be
applied to get the real price.
| |
Quantity |
Trade quantity.
| |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::InvestigatedTrade>.) | |
SequenceNumber |
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>.) | |
SessionNumber |
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>.) | |
Status |
Indicate current investigation status for the trade.
| |
TradeId |
Unique identifier of the trade.
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