MarkerIndexPricesEventArgs Class | Table of Content | AltMarketId Property |
MarkerIndexPricesEventArgs Properties |
The MarkerIndexPricesEventArgs type exposes the following members.
Name | Description | |
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AltMarketId |
The market id of the marker market, or 0 if none is set.
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
IndexPriceDenominator |
This field should be applied to the `Price` field to get the number of
decimals for the `Marker/Index`.
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IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
MarketId |
The market ID of the underlying market of the Marker/Index.
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NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
Price |
Price. `IndexPriceDenominator` for the market should be applied to get
the real price.
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PublishedDateTime |
The date and time the marker was put into. Milliseconds since Jan 1st,
1970, 00:00:00 GMT.
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ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarkerIndexPrices>.) | |
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::MarkerIndexPrices>.) | |
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::MarkerIndexPrices>.) | |
ShortName |
The short name date of the Marker/Index. For example `Morn5Min`.
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Status |
For Endex Spot markets, the possible values are Current (`C`), Default
(`D`), Final (`F`). For non-Endex Spot markets this field will be set
to `' '`.
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ValuationDate |
The date this price is effective for, in the format of YYYY-MM-DD.
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