MarketSnapshotEventArgs Class 
| MarketSnapshotEventArgs Class | Table of Content | BlockVolume Property |
| MarketSnapshotEventArgs Properties |
The MarketSnapshotEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| BlockVolume |
Block volume.
|
| EFPVolume |
EFP volume.
|
| EFSVolume |
EFS volume.
|
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| HasPreviousDaySettlementPrice |
Indicate if the `PreviousSettlementDayPrice` populated. This field
will always be set to N for options.
|
| High |
High price. `DealPriceDenominator` for the market should be applied to
get the real price.
|
| IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| IsSettlePriceOfficial |
Indicate if the SettlementPrice is official.
|
| LastMessageSequenceId |
This should be used for synchronization with live update messages.
Please see the main technical specification for details on how it can
be done.
|
| LastTradeDateTime |
Last trade date/time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
|
| LastTradePrice |
Last trade price. `DealPriceDenominator` for the market should be
applied to get the real price.
|
| LastTradeQuantity |
Last trade quantity.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| Low |
Low price. `DealPriceDenominator` for the market should be applied to
get the real price.
|
| MarketId |
Unique identifier of the market.
|
| MarketType |
See Appendix C for the list of market types and IDs.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| NumOfBookEntries |
Number of book entries in the market. It is the number of order
messages followed for full order depth snapshot channel. In case of
price level snapshot, it is the number of price level messages that
followed for the market.
|
| OpeningPrice |
Opening price. `DealPriceDenominator` for the market should be applied
to get the real price.
|
| OpenInterest |
The number of open contracts of derivatives like futures and options
that have a time limit after which they expire. Open interest in a
derivative is the sum of all contracts that have not expired, been
exercised or physically delivered. Moreover, the open interest is the
number of long positions or, equivalently, the number of short
positions.
|
| OpenInterestDate |
The date Open Interest is effective for, in the format of YYYY-MM-DD.
|
| PreviousDaySettlementPrice |
`SettlePriceDenominator` for the market should be applied to get the
real previous day settlement price. This field should be ignored if
`HasPreviousDaySettlementPrice` is set to `N`.
`PreviousDaySettlementPrice` will be sent for futures markets(not
options). From the start of the day until the settlement price is
published, the value of PDSP and settlement price would be the same.
Once the settlement price is published, PDSP would stay the same and
the settlement price would be updated to the current day settlement
price. If there is a holiday, the exchange will distribute the
PreviousDaySettlementPrice for the date that is specified on
`SettlePriceDateTime` (day before holiday) and
`HasPreviousDaySettlementPrice` will be set to `Y`.
|
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| 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::MarketSnapshot>.) |
| 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::MarketSnapshot>.) |
| SettlementPrice |
Settlement price. `SettlePriceDenominator` for the market should be
applied to get the real settlement price.
|
| SettlementPriceWithDealPricePrecision |
Settlement price. `DealPriceDenominator` for the market should be
applied to get this price. This field is kept here for backward
compatibility. Client should use the new SettlementPrice field (added
in 1.1.14) for better precision. `DealPriceDenominator` and
`SettlePriceDenominator` might be different for some markets.
|
| SettlePriceDateTime |
Settlement price date/time. Milliseconds since Jan 1st, 1970, 00:00:00
GMT. If there is no settlement price for endex silo, default value is
`0`. For other silos, the default value is `-1`.
|
| TradingStatus |
See Appendix A on the trading status codes.
|
| Volume |
Electronic trade volume only, excluding block and other volumes.
|
| VWAP |
Weighted Average Price. `DealPriceDenominator` for the market should
be applied to get the real price.
|
See Also