MarketStatisticsEventArgs Class 
| MarketStatisticsEventArgs Class | Table of Content | BlockVolume Property |
| MarketStatisticsEventArgs Properties |
The MarketStatisticsEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| BlockVolume |
Block volume.
|
| DateTime |
Date time is set to the transaction time of the last trade in the
bundle. If there is no trade in the bundle, it is set to the current
time. For adjusted trades, the DateTime will be before the current
time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
|
| EFPVolume |
EFP volume.
|
| EFSVolume |
EFS volume.
|
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| 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::MarketStatistics>.) |
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| Low |
Low price. `DealPriceDenominator` for the market should be applied to
get the real price.
|
| MarketId |
Unique identifier of the market.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketStatistics>.) |
| 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::MarketStatistics>.) |
| 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::MarketStatistics>.) |
| 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