OldStyleOptionsTradeAndMarketStatsEventArgs Class | Table of Content | BlockVolume Property |
OldStyleOptionsTradeAndMarketStatsEventArgs Properties |
The OldStyleOptionsTradeAndMarketStatsEventArgs type exposes the following members.
Name | Description | |
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
BlockVolume |
Block volume.
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EFPVolume |
EFP volume.
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EFSVolume |
EFS volume.
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EventCode |
Event code.
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FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
High |
High price.
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IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see OldStyleOptionsTradeAndMarketStats).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
Low |
Low price.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
OffMarketTradeType |
Only for off market trade. The value is ' ' when it is a regular trade.
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OptionType |
Option type.
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Price |
Price of the trade.
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Quantity |
Trade quantity.
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ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
SentTime |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
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::OldStyleOptionsTradeAndMarketStats>.) | |
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::OldStyleOptionsTradeAndMarketStats>.) | |
StrikePrice |
Strike price.
NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.
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TotalVolume |
Electronic trade volume only, excluding block and other volumes.
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TradeId |
Unique identifier of the trade.
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TransactDateTime |
Deal date time.
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UnderlyingMarketId |
The underlying market ID of this options market.
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VWAP |
VWAP price.
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