OptionOpenInterestEventArgs Class 
| OptionOpenInterestEventArgs Class | Table of Content | DateTime Property |
| OptionOpenInterestEventArgs Properties |
The OptionOpenInterestEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| DateTime |
Date time the message was sent. Milliseconds since Jan 1st, 1970,
00:00:00 GMT
|
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| MarketId |
Unique identifier of the market.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| 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 this Open Interest is effective for, in the format of YYYY-
MM-DD.
|
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionOpenInterest>.) |
| 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::OptionOpenInterest>.) |
| 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::OptionOpenInterest>.) |
See Also