OptionSettlementPriceEventArgs Class | Table of Content | DateTime Property |
OptionSettlementPriceEventArgs Properties |
The OptionSettlementPriceEventArgs type exposes the following members.
Name | Description | |
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
DateTime |
Date time the message was sent. Milliseconds since Jan 1st, 1970,
00:00:00 GMT.
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Delta |
Apply `2` as the denominator to get the real value. For example, delta
of 3.00 will be sent as 300.
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FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
IsOfficial |
Flag to indicate this is official settlement price or not.
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Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
MarketId |
Unique identifier of the market.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OptionSettlementPrice>.) | |
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::OptionSettlementPrice>.) | |
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::OptionSettlementPrice>.) | |
SettlementPrice |
Settlement price. SettlePriceDenominator for the market should be
applied to get the actual settlement price.
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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.
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ValuationDateTime |
Date time the settlement price is for. Milliseconds since Jan 1st,
1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time
value is populated for legacy reason.
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Volatility |
Apply `2` as the denominator to get the real value.
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