SpotMarketTradeEventArgs Class | Table of Content | DeliveryBeginDateTime Property |
SpotMarketTradeEventArgs Properties |
The SpotMarketTradeEventArgs type exposes the following members.
Name | Description | |
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
DeliveryBeginDateTime |
Delivery begin date time. Milliseconds since Jan 1st, 1970, 00:00:00
GMT.
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DeliveryEndDateTime |
Delivery end date time. Milliseconds since Jan 1st, 1970, 00:00:00
GMT.
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FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
IsSystemPricedLeg |
Indicate if it is a system priced leg.
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Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
MarketId |
MarketID of the instrument that was traded.
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NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
Price |
Price of the trade. `DealPriceDenominator` for the market should be
applied to get the real price.
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Quantity |
Trade quantity.
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ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::SpotMarketTrade>.) | |
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::SpotMarketTrade>.) | |
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::SpotMarketTrade>.) | |
TradeId |
Unique identifier of the trade message, unique per market.
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TransactDateTime |
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
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