MarketStatisticsEventArgsBuilder Constructor | Table of Content | BlockVolume Property |
MarketStatisticsEventArgsBuilder Properties |
The MarketStatisticsEventArgsBuilder type exposes the following members.
Name | Description | |
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BlockVolume |
Block volume.
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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.
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High |
High price. `DealPriceDenominator` for the market should be applied to
get the real price.
| |
Low |
Low price. `DealPriceDenominator` for the market should be applied to
get the real price.
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MarketId |
Unique identifier of the market.
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SentTime |
Date-time of the message sent.
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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.
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