OldStyleOptionsTradeAndMarketStatsEventArgsBuilder Constructor | Table of Content | BlockVolume Property |
OldStyleOptionsTradeAndMarketStatsEventArgsBuilder Properties |
The OldStyleOptionsTradeAndMarketStatsEventArgsBuilder type exposes the following members.
Name | Description | |
---|---|---|
BlockVolume |
Block volume. N/A if set to -1
| |
EFPVolume |
EFP volume. N/A if set to -1
| |
EFSVolume |
EFS volume. N/A if set to -1
| |
EventCode |
Event code.
| |
High |
High price. `NumDecimalsOptionsPrice` from the underlying market
should be applied to get the real price.
| |
Low |
Low price. `NumDecimalsOptionsPrice` from the underlying market should
be applied to get the real price.
| |
OffMarketTradeType |
Only for off market trade. The value is `' '` when it is a regular
trade. See Appendix B for the codes and descriptions
| |
OptionType |
Option type.
| |
Price |
Trade price. `NumDecimalsOptionsPrice` from the underlying market
should be applied to get the real price.
| |
Quantity |
Quantity.
| |
SentTime |
Date-time of the message sent.
| |
StrikePrice |
Strike price. `NumDecimalsStrikePrice` from the underlying market
should be applied to get the real strike price.
| |
TotalVolume |
Total volume. N/A if set to -1
| |
TradeId |
Unique identifier of the trade.
| |
TransactDateTime |
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT
| |
UnderlyingMarketId |
The underlying market ID of this options market.
| |
VWAP |
Weighted Average Price. `NumDecimalsOptionsPrice` from the underlying
market should be applied to get the real price.
|