TradeEventArgsBuilder Constructor | Table of Content | AggressorSide Property |
TradeEventArgsBuilder Properties |
The TradeEventArgsBuilder type exposes the following members.
Name | Description | |
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AggressorSide |
Used to identify which side of a trade the aggressor was on.
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ExtraFlags |
Extra flags.
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IsAdjustedTrade |
Indicate if the trade is an adjusted trade.
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IsImpliedSpreadAtMarketOpen |
Indicate if the trade happens at market open due to spread implied.
When flag is true, such deal should not be included in market stats.
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IsSystemPricedLeg |
Indicate if it is a system priced leg.
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MarketId |
MarketID of the instrument that was traded.
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OffMarketTradeType |
Only for off market trade. The first character is `' '` when it is a
regular trade. One or two null characters (`'\\0'`) will be appended
to the end of this field when applicable. See Appendix B for the codes
and descriptions.
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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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RequestTradingEngineReceivedTimestamp |
This field can be used to get the time the trading engine received the
request that triggers this message. The format is nanoseconds since
Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
might be supported later. Note: This field could be set to different
values or `0` for some scenarios. Please refer to the FAQs for more
details.
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SentTime |
Date-time of the message sent.
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SequenceWithinMillis |
Can be used in conjunction with `TransactDateTime` field for sequence
of deals within same milliseconds time.
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SystemPricedLegType |
Indicates type of system priced leg.
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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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