forwardDeletePriceLevelEventHandler Delegate   Table of ContentEndOfDayMarketSummaryEventArgs Propertiesforward
EndOfDayMarketSummaryEventArgs Class
Attributes of the EndOfDayMarketSummaryReceived event.
Inheritance Hierarchy
System.Object
  System.EventArgs
    OnixS.NET.ICE.iMpact.MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>
      OnixS.NET.ICE.iMpact.EndOfDayMarketSummaryEventArgs

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax
C#
public class EndOfDayMarketSummaryEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>

The EndOfDayMarketSummaryEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertyBlockVolume
Block volume.
Public propertyDateTime
Date time this message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Public propertyEFPVolume
EFP volume.
Public propertyEFSVolume
EFS volume.
Public propertyFeedId
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertyHigh
High price. `DealPriceDenominator` for the market should be applied to get the real price.
Public propertyIsBundled
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertyLow
Low price. `DealPriceDenominator` for the market should be applied to get the real price.
Public propertyMarketId
Unique identifier of the market.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertyOpeningPrice
Opening price. `DealPriceDenominator` for the market should be applied to get the real price.
Public propertyOpenInterest
The number of open contracts of derivatives like futures and options that have a time limit after which they expire. Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.
Public propertyReceivingTime
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertySentTime
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public propertySequenceNumber
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::EndOfDayMarketSummary>.)
Public propertySessionNumber
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::EndOfDayMarketSummary>.)
Public propertySettlementPrice
Settlement price. `SettlePriceDenominator` for the market should be applied to get the real settlement price.
Public propertySettlementPriceWithDealPricePrecision
Settlement price. `DealPriceDenominator` for the market should be applied to get the real price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.23) for better precision. `DealPriceDenominator` and `SettlePriceDenominator` might be different for some markets.
Public propertyVolume
Total volume.
Public propertyVWAP
VWAP price. `DealPriceDenominator` for the market should be applied to get the real price.
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Methods
  NameDescription
Public methodDispose (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::EndOfDayMarketSummary>.)
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See Also