HandlerStateChangedEventHandler Delegate | Table of Content | IntervalPriceLimitNotificationEventArgs Properties |
IntervalPriceLimitNotificationEventArgs Class |
Namespace: OnixS.NET.ICE.iMpact
public class IntervalPriceLimitNotificationEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>
The IntervalPriceLimitNotificationEventArgs type exposes the following members.
Name | Description | |
---|---|---|
BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
Down |
IPL lower bound. OrderPriceDenominator for the market should be applied to get the real price limit.
N/A when IPLHoldNotifyType = 'E'
| |
FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
HoldDuration |
IPL Hold Duration, in milliseconds.
N/A when IPLHoldNotifyType = 'E'
| |
HoldType |
IPL Hold Type.
| |
IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see IntervalPriceLimitNotification).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
IsUp |
Possible values:
'Y' - IPL Upper bound violation (Bidding too high).
'N' - IPL Lower bound violation (Asking too low).
N/A when IPLHoldType = 'E'
| |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
MarketId |
Unique identifier of a market.
| |
NotificationDateTime |
Date time of the IPL Hold notification.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
SentTime |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
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::IntervalPriceLimitNotification>.) | |
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::IntervalPriceLimitNotification>.) | |
Up |
IPL upper bound. OrderPriceDenominator for the market should be applied to get the real price limit.
N/A when IPLHoldNotifyType = 'E'
|
Name | Description | |
---|---|---|
Dispose | (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
ToString |
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification>.) |