forwardMarketEventType Enumeration   Table of ContentMarketSnapshotEventArgs Propertiesforward
MarketSnapshotEventArgs Class
Attributes of the MarketSnapshotReceived event.
Inheritance Hierarchy

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version:
public class MarketSnapshotEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>

The MarketSnapshotEventArgs type exposes the following members.

Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertyBlockVolume
Block volume.
Public propertyEFPVolume
EFP volume.
Public propertyEFSVolume
EFS volume.
Public propertyFeedId
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertyHasPreviousDaySettlementPrice
Indicate if the PreviousSettlementDayPrice is populated. This field will always be set to 'N' for options.
Public propertyHigh
High price.
Public propertyIsBundled
Bundle marker. This field is true if messages has been received within bundle (see MarketSnapshot).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertyIsSettlePriceOfficial
Indicate if the SettlementPrice is official.
Public propertyLastMessageSequenceId
Last trade quantity.
Public propertyLastTradeDateTime
Last trade date/time.
Public propertyLastTradePrice
Last trade price.
Public propertyLastTradeQuantity
Last trade quantity.
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertyLow
Low price.
Public propertyMarketId
Unique identifier of a market.
Public propertyMarketType
See Appendix C for the list of market types and IDs.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertyNumOfBookEntries
Number of book entries in the market. It is the number of order messages followed for full order depth snapshot channel. In case of price level snapshot, it is the number of price level messages that followed for the market.
Public propertyOpeningPrice
Settlement price.
Public propertyOpenInterest
Open interest.
Public propertyOpenInterestDate
The date Open Interest is effective for, in the format of YYYY-MM-DD. It will be blank is there is no Open Interest for the market.
Public propertyPreviousDaySettlementPrice
SettlePriceDenominator for the market should be applied to get the real previous day settlement price. This field should be ignored if HasPreviousDaySettlementPrice is set to 'N'. PreviousDaySettlementPrice will be sent for futures markets (not options). From the start of the day until the settlement price is published, the value of PDSP and settlement price would be the same. Once the settlement price is published, PDSP would stay the same and the settlement price would be updated to the current day settlement price. If there is a holiday, the exchange will distribute the PreviousDaySettlementPrice for the date that is specified on SettlePriceDateTime (day before holiday) and HasPreviousDaySettlementPrice will be set to 'Y'.
Public propertyReceivingTime
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
Public propertySentTime
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
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::MarketSnapshot>.)
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::MarketSnapshot>.)
Public propertySettlementPrice
Settlement price. SettlePriceDenominator for the market should be applied to get the actual settlement price.
Public propertySettlementPriceWithDealPricePrecision
Settlement price. DealPriceDenominator for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.
Public propertySettlePriceDateTime
Settlement price date/time.
Public propertyTradingStatus
Current status of trading. See appendix A on trading status codes.
Public propertyVolume
Electronic trade volume only, excluding block and other volumes.
Public propertyVWAP
VWAP price.
Public methodDispose (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.)
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::MarketSnapshot>.)
See Also