MarketEventType Enumeration 
| MarketEventType Enumeration | Table of Content | MarketSnapshotEventArgs Properties |
| MarketSnapshotEventArgs Class |
Inheritance HierarchyNamespace: OnixS.NET.ICE.iMpact
Syntaxpublic class MarketSnapshotEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>
The MarketSnapshotEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| BlockVolume |
Block volume.
|
| EFPVolume |
EFP volume.
|
| EFSVolume |
EFS volume.
|
| FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| HasPreviousDaySettlementPrice |
Indicate if the PreviousSettlementDayPrice is populated.
This field will always be set to 'N' for options.
|
| High |
High price.
|
| IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see MarketSnapshot).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| IsSettlePriceOfficial |
Indicate if the SettlementPrice is official.
|
| LastMessageSequenceId |
Last trade quantity.
|
| LastTradeDateTime |
Last trade date/time.
|
| LastTradePrice |
Last trade price.
|
| LastTradeQuantity |
Last trade quantity.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| Low |
Low price.
|
| MarketId |
Unique identifier of a market.
|
| MarketType |
See Appendix C for the list of market types and IDs.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| NumOfBookEntries |
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.
|
| OpeningPrice |
Settlement price.
|
| OpenInterest |
Open interest.
|
| OpenInterestDate |
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.
|
| PreviousDaySettlementPrice |
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'.
|
| ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| SentTime |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| 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::MarketSnapshot>.) |
| 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::MarketSnapshot>.) |
| SettlementPrice |
Settlement price. SettlePriceDenominator for the market should be applied to get the actual settlement price.
|
| SettlementPriceWithDealPricePrecision |
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.
|
| SettlePriceDateTime |
Settlement price date/time.
|
| TradingStatus |
Current status of trading. See appendix A on trading status codes.
|
| Volume |
Electronic trade volume only, excluding block and other volumes.
|
| VWAP |
VWAP price.
|
Methods| Name | Description | |
|---|---|---|
 | Dispose | (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::MarketSnapshot>.) |
| 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::MarketSnapshot>.) |
See Also