OffMarketTradeType Enumeration | Table of Content | OldStyleOptionsTradeAndMarketStatsEventArgs Properties |
OldStyleOptionsTradeAndMarketStatsEventArgs Class |
Namespace: OnixS.NET.ICE.iMpact
public class OldStyleOptionsTradeAndMarketStatsEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>
The OldStyleOptionsTradeAndMarketStatsEventArgs type exposes the following members.
Name | Description | |
---|---|---|
BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
BlockVolume |
Block volume. N/A if set to -1
| |
EFPVolume |
EFP volume. N/A if set to -1
| |
EFSVolume |
EFS volume. N/A if set to -1
| |
EventCode |
Event code.
| |
FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
High |
High price. `NumDecimalsOptionsPrice` from the underlying market
should be applied to get the real price.
| |
IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
Low |
Low price. `NumDecimalsOptionsPrice` from the underlying market should
be applied to get the real price.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
OffMarketTradeType |
Only for off market trade. The value is `' '` when it is a regular
trade. See Appendix B for the codes and descriptions
| |
OptionType |
Option type.
| |
Price |
Trade price. `NumDecimalsOptionsPrice` from the underlying market
should be applied to get the real price.
| |
Quantity |
Quantity.
| |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
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::OldStyleOptionsTradeAndMarketStats>.) | |
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::OldStyleOptionsTradeAndMarketStats>.) | |
StrikePrice |
Strike price. `NumDecimalsStrikePrice` from the underlying market
should be applied to get the real strike price.
| |
TotalVolume |
Total volume. N/A if set to -1
| |
TradeId |
Unique identifier of the trade.
| |
TransactDateTime |
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT
| |
UnderlyingMarketId |
The underlying market ID of this options market.
| |
VWAP |
Weighted Average Price. `NumDecimalsOptionsPrice` from the underlying
market should be applied to get the real price.
|
Name | Description | |
---|---|---|
Dispose | (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats>.) | |
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::OldStyleOptionsTradeAndMarketStats>.) |