Build Method | Table of Content | EndOfDayMarketSummaryEventArgsBuilder Constructor |
EndOfDayMarketSummaryEventArgsBuilder Class |
Namespace: OnixS.NET.ICE.iMpact.Testing
public class EndOfDayMarketSummaryEventArgsBuilder
The EndOfDayMarketSummaryEventArgsBuilder type exposes the following members.
Name | Description | |
---|---|---|
EndOfDayMarketSummaryEventArgsBuilder | Initializes a new instance of the EndOfDayMarketSummaryEventArgsBuilder class |
Name | Description | |
---|---|---|
BlockVolume |
Block volume.
| |
DateTime |
Date time this message was sent. Milliseconds since Jan 1st, 1970,
00:00:00 GMT.
| |
EFPVolume |
EFP volume.
| |
EFSVolume |
EFS volume.
| |
High |
High price. `DealPriceDenominator` for the market should be applied to
get the real price.
| |
Low |
Low price. `DealPriceDenominator` for the market should be applied to
get the real price.
| |
MarketId |
Unique identifier of the market.
| |
OpeningPrice |
Opening price. `DealPriceDenominator` for the market should be applied
to get the real price.
| |
OpenInterest |
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.
| |
SentTime |
Date-time of the message sent.
| |
SettlementPrice |
Settlement price. `SettlePriceDenominator` for the market should be
applied to get the real settlement price.
| |
SettlementPriceWithDealPricePrecision |
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.
| |
Volume |
Total volume.
| |
VWAP |
VWAP price. `DealPriceDenominator` for the market should be applied to
get the real price.
|
Name | Description | |
---|---|---|
Build |
Creates an instance of EndOfDayMarketSummaryEventArgs.
| |
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 a string that represents the current object. (Inherited from Object.) |