Build Method | Table of Content | TradeEventArgsBuilder Constructor |
TradeEventArgsBuilder Class |
Namespace: OnixS.NET.ICE.iMpact.Testing
public class TradeEventArgsBuilder
The TradeEventArgsBuilder type exposes the following members.
Name | Description | |
---|---|---|
TradeEventArgsBuilder | Initializes a new instance of the TradeEventArgsBuilder class |
Name | Description | |
---|---|---|
AggressorSide |
Used to identify which side of a trade the aggressor was on.
| |
ExtraFlags |
Extra flags.
| |
IsAdjustedTrade |
Indicate if the trade is an adjusted trade.
| |
IsImpliedSpreadAtMarketOpen |
Indicate if the trade happens at market open due to spread implied.
When flag is true, such deal should not be included in market stats.
| |
IsSystemPricedLeg |
Indicate if it is a system priced leg.
| |
MarketId |
MarketID of the instrument that was traded.
| |
OffMarketTradeType |
Only for off market trade. The first character is `' '` when it is a
regular trade. One or two null characters (`'\\0'`) will be appended
to the end of this field when applicable. See Appendix B for the codes
and descriptions.
| |
Price |
Price of the trade. `DealPriceDenominator` for the market should be
applied to get the real price.
| |
Quantity |
Trade quantity.
| |
RequestTradingEngineReceivedTimestamp |
This field can be used to get the time the trading engine received the
request that triggers this message. The format is nanoseconds since
Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
might be supported later. Note: This field could be set to different
values or `0` for some scenarios. Please refer to the FAQs for more
details.
| |
SentTime |
Date-time of the message sent.
| |
SequenceWithinMillis |
Can be used in conjunction with `TransactDateTime` field for sequence
of deals within same milliseconds time.
| |
SystemPricedLegType |
Indicates type of system priced leg.
| |
TradeId |
Unique identifier of the trade message, unique per market.
| |
TransactDateTime |
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
|
Name | Description | |
---|---|---|
Build |
Creates an instance of TradeEventArgs.
| |
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.) |