dxFeed .Net API
5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
|
Public Member Functions | |
override string | ToString () |
Returns string representation of source. More... | |
int | CompareTo (object obj) |
Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes More... | |
![]() | |
IndexedEventSource (int id, string name) | |
override string | ToString () |
Returns a string representation of the object. More... | |
override bool | Equals (object obj) |
Indicates whether some other indexed event source has the same id. Return true if this object is the same id as the obj argument; false otherwise. More... | |
override int | GetHashCode () |
Returns a hash code value for this object. The result of this method is equal to Id. More... | |
Static Public Member Functions | |
static OrderSource | ValueOf (int sourceId) |
Returns order source for the specified source identifier. More... | |
static OrderSource | ValueOf (string name) |
Returns order source for the specified source name. The name must be either predefined, or contain at most 3 ASCII characters. More... | |
static implicit | operator string (OrderSource os) |
Returns string representation of source. More... | |
Static Public Attributes | |
static readonly OrderSource | COMPOSITE_BID = new OrderSource(1, "COMPOSITE_BID") |
Bid side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to. More... | |
static readonly OrderSource | COMPOSITE_ASK = new OrderSource(2, "COMPOSITE_ASK") |
Ask side of a composite IDxQuote. It is a synthetic source. The subscription on composite IDxQuote event is observed when this source is subscribed to. More... | |
static readonly OrderSource | REGIONAL_BID = new OrderSource(3, "REGIONAL_BID") |
Bid side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to. More... | |
static readonly OrderSource | REGIONAL_ASK = new OrderSource(4, "REGIONAL_ASK") |
Ask side of a regional IDxQuote. It is a synthetic source. The subscription on regional IDxQuote event is observed when this source is subscribed to. More... | |
static readonly OrderSource | AGGREGATE_BID = new OrderSource(5, "AGGREGATE_BID") |
Bid side of an aggregate order book (futures depth and NASDAQ Level II). More... | |
static readonly OrderSource | AGGREGATE_ASK = new OrderSource(6, "AGGREGATE_ASK") |
Ask side of an aggregate order book (futures depth and NASDAQ Level II). More... | |
static readonly OrderSource | EMPTY = new OrderSource(7, string.Empty) |
Empty order source. More... | |
static readonly OrderSource | NTV = new OrderSource("NTV") |
NASDAQ Total View. More... | |
static readonly OrderSource | ntv = new OrderSource("ntv") |
NASDAQ Total View. Record for price level book. More... | |
static readonly OrderSource | NFX = new OrderSource("NFX") |
NASDAQ Futures Exchange. More... | |
static readonly OrderSource | ESPD = new OrderSource("ESPD") |
NASDAQ eSpeed. More... | |
static readonly OrderSource | XNFI = new OrderSource("XNFI") |
NASDAQ Fixed Income. More... | |
static readonly OrderSource | ICE = new OrderSource("ICE") |
Intercontinental Exchange. More... | |
static readonly OrderSource | ISE = new OrderSource("ISE") |
International Securities Exchange. More... | |
static readonly OrderSource | DEA = new OrderSource("DEA") |
Direct-Edge EDGA Exchange. More... | |
static readonly OrderSource | DEX = new OrderSource("DEX") |
Direct-Edge EDGX Exchange. More... | |
static readonly OrderSource | BYX = new OrderSource("BYX") |
Bats BYX Exchange. More... | |
static readonly OrderSource | BZX = new OrderSource("BZX") |
Bats BZX Exchange. More... | |
static readonly OrderSource | BATE = new OrderSource("BATE") |
Bats Europe BXE Exchange. More... | |
static readonly OrderSource | CHIX = new OrderSource("CHIX") |
Bats Europe CXE Exchange. More... | |
static readonly OrderSource | CEUX = new OrderSource("CEUX") |
Bats Europe DXE Exchange. More... | |
static readonly OrderSource | BXTR = new OrderSource("BXTR") |
Bats Europe TRF. More... | |
static readonly OrderSource | IST = new OrderSource("IST") |
Borsa Istanbul Exchange. More... | |
static readonly OrderSource | BI20 = new OrderSource("BI20") |
Borsa Istanbul Exchange. Record for particular top 20 order book. More... | |
static readonly OrderSource | ABE = new OrderSource("ABE") |
ABE (abe.io) exchange. More... | |
static readonly OrderSource | FAIR = new OrderSource("FAIR") |
FAIR (FairX) exchange. More... | |
static readonly OrderSource | GLBX = new OrderSource("GLBX") |
CME Globex. More... | |
static readonly OrderSource | glbx = new OrderSource("glbx") |
CME Globex. Record for price level book. More... | |
static readonly OrderSource | ERIS = new OrderSource("ERIS") |
Eris Exchange group of companies. More... | |
static readonly OrderSource | XEUR = new OrderSource("XEUR") |
Eurex Exchange. More... | |
static readonly OrderSource | xeur = new OrderSource("xeur") |
Eurex Exchange. Record for price level book. More... | |
static readonly OrderSource | CFE = new OrderSource("CFE") |
CBOE Futures Exchange. More... | |
static readonly OrderSource | C2OX = new OrderSource("C2OX") |
CBOE Options C2 Exchange. More... | |
static readonly OrderSource | SMFE = new OrderSource("SMFE") |
Small Exchange. More... | |
![]() | |
static readonly IndexedEventSource | DEFAULT = new IndexedEventSource(0, "DEFAULT") |
The default source with zero Id for all events that do not support multiple sources. More... | |
Private Member Functions | |
OrderSource (int id, string name) | |
Create a new order source More... | |
OrderSource (int id) | |
For transient objects only (statically unknown source id) More... | |
OrderSource (string name) | |
For transient objects only (statically unknown source id) More... | |
Static Private Member Functions | |
static void | CheckChar (char c) |
static int | ComposeId (string name) |
static string | DecodeName (int id) |
Static Private Attributes | |
static Dictionary< int, OrderSource > | sourcesById = new Dictionary<int, OrderSource>() |
static Dictionary< string, OrderSource > | sourcesByName = new Dictionary<string, OrderSource>() |
Additional Inherited Members | |
![]() | |
int | Id [get, protected set] |
Gets the identifier of this order source. More... | |
string | Name [get, protected set] |
Gets the name of this order source. More... | |
Identifies source of IDxOrder and IDxSpreadOrder events. There are the following kinds of order sources:
Synthetic sources COMPOSITE_BID, COMPOSITE_ASK, REGIONAL_BID, and REGIONAL_ASK are provided for convenience of a consolidated order book and are automatically generated based on the corresponding IDxQuote events.
Aggregate sources AGGREGATE_BID and AGGREGATE_ASK provide futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).
|
inlineprivate |
Create a new order source
id | Id of the new order source. |
name | Name of the new order source. |
|
inlineprivate |
For transient objects only (statically unknown source id)
id | Id of the new order source. |
|
inlineprivate |
For transient objects only (statically unknown source id)
name | Name of the new order source. |
|
inlinestaticprivate |
|
inline |
Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes
obj |
ArgumentException | obj is not the same type as this instance |
|
inlinestaticprivate |
|
inlinestaticprivate |
|
inlinestatic |
Returns string representation of source.
os | OrderSource |
|
inline |
Returns string representation of source.
|
inlinestatic |
Returns order source for the specified source identifier.
sourceId | The source identifier. |
ArgumentException | If sourceId is negative or exceeds MAX_SOURCE_ID. |
|
inlinestatic |
Returns order source for the specified source name. The name must be either predefined, or contain at most 3 ASCII characters.
name | The name of the source. |
ArgumentException | If name is malformed. |
|
static |
ABE (abe.io) exchange.
|
static |
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
|
static |
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
|
static |
Bats Europe BXE Exchange.
|
static |
Borsa Istanbul Exchange. Record for particular top 20 order book.
|
static |
Bats Europe TRF.
|
static |
Bats BYX Exchange.
|
static |
Bats BZX Exchange.
|
static |
CBOE Options C2 Exchange.
|
static |
Bats Europe DXE Exchange.
|
static |
CBOE Futures Exchange.
|
static |
Bats Europe CXE Exchange.
|
static |
|
static |
|
static |
Direct-Edge EDGA Exchange.
|
static |
Direct-Edge EDGX Exchange.
|
static |
Empty order source.
|
static |
Eris Exchange group of companies.
|
static |
NASDAQ eSpeed.
|
static |
FAIR (FairX) exchange.
|
static |
CME Globex.
|
static |
CME Globex. Record for price level book.
|
static |
Intercontinental Exchange.
|
static |
International Securities Exchange.
|
static |
Borsa Istanbul Exchange.
|
static |
NASDAQ Futures Exchange.
|
static |
NASDAQ Total View.
|
static |
NASDAQ Total View. Record for price level book.
|
static |
|
static |
|
static |
Small Exchange.
|
staticprivate |
|
staticprivate |
|
static |
Eurex Exchange.
|
static |
Eurex Exchange. Record for price level book.
|
static |
NASDAQ Fixed Income.