dxFeed .Net API  5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
Public Member Functions | Package Functions | Properties
com.dxfeed.native.events.NativeTimeAndSale Class Reference

Time and Sale represents a trade (or other market event with price, e.g. market open/close price, etc). Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade). More...

Inheritance diagram for com.dxfeed.native.events.NativeTimeAndSale:
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Collaboration diagram for com.dxfeed.native.events.NativeTimeAndSale:
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Public Member Functions

override string ToString ()
 
override object Clone ()
 

Package Functions

unsafe NativeTimeAndSale (DxTimeAndSale *timeAndSale, string symbol)
 
 NativeTimeAndSale (IDxTimeAndSale ts)
 

Properties

IndexedEventSource Source [get]
 Returns source of this event. More...
 
EventFlag EventFlags [get, set]
 Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent. More...
 
long Index [get, private set]
 Gets unique per-symbol index of this event. More...
 
long TimeStamp [get]
 Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC. More...
 
DateTime Time [get, private set]
 Returns UTC date and time of this event. More...
 
char ExchangeCode [get, private set]
 Returns exchange code of this time and sale event. More...
 
double Price [get, private set]
 Returns price of this time and sale event. More...
 
long Size [get, private set]
 Returns size of this time and sale event. More...
 
double BidPrice [get, private set]
 Returns the current bid price on the market when this time and sale event had occurred. More...
 
double AskPrice [get, private set]
 Returns the current ask price on the market when this time and sale event had occurred. More...
 
string ExchangeSaleConditions [get, private set]
 Returns sale conditions provided for this event by data feed. More...
 
int RawFlags [get, private set]
 Returns implementation-specific raw bit flags value More...
 
string Buyer [get, private set]
 MMID of buyer (availible not for all markets). More...
 
string Seller [get, private set]
 MMID of seller (availible not for all markets). More...
 
Side AgressorSide [get, private set]
 Returns aggressor side of this time and sale event. More...
 
TimeAndSaleType Type [get, private set]
 Returns type of this time and sale event. More...
 
bool IsCancel [get]
 Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event. More...
 
bool IsCorrection [get]
 Returns whether this is a correction of a previous event. It is false for newly created time and sale event. More...
 
bool IsNew [get]
 Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event. More...
 
bool IsValidTick [get, private set]
 Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not. More...
 
bool IsETHTrade [get, private set]
 Returns whether this event represents an extended trading hours sale. More...
 
char TradeThroughExempt [get, private set]
 Returns TradeThroughExempt flag of this time and sale event. More...
 
bool IsSpreadLeg [get, private set]
 Returns whether this event represents a spread leg. More...
 
Scope Scope [get, private set]
 Returns whether time&sale was a composite or regional (other constants are not used here). More...
 
- Properties inherited from com.dxfeed.native.events.MarketEventImpl
string EventSymbol [get, private set]
 Returns symbol of this event. More...
 
object IDxEventType. EventSymbol [get]
 
- Properties inherited from com.dxfeed.api.events.IDxTimeAndSale
char ExchangeCode [get]
 Returns exchange code of this time and sale event. More...
 
double Price [get]
 Returns price of this time and sale event. More...
 
long Size [get]
 Returns size of this time and sale event. More...
 
double BidPrice [get]
 Returns the current bid price on the market when this time and sale event had occurred. More...
 
double AskPrice [get]
 Returns the current ask price on the market when this time and sale event had occurred. More...
 
string ExchangeSaleConditions [get]
 Returns sale conditions provided for this event by data feed. More...
 
int RawFlags [get]
 Returns implementation-specific raw bit flags value More...
 
string Buyer [get]
 MMID of buyer (availible not for all markets). More...
 
string Seller [get]
 MMID of seller (availible not for all markets). More...
 
Side AgressorSide [get]
 Returns aggressor side of this time and sale event. More...
 
TimeAndSaleType Type [get]
 Returns type of this time and sale event. More...
 
bool IsCancel [get]
 Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event. More...
 
bool IsCorrection [get]
 Returns whether this is a correction of a previous event. It is false for newly created time and sale event. More...
 
bool IsNew [get]
 Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event. More...
 
bool IsValidTick [get]
 Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not. More...
 
bool IsETHTrade [get]
 Returns whether this event represents an extended trading hours sale. More...
 
char TradeThroughExempt [get]
 Returns TradeThroughExempt flag of this time and sale event. More...
 
bool IsSpreadLeg [get]
 Returns whether this event represents a spread leg. More...
 
Scope Scope [get]
 Returns whether time&sale was a composite or regional (other constants are not used here). More...
 

Additional Inherited Members

- Protected Member Functions inherited from com.dxfeed.native.events.MarketEventImpl
 MarketEventImpl (string symbol)
 Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
 

Detailed Description

Time and Sale represents a trade (or other market event with price, e.g. market open/close price, etc). Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade).

Constructor & Destructor Documentation

◆ NativeTimeAndSale() [1/2]

unsafe com.dxfeed.native.events.NativeTimeAndSale.NativeTimeAndSale ( DxTimeAndSale timeAndSale,
string  symbol 
)
inlinepackage

◆ NativeTimeAndSale() [2/2]

com.dxfeed.native.events.NativeTimeAndSale.NativeTimeAndSale ( IDxTimeAndSale  ts)
inlinepackage

Member Function Documentation

◆ Clone()

override object com.dxfeed.native.events.NativeTimeAndSale.Clone ( )
inlinevirtual

◆ ToString()

override string com.dxfeed.native.events.NativeTimeAndSale.ToString ( )
inline

Property Documentation

◆ AgressorSide

Side com.dxfeed.native.events.NativeTimeAndSale.AgressorSide
getprivate set

Returns aggressor side of this time and sale event.

◆ AskPrice

double com.dxfeed.native.events.NativeTimeAndSale.AskPrice
getprivate set

Returns the current ask price on the market when this time and sale event had occurred.

◆ BidPrice

double com.dxfeed.native.events.NativeTimeAndSale.BidPrice
getprivate set

Returns the current bid price on the market when this time and sale event had occurred.

◆ Buyer

string com.dxfeed.native.events.NativeTimeAndSale.Buyer
getprivate set

MMID of buyer (availible not for all markets).

◆ EventFlags

EventFlag com.dxfeed.native.events.NativeTimeAndSale.EventFlags
getset

Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent.

◆ ExchangeCode

char com.dxfeed.native.events.NativeTimeAndSale.ExchangeCode
getprivate set

Returns exchange code of this time and sale event.

◆ ExchangeSaleConditions

string com.dxfeed.native.events.NativeTimeAndSale.ExchangeSaleConditions
getprivate set

Returns sale conditions provided for this event by data feed.

◆ Index

long com.dxfeed.native.events.NativeTimeAndSale.Index
getprivate set

Gets unique per-symbol index of this event.

◆ IsCancel

bool com.dxfeed.native.events.NativeTimeAndSale.IsCancel
get

Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event.

◆ IsCorrection

bool com.dxfeed.native.events.NativeTimeAndSale.IsCorrection
get

Returns whether this is a correction of a previous event. It is false for newly created time and sale event.

◆ IsETHTrade

bool com.dxfeed.native.events.NativeTimeAndSale.IsETHTrade
getprivate set

Returns whether this event represents an extended trading hours sale.

◆ IsNew

bool com.dxfeed.native.events.NativeTimeAndSale.IsNew
get

Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event.

◆ IsSpreadLeg

bool com.dxfeed.native.events.NativeTimeAndSale.IsSpreadLeg
getprivate set

Returns whether this event represents a spread leg.

◆ IsValidTick

bool com.dxfeed.native.events.NativeTimeAndSale.IsValidTick
getprivate set

Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.

◆ Price

double com.dxfeed.native.events.NativeTimeAndSale.Price
getprivate set

Returns price of this time and sale event.

◆ RawFlags

int com.dxfeed.native.events.NativeTimeAndSale.RawFlags
getprivate set

Returns implementation-specific raw bit flags value

◆ Scope

Scope com.dxfeed.native.events.NativeTimeAndSale.Scope
getprivate set

Returns whether time&sale was a composite or regional (other constants are not used here).

◆ Seller

string com.dxfeed.native.events.NativeTimeAndSale.Seller
getprivate set

MMID of seller (availible not for all markets).

◆ Size

long com.dxfeed.native.events.NativeTimeAndSale.Size
getprivate set

Returns size of this time and sale event.

◆ Source

IndexedEventSource com.dxfeed.native.events.NativeTimeAndSale.Source
get

Returns source of this event.

Returns
Source of this event.

◆ Time

DateTime com.dxfeed.native.events.NativeTimeAndSale.Time
getprivate set

Returns UTC date and time of this event.

◆ TimeStamp

long com.dxfeed.native.events.NativeTimeAndSale.TimeStamp
get

Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

◆ TradeThroughExempt

char com.dxfeed.native.events.NativeTimeAndSale.TradeThroughExempt
getprivate set

Returns TradeThroughExempt flag of this time and sale event.

◆ Type

TimeAndSaleType com.dxfeed.native.events.NativeTimeAndSale.Type
getprivate set

Returns type of this time and sale event.


The documentation for this class was generated from the following file: