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.NativeCandle Class Reference

Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment. More...

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

override string ToString ()
 
object Clone ()
 

Package Functions

unsafe NativeCandle (DxCandle *c, string symbol)
 
 NativeCandle (IDxCandle candle)
 

Properties

CandleSymbol EventSymbol [get, private set]
 Returns event symbol that identifies this event type. More...
 
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...
 
int Sequence [get, private set]
 Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential. More...
 
double Count [get, private set]
 Returns total number of original trade (or quote) events in this candle. More...
 
double Open [get, private set]
 Returns the first (open) price of this candle. More...
 
double High [get, private set]
 Returns the maximal (high) price of this candle. More...
 
double Low [get, private set]
 Returns the minimal (low) price of this candle. More...
 
double Close [get, private set]
 Returns the last (close) price of this candle. More...
 
double Volume [get, private set]
 Returns total volume in this candle. More...
 
double VWAP [get, private set]
 Returns volume-weighted average price (VWAP) in this candle. More...
 
double BidVolume [get, private set]
 Returns bid volume in this candle. More...
 
double AskVolume [get, private set]
 Returns ask volume in this candle. More...
 
long OpenInterest [get, private set]
 Returns open interest. More...
 
double ImpVolatility [get, private set]
 Returns implied volatility. More...
 
object IDxEventType. EventSymbol [get]
 
- Properties inherited from com.dxfeed.api.events.IDxCandle
int Sequence [get]
 Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential. More...
 
double Count [get]
 Returns total number of original trade (or quote) events in this candle. More...
 
double Open [get]
 Returns the first (open) price of this candle. More...
 
double High [get]
 Returns the maximal (high) price of this candle. More...
 
double Low [get]
 Returns the minimal (low) price of this candle. More...
 
double Close [get]
 Returns the last (close) price of this candle. More...
 
double Volume [get]
 Returns total volume in this candle. More...
 
double VWAP [get]
 Returns volume-weighted average price (VWAP) in this candle. More...
 
double BidVolume [get]
 Returns bid volume in this candle. More...
 
double AskVolume [get]
 Returns ask volume in this candle. More...
 
long OpenInterest [get]
 Returns open interest. More...
 
double ImpVolatility [get]
 Returns implied volatility. More...
 

Detailed Description

Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment.

Constructor & Destructor Documentation

◆ NativeCandle() [1/2]

unsafe com.dxfeed.native.events.NativeCandle.NativeCandle ( DxCandle c,
string  symbol 
)
inlinepackage

◆ NativeCandle() [2/2]

com.dxfeed.native.events.NativeCandle.NativeCandle ( IDxCandle  candle)
inlinepackage

Member Function Documentation

◆ Clone()

object com.dxfeed.native.events.NativeCandle.Clone ( )
inline

◆ ToString()

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

Property Documentation

◆ AskVolume

double com.dxfeed.native.events.NativeCandle.AskVolume
getprivate set

Returns ask volume in this candle.

◆ BidVolume

double com.dxfeed.native.events.NativeCandle.BidVolume
getprivate set

Returns bid volume in this candle.

◆ Close

double com.dxfeed.native.events.NativeCandle.Close
getprivate set

Returns the last (close) price of this candle.

◆ Count

double com.dxfeed.native.events.NativeCandle.Count
getprivate set

Returns total number of original trade (or quote) events in this candle.

◆ EventFlags

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

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

◆ EventSymbol [1/2]

CandleSymbol com.dxfeed.native.events.NativeCandle.EventSymbol
getprivate set

Returns event symbol that identifies this event type.

◆ EventSymbol [2/2]

object IDxEventType. com.dxfeed.native.events.NativeCandle.EventSymbol
getprivate

◆ High

double com.dxfeed.native.events.NativeCandle.High
getprivate set

Returns the maximal (high) price of this candle.

◆ ImpVolatility

double com.dxfeed.native.events.NativeCandle.ImpVolatility
getprivate set

Returns implied volatility.

◆ Index

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

Gets unique per-symbol index of this event.

◆ Low

double com.dxfeed.native.events.NativeCandle.Low
getprivate set

Returns the minimal (low) price of this candle.

◆ Open

double com.dxfeed.native.events.NativeCandle.Open
getprivate set

Returns the first (open) price of this candle.

◆ OpenInterest

long com.dxfeed.native.events.NativeCandle.OpenInterest
getprivate set

Returns open interest.

◆ Sequence

int com.dxfeed.native.events.NativeCandle.Sequence
getprivate set

Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential.

◆ Source

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

Returns source of this event.

Returns
Source of this event.

◆ Time

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

Returns UTC date and time of this event.

◆ TimeStamp

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

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

◆ Volume

double com.dxfeed.native.events.NativeCandle.Volume
getprivate set

Returns total volume in this candle.

◆ VWAP

double com.dxfeed.native.events.NativeCandle.VWAP
getprivate set

Returns volume-weighted average price (VWAP) in this candle.


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