dxFeed .Net API  5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
Properties
com.dxfeed.api.events.IDxCandle Interface 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.api.events.IDxCandle:
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Collaboration diagram for com.dxfeed.api.events.IDxCandle:
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Properties

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.

Property Documentation

◆ AskVolume

double com.dxfeed.api.events.IDxCandle.AskVolume
get

Returns ask volume in this candle.

◆ BidVolume

double com.dxfeed.api.events.IDxCandle.BidVolume
get

Returns bid volume in this candle.

◆ Close

double com.dxfeed.api.events.IDxCandle.Close
get

Returns the last (close) price of this candle.

◆ Count

double com.dxfeed.api.events.IDxCandle.Count
get

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

◆ High

double com.dxfeed.api.events.IDxCandle.High
get

Returns the maximal (high) price of this candle.

◆ ImpVolatility

double com.dxfeed.api.events.IDxCandle.ImpVolatility
get

Returns implied volatility.

◆ Low

double com.dxfeed.api.events.IDxCandle.Low
get

Returns the minimal (low) price of this candle.

◆ Open

double com.dxfeed.api.events.IDxCandle.Open
get

Returns the first (open) price of this candle.

◆ OpenInterest

long com.dxfeed.api.events.IDxCandle.OpenInterest
get

Returns open interest.

◆ Sequence

int com.dxfeed.api.events.IDxCandle.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.

◆ Volume

double com.dxfeed.api.events.IDxCandle.Volume
get

Returns total volume in this candle.

◆ VWAP

double com.dxfeed.api.events.IDxCandle.VWAP
get

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


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