dxFeed .Net API  5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
Properties
com.dxfeed.api.events.IDxSeries Interface Reference

Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. More...

Inheritance diagram for com.dxfeed.api.events.IDxSeries:
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Collaboration diagram for com.dxfeed.api.events.IDxSeries:
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Properties

DateTime Time [get]
 Returns date time of this order. More...
 
int Sequence [get]
 Returns sequence of this series More...
 
int Expiration [get]
 Returns day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117). Most significant 32 bits of Index contain day id of expiration, so changing Index also changes day id of expiration. More...
 
double Volatility [get]
 Returns ratio of put traded volume to call traded volume for a day. More...
 
double PutCallRatio [get]
 Returns ratio of put traded volume to call traded volume for a day. More...
 
double ForwardPrice [get]
 Returns implied forward price for this option series. More...
 
double Dividend [get]
 Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return ( Q(τ) ). More...
 
double Interest [get]
 Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return ( R(τ) ). More...
 

Detailed Description

Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Property Documentation

◆ Dividend

double com.dxfeed.api.events.IDxSeries.Dividend
get

Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return ( Q(τ) ).

◆ Expiration

int com.dxfeed.api.events.IDxSeries.Expiration
get

Returns day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117). Most significant 32 bits of Index contain day id of expiration, so changing Index also changes day id of expiration.

◆ ForwardPrice

double com.dxfeed.api.events.IDxSeries.ForwardPrice
get

Returns implied forward price for this option series.

◆ Interest

double com.dxfeed.api.events.IDxSeries.Interest
get

Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return ( R(τ) ).

◆ PutCallRatio

double com.dxfeed.api.events.IDxSeries.PutCallRatio
get

Returns ratio of put traded volume to call traded volume for a day.

◆ Sequence

int com.dxfeed.api.events.IDxSeries.Sequence
get

Returns sequence of this series

◆ Time

DateTime com.dxfeed.api.events.IDxSeries.Time
get

Returns date time of this order.

◆ Volatility

double com.dxfeed.api.events.IDxSeries.Volatility
get

Returns ratio of put traded volume to call traded volume for a day.


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