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).
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char | ExchangeCode [get] |
| Returns exchange code of this time and sale event. More...
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double | Price [get] |
| Returns price of this time and sale event. More...
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long | Size [get] |
| Returns size of this time and sale event. More...
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double | BidPrice [get] |
| Returns the current bid price on the market when this time and sale event had occurred. More...
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double | AskPrice [get] |
| Returns the current ask price on the market when this time and sale event had occurred. More...
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string | ExchangeSaleConditions [get] |
| Returns sale conditions provided for this event by data feed. More...
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int | RawFlags [get] |
| Returns implementation-specific raw bit flags value More...
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string | Buyer [get] |
| MMID of buyer (availible not for all markets). More...
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string | Seller [get] |
| MMID of seller (availible not for all markets). More...
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Side | AgressorSide [get] |
| Returns aggressor side of this time and sale event. More...
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TimeAndSaleType | Type [get] |
| Returns type of this time and sale event. More...
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bool | IsCancel [get] |
| Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event. More...
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bool | IsCorrection [get] |
| Returns whether this is a correction of a previous event. It is false for newly created time and sale event. More...
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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...
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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...
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bool | IsETHTrade [get] |
| Returns whether this event represents an extended trading hours sale. More...
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char | TradeThroughExempt [get] |
| Returns TradeThroughExempt flag of this time and sale event. More...
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bool | IsSpreadLeg [get] |
| Returns whether this event represents a spread leg. More...
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Scope | Scope [get] |
| Returns whether time&sale was a composite or regional (other constants are not used here). More...
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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).
◆ AgressorSide
Side com.dxfeed.api.events.IDxTimeAndSale.AgressorSide |
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Returns aggressor side of this time and sale event.
◆ AskPrice
double com.dxfeed.api.events.IDxTimeAndSale.AskPrice |
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get |
Returns the current ask price on the market when this time and sale event had occurred.
◆ BidPrice
double com.dxfeed.api.events.IDxTimeAndSale.BidPrice |
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get |
Returns the current bid price on the market when this time and sale event had occurred.
◆ Buyer
string com.dxfeed.api.events.IDxTimeAndSale.Buyer |
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get |
MMID of buyer (availible not for all markets).
◆ ExchangeCode
char com.dxfeed.api.events.IDxTimeAndSale.ExchangeCode |
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get |
Returns exchange code of this time and sale event.
◆ ExchangeSaleConditions
string com.dxfeed.api.events.IDxTimeAndSale.ExchangeSaleConditions |
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get |
Returns sale conditions provided for this event by data feed.
◆ IsCancel
bool com.dxfeed.api.events.IDxTimeAndSale.IsCancel |
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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.api.events.IDxTimeAndSale.IsCorrection |
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Returns whether this is a correction of a previous event. It is false for newly created time and sale event.
◆ IsETHTrade
bool com.dxfeed.api.events.IDxTimeAndSale.IsETHTrade |
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Returns whether this event represents an extended trading hours sale.
◆ IsNew
bool com.dxfeed.api.events.IDxTimeAndSale.IsNew |
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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.api.events.IDxTimeAndSale.IsSpreadLeg |
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Returns whether this event represents a spread leg.
◆ IsValidTick
bool com.dxfeed.api.events.IDxTimeAndSale.IsValidTick |
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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.api.events.IDxTimeAndSale.Price |
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Returns price of this time and sale event.
◆ RawFlags
int com.dxfeed.api.events.IDxTimeAndSale.RawFlags |
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Returns implementation-specific raw bit flags value
◆ Scope
Scope com.dxfeed.api.events.IDxTimeAndSale.Scope |
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Returns whether time&sale was a composite or regional (other constants are not used here).
◆ Seller
string com.dxfeed.api.events.IDxTimeAndSale.Seller |
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get |
MMID of seller (availible not for all markets).
◆ Size
long com.dxfeed.api.events.IDxTimeAndSale.Size |
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get |
Returns size of this time and sale event.
◆ TradeThroughExempt
char com.dxfeed.api.events.IDxTimeAndSale.TradeThroughExempt |
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Returns TradeThroughExempt flag of this time and sale event.
◆ Type
Returns type of this time and sale event.
The documentation for this interface was generated from the following file: