dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.native.events.NativeSeries Class 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.native.events.NativeSeries:
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Collaboration diagram for com.dxfeed.native.events.NativeSeries:
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Public Member Functions

override string ToString ()
 
override object Clone ()
 

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]
 Gets unique per-symbol index of this event. More...
 
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 CallVolume [get]
 Returns call options traded volume for a day More...
 
double PutVolume [get]
 Returns put options traded volume for a day More...
 
double OptionVolume [get]
 Returns options 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...
 
- Properties inherited from com.dxfeed.native.events.MarketEventImpl
string EventSymbol [get]
 Returns symbol of this event. More...
 
- Properties inherited from com.dxfeed.api.events.IDxSeries
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 CallVolume [get]
 Returns call options traded volume for a day More...
 
double PutVolume [get]
 Returns put options traded volume for a day More...
 
double OptionVolume [get]
 Returns options 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...
 

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

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

◆ CallVolume

double com.dxfeed.native.events.NativeSeries.CallVolume
get

Returns call options traded volume for a day

◆ Dividend

double com.dxfeed.native.events.NativeSeries.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) ).

◆ EventFlags

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

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

◆ Expiration

int com.dxfeed.native.events.NativeSeries.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.native.events.NativeSeries.ForwardPrice
get

Returns implied forward price for this option series.

◆ Index

long com.dxfeed.native.events.NativeSeries.Index
get

Gets unique per-symbol index of this event.

◆ Interest

double com.dxfeed.native.events.NativeSeries.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) ).

◆ OptionVolume

double com.dxfeed.native.events.NativeSeries.OptionVolume
get

Returns options traded volume for a day

◆ PutCallRatio

double com.dxfeed.native.events.NativeSeries.PutCallRatio
get

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

◆ PutVolume

double com.dxfeed.native.events.NativeSeries.PutVolume
get

Returns put options traded volume for a day

◆ Sequence

int com.dxfeed.native.events.NativeSeries.Sequence
get

Returns sequence of this series

◆ Source

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

Returns source of this event.

Returns
Source of this event.

◆ Time

DateTime com.dxfeed.native.events.NativeSeries.Time
get

Returns date time of this order.

◆ Volatility

double com.dxfeed.native.events.NativeSeries.Volatility
get

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


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