Underlying event is a snapshot of computed values that are available for an option 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.
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double | Volatility [get] |
| Returns 30-day implied volatility for this underlying based on VIX methodology. More...
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double | FrontVolatility [get] |
| Returns front month implied volatility for this underlying based on VIX methodology. More...
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double | BackVolatility [get] |
| Returns back month implied volatility for this underlying based on VIX methodology. More...
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double | CallVolume [get] |
| Returns call options traded volume for a day More...
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double | PutVolume [get] |
| Returns put options traded volume for a day More...
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double | OptionVolume [get] |
| Returns options traded volume for a day More...
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double | PutCallRatio [get] |
| Returns ratio of put traded volume to call traded volume for a day. More...
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Underlying event is a snapshot of computed values that are available for an option 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.
◆ BackVolatility
double com.dxfeed.api.events.IDxUnderlying.BackVolatility |
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get |
Returns back month implied volatility for this underlying based on VIX methodology.
◆ CallVolume
double com.dxfeed.api.events.IDxUnderlying.CallVolume |
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get |
Returns call options traded volume for a day
◆ FrontVolatility
double com.dxfeed.api.events.IDxUnderlying.FrontVolatility |
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get |
Returns front month implied volatility for this underlying based on VIX methodology.
◆ OptionVolume
double com.dxfeed.api.events.IDxUnderlying.OptionVolume |
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get |
Returns options traded volume for a day
◆ PutCallRatio
double com.dxfeed.api.events.IDxUnderlying.PutCallRatio |
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get |
Returns ratio of put traded volume to call traded volume for a day.
◆ PutVolume
double com.dxfeed.api.events.IDxUnderlying.PutVolume |
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get |
Returns put options traded volume for a day
◆ Volatility
double com.dxfeed.api.events.IDxUnderlying.Volatility |
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get |
Returns 30-day implied volatility for this underlying based on VIX methodology.
The documentation for this interface was generated from the following file:
- dxf_api/src/events/IDxUnderlying.cs