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DateTime | Time [get] |
| Returns time of the last trade. This time has precision up to milliseconds. More...
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int | Sequence [get] |
| Returns sequence number of the last trade to distinguish trades that have the same time. This sequence number does not have to be unique and does not need to be sequential. More...
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int | TimeNanoPart [get] |
| Returns microseconds and nanoseconds time part of the last trade. More...
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char | ExchangeCode [get] |
| Returns exchange code of the last trade. More...
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double | Price [get] |
| Returns price of the last trade. More...
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long | Size [get] |
| Returns size of the last trade. More...
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double | Change [get] |
| Returns price change of the last trade, if available. More...
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int | DayId [get] |
| Returns identifier of the day that this event represents. Identifier of the day is the number of days passed since January 1, 1970. More...
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double | DayVolume [get] |
| Returns total volume traded for a day. More...
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double | DayTurnover [get] |
| Returns total turnover traded for a day. Day VWAP can be computed with getDayTurnover() / getDayVolume}(). More...
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Direction | TickDirection [get] |
| Returns tick direction of the last trade. More...
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bool | IsExtendedTradingHours [get] |
| Returns whether last trade was in extended trading hours. More...
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int | RawFlags [get] |
| Returns implementation-specific raw bit flags value More...
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Scope | Scope [get] |
| Returns whether last trade was a composite or regional (other constants are not used here). More...
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Interface for common fields of IDxTrade and IDxTradeETH events. Trade events represent the most recent information that is available about the last trade on the market at any given moment of time.
IDxTrade event represents last trade information for regular trading hours(RTH) with an official volumefor the whole trading day.
IDxTradeETH event is defined only for symbols (typically stocks and ETFs) with a designated extended trading hours (ETH, pre market and post market trading sessions). It represents last trade price during ETH and accumulated volume during ETH.