dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.native.events.NativeCandle Class Reference

Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment. More...

Inheritance diagram for com.dxfeed.native.events.NativeCandle:
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Collaboration diagram for com.dxfeed.native.events.NativeCandle:
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Public Member Functions

override string ToString ()
 
object Clone ()
 

Properties

CandleSymbol EventSymbol [get]
 Returns event symbol that identifies this event type. More...
 
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...
 
long TimeStamp [get]
 Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC. More...
 
DateTime Time [get]
 Returns UTC date and time of this event. More...
 
int Sequence [get]
 Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential. More...
 
double Count [get]
 Returns total number of original trade (or quote) events in this candle. More...
 
double Open [get]
 Returns the first (open) price of this candle. More...
 
double High [get]
 Returns the maximal (high) price of this candle. More...
 
double Low [get]
 Returns the minimal (low) price of this candle. More...
 
double Close [get]
 Returns the last (close) price of this candle. More...
 
double Volume [get]
 Returns total volume in this candle. More...
 
double VWAP [get]
 Returns volume-weighted average price (VWAP) in this candle. More...
 
double BidVolume [get]
 Returns bid volume in this candle. More...
 
double AskVolume [get]
 Returns ask volume in this candle. More...
 
long OpenInterest [get]
 Returns open interest. More...
 
double ImpVolatility [get]
 Returns implied volatility. More...
 
- Properties inherited from com.dxfeed.api.events.IDxCandle
int Sequence [get]
 Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential. More...
 
double Count [get]
 Returns total number of original trade (or quote) events in this candle. More...
 
double Open [get]
 Returns the first (open) price of this candle. More...
 
double High [get]
 Returns the maximal (high) price of this candle. More...
 
double Low [get]
 Returns the minimal (low) price of this candle. More...
 
double Close [get]
 Returns the last (close) price of this candle. More...
 
double Volume [get]
 Returns total volume in this candle. More...
 
double VWAP [get]
 Returns volume-weighted average price (VWAP) in this candle. More...
 
double BidVolume [get]
 Returns bid volume in this candle. More...
 
double AskVolume [get]
 Returns ask volume in this candle. More...
 
long OpenInterest [get]
 Returns open interest. More...
 
double ImpVolatility [get]
 Returns implied volatility. More...
 

Detailed Description

Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment.

Property Documentation

◆ AskVolume

double com.dxfeed.native.events.NativeCandle.AskVolume
get

Returns ask volume in this candle.

◆ BidVolume

double com.dxfeed.native.events.NativeCandle.BidVolume
get

Returns bid volume in this candle.

◆ Close

double com.dxfeed.native.events.NativeCandle.Close
get

Returns the last (close) price of this candle.

◆ Count

double com.dxfeed.native.events.NativeCandle.Count
get

Returns total number of original trade (or quote) events in this candle.

◆ EventFlags

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

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

◆ EventSymbol

CandleSymbol com.dxfeed.native.events.NativeCandle.EventSymbol
get

Returns event symbol that identifies this event type.

◆ High

double com.dxfeed.native.events.NativeCandle.High
get

Returns the maximal (high) price of this candle.

◆ ImpVolatility

double com.dxfeed.native.events.NativeCandle.ImpVolatility
get

Returns implied volatility.

◆ Index

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

Gets unique per-symbol index of this event.

◆ Low

double com.dxfeed.native.events.NativeCandle.Low
get

Returns the minimal (low) price of this candle.

◆ Open

double com.dxfeed.native.events.NativeCandle.Open
get

Returns the first (open) price of this candle.

◆ OpenInterest

long com.dxfeed.native.events.NativeCandle.OpenInterest
get

Returns open interest.

◆ Sequence

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

Returns sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential.

◆ Source

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

Returns source of this event.

Returns
Source of this event.

◆ Time

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

Returns UTC date and time of this event.

◆ TimeStamp

long com.dxfeed.native.events.NativeCandle.TimeStamp
get

Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

◆ Volume

double com.dxfeed.native.events.NativeCandle.Volume
get

Returns total volume in this candle.

◆ VWAP

double com.dxfeed.native.events.NativeCandle.VWAP
get

Returns volume-weighted average price (VWAP) in this candle.


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