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.
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override string | ToString () |
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override object | Clone () |
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IndexedEventSource | Source [get] |
| Returns source of this event. More...
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EventFlag | EventFlags [get, set] |
| Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent. More...
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long | Index [get] |
| Gets unique per-symbol index of this event. More...
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DateTime | Time [get] |
| Returns date time of this order. More...
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int | Sequence [get] |
| Returns sequence of this series More...
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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...
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double | Volatility [get] |
| Returns ratio of put traded volume to call traded volume for a day. 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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double | ForwardPrice [get] |
| Returns implied forward price for this option series. More...
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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...
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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...
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string | EventSymbol [get] |
| Returns symbol of this event. More...
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DateTime | Time [get] |
| Returns date time of this order. More...
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int | Sequence [get] |
| Returns sequence of this series More...
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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...
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double | Volatility [get] |
| Returns ratio of put traded volume to call traded volume for a day. 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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double | ForwardPrice [get] |
| Returns implied forward price for this option series. More...
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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...
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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...
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| MarketEventImpl (string symbol) |
| Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
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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.
◆ CallVolume
double com.dxfeed.native.events.NativeSeries.CallVolume |
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get |
Returns call options traded volume for a day
◆ Dividend
double com.dxfeed.native.events.NativeSeries.Dividend |
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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 |
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getset |
Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent.
◆ Expiration
int com.dxfeed.native.events.NativeSeries.Expiration |
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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 |
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get |
Returns implied forward price for this option series.
◆ Index
long com.dxfeed.native.events.NativeSeries.Index |
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get |
Gets unique per-symbol index of this event.
◆ Interest
double com.dxfeed.native.events.NativeSeries.Interest |
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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 |
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get |
Returns options traded volume for a day
◆ PutCallRatio
double com.dxfeed.native.events.NativeSeries.PutCallRatio |
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get |
Returns ratio of put traded volume to call traded volume for a day.
◆ PutVolume
double com.dxfeed.native.events.NativeSeries.PutVolume |
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get |
Returns put options traded volume for a day
◆ Sequence
int com.dxfeed.native.events.NativeSeries.Sequence |
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get |
Returns sequence of this series
◆ Source
Returns source of this event.
- Returns
- Source of this event.
◆ Time
DateTime com.dxfeed.native.events.NativeSeries.Time |
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get |
Returns date time of this order.
◆ Volatility
double com.dxfeed.native.events.NativeSeries.Volatility |
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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:
- dxf_native/src/events/NativeSeries.cs