dxFeed .Net API
7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
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Data Structures | |
class | DxMarshal |
class | MarketEventImpl |
Abstract base class for all market events. All market events are objects that extend this class. Market event classes are simple beans with setters and getters for their properties and minimal business logic. All market events have EventSymbol property that is defined by this class. More... | |
class | NativeBufferFactory |
class | NativeCandle |
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... | |
class | NativeConfiguration |
Configuration event with application-specific attachment. More... | |
struct | NativeEventBuffer |
class | NativeGreeks |
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. More... | |
class | NativeOrder |
Order event is a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. Order events give information on several levels of details, called scopes - see Scope. Scope of an order is available via Scope property. More... | |
class | NativeOrderBase |
Base class for common fields of Order and SpreadOrder events. Order events represent a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. More... | |
class | NativeProfile |
class | NativeQuote |
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It represents the most recent information that is available about the best quote on the market at any given moment of time. More... | |
class | NativeSeries |
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... | |
class | NativeSpreadOrder |
Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol.The collection of spread order events of a symbol represents the most recent information that is available about spread orders on the market at any given moment of time. More... | |
class | NativeSummary |
Summary information snapshot about the trading session including session highs, lows, etc. It represents the most recent information that is available about the trading session in the market at any given moment of time. More... | |
class | NativeTheoPrice |
Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity. More... | |
class | NativeTimeAndSale |
Time and Sale represents a trade (or other market event with price, e.g. market open/close price, etc). Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade). More... | |
class | NativeTrade |
Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume. It represents the most recent information that is available about the regular last trade price on the market at any given moment of time. More... | |
class | NativeTradeBase |
Base class 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. More... | |
class | NativeTradeETH |
TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended hours day volume. This 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 the most recent information that is available about ETH last trade on the market at any given moment of time. More... | |
class | NativeUnderlying |
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. More... | |