dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.api.events.IDxUnderlying Interface Reference

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...

Inheritance diagram for com.dxfeed.api.events.IDxUnderlying:
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Collaboration diagram for com.dxfeed.api.events.IDxUnderlying:
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Properties

double Volatility [get]
 Returns 30-day implied volatility for this underlying based on VIX methodology. More...
 
double FrontVolatility [get]
 Returns front month implied volatility for this underlying based on VIX methodology. More...
 
double BackVolatility [get]
 Returns back month implied volatility for this underlying based on VIX methodology. More...
 
double CallVolume [get]
 Returns call options traded volume for a day More...
 
double PutVolume [get]
 Returns put options traded volume for a day More...
 
double OptionVolume [get]
 Returns options traded volume for a day More...
 
double PutCallRatio [get]
 Returns ratio of put traded volume to call traded volume for a day. More...
 

Detailed Description

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.

Property Documentation

◆ BackVolatility

double com.dxfeed.api.events.IDxUnderlying.BackVolatility
get

Returns back month implied volatility for this underlying based on VIX methodology.

◆ CallVolume

double com.dxfeed.api.events.IDxUnderlying.CallVolume
get

Returns call options traded volume for a day

◆ FrontVolatility

double com.dxfeed.api.events.IDxUnderlying.FrontVolatility
get

Returns front month implied volatility for this underlying based on VIX methodology.

◆ OptionVolume

double com.dxfeed.api.events.IDxUnderlying.OptionVolume
get

Returns options traded volume for a day

◆ PutCallRatio

double com.dxfeed.api.events.IDxUnderlying.PutCallRatio
get

Returns ratio of put traded volume to call traded volume for a day.

◆ PutVolume

double com.dxfeed.api.events.IDxUnderlying.PutVolume
get

Returns put options traded volume for a day

◆ Volatility

double com.dxfeed.api.events.IDxUnderlying.Volatility
get

Returns 30-day implied volatility for this underlying based on VIX methodology.


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