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

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. More...

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

DateTime Time [get]
 Returns time of the last trade. This time has precision up to milliseconds. More...
 
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...
 
int TimeNanoPart [get]
 Returns microseconds and nanoseconds time part of the last trade. More...
 
char ExchangeCode [get]
 Returns exchange code of the last trade. More...
 
double Price [get]
 Returns price of the last trade. More...
 
long Size [get]
 Returns size of the last trade. More...
 
double Change [get]
 Returns price change of the last trade, if available. More...
 
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...
 
double DayVolume [get]
 Returns total volume traded for a day. More...
 
double DayTurnover [get]
 Returns total turnover traded for a day. Day VWAP can be computed with getDayTurnover() / getDayVolume}(). More...
 
Direction TickDirection [get]
 Returns tick direction of the last trade. More...
 
bool IsExtendedTradingHours [get]
 Returns whether last trade was in extended trading hours. More...
 
int RawFlags [get]
 Returns implementation-specific raw bit flags value More...
 
Scope Scope [get]
 Returns whether last trade was a composite or regional (other constants are not used here). More...
 

Detailed Description

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.

Property Documentation

◆ Change

double com.dxfeed.api.events.IDxTradeBase.Change
get

Returns price change of the last trade, if available.

◆ DayId

int com.dxfeed.api.events.IDxTradeBase.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.

◆ DayTurnover

double com.dxfeed.api.events.IDxTradeBase.DayTurnover
get

Returns total turnover traded for a day. Day VWAP can be computed with getDayTurnover() / getDayVolume}().

◆ DayVolume

double com.dxfeed.api.events.IDxTradeBase.DayVolume
get

Returns total volume traded for a day.

◆ ExchangeCode

char com.dxfeed.api.events.IDxTradeBase.ExchangeCode
get

Returns exchange code of the last trade.

◆ IsExtendedTradingHours

bool com.dxfeed.api.events.IDxTradeBase.IsExtendedTradingHours
get

Returns whether last trade was in extended trading hours.

◆ Price

double com.dxfeed.api.events.IDxTradeBase.Price
get

Returns price of the last trade.

◆ RawFlags

int com.dxfeed.api.events.IDxTradeBase.RawFlags
get

Returns implementation-specific raw bit flags value

◆ Scope

Scope com.dxfeed.api.events.IDxTradeBase.Scope
get

Returns whether last trade was a composite or regional (other constants are not used here).

◆ Sequence

int com.dxfeed.api.events.IDxTradeBase.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.

◆ Size

long com.dxfeed.api.events.IDxTradeBase.Size
get

Returns size of the last trade.

◆ TickDirection

Direction com.dxfeed.api.events.IDxTradeBase.TickDirection
get

Returns tick direction of the last trade.

◆ Time

DateTime com.dxfeed.api.events.IDxTradeBase.Time
get

Returns time of the last trade. This time has precision up to milliseconds.

◆ TimeNanoPart

int com.dxfeed.api.events.IDxTradeBase.TimeNanoPart
get

Returns microseconds and nanoseconds time part of the last trade.


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