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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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 | 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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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.
◆ Dividend
double com.dxfeed.api.events.IDxSeries.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) ).
◆ Expiration
int com.dxfeed.api.events.IDxSeries.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.api.events.IDxSeries.ForwardPrice |
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get |
Returns implied forward price for this option series.
◆ Interest
double com.dxfeed.api.events.IDxSeries.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) ).
◆ PutCallRatio
double com.dxfeed.api.events.IDxSeries.PutCallRatio |
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get |
Returns ratio of put traded volume to call traded volume for a day.
◆ Sequence
int com.dxfeed.api.events.IDxSeries.Sequence |
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get |
Returns sequence of this series
◆ Time
DateTime com.dxfeed.api.events.IDxSeries.Time |
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get |
Returns date time of this order.
◆ Volatility
double com.dxfeed.api.events.IDxSeries.Volatility |
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get |
Returns ratio of put traded volume to call traded volume for a day.
The documentation for this interface was generated from the following file: