dxFeed .Net API  5.8.0
dxFeed .Net API library intended to provide market data access for DX clients
Properties
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:
[legend]
Collaboration diagram for com.dxfeed.api.events.IDxUnderlying:
[legend]

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 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.

◆ FrontVolatility

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

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

◆ PutCallRatio

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

Returns ratio of put traded volume to call 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: