dxFeed .Net API  5.8.0
dxFeed .Net API library intended to provide market data access for DX clients
Properties
com.dxfeed.api.events.IDxTimeAndSale Interface Reference

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...

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

char ExchangeCode [get]
 Returns exchange code of this time and sale event. More...
 
double Price [get]
 Returns price of this time and sale event. More...
 
long Size [get]
 Returns size of this time and sale event. More...
 
double BidPrice [get]
 Returns the current bid price on the market when this time and sale event had occurred. More...
 
double AskPrice [get]
 Returns the current ask price on the market when this time and sale event had occurred. More...
 
string ExchangeSaleConditions [get]
 Returns sale conditions provided for this event by data feed. More...
 
int RawFlags [get]
 Returns implementation-specific raw bit flags value More...
 
string Buyer [get]
 MMID of buyer (availible not for all markets). More...
 
string Seller [get]
 MMID of seller (availible not for all markets). More...
 
Side AgressorSide [get]
 Returns aggressor side of this time and sale event. More...
 
TimeAndSaleType Type [get]
 Returns type of this time and sale event. More...
 
bool IsCancel [get]
 Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event. More...
 
bool IsCorrection [get]
 Returns whether this is a correction of a previous event. It is false for newly created time and sale event. More...
 
bool IsNew [get]
 Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event. More...
 
bool IsValidTick [get]
 Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not. More...
 
bool IsETHTrade [get]
 Returns whether this event represents an extended trading hours sale. More...
 
char TradeThroughExempt [get]
 Returns TradeThroughExempt flag of this time and sale event. More...
 
bool IsSpreadLeg [get]
 Returns whether this event represents a spread leg. More...
 

Detailed Description

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).

Property Documentation

◆ AgressorSide

Side com.dxfeed.api.events.IDxTimeAndSale.AgressorSide
get

Returns aggressor side of this time and sale event.

◆ AskPrice

double com.dxfeed.api.events.IDxTimeAndSale.AskPrice
get

Returns the current ask price on the market when this time and sale event had occurred.

◆ BidPrice

double com.dxfeed.api.events.IDxTimeAndSale.BidPrice
get

Returns the current bid price on the market when this time and sale event had occurred.

◆ Buyer

string com.dxfeed.api.events.IDxTimeAndSale.Buyer
get

MMID of buyer (availible not for all markets).

◆ ExchangeCode

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

Returns exchange code of this time and sale event.

◆ ExchangeSaleConditions

string com.dxfeed.api.events.IDxTimeAndSale.ExchangeSaleConditions
get

Returns sale conditions provided for this event by data feed.

◆ IsCancel

bool com.dxfeed.api.events.IDxTimeAndSale.IsCancel
get

Returns whether this is a cancellation of a previous event. It is false for newly created time and sale event.

◆ IsCorrection

bool com.dxfeed.api.events.IDxTimeAndSale.IsCorrection
get

Returns whether this is a correction of a previous event. It is false for newly created time and sale event.

◆ IsETHTrade

bool com.dxfeed.api.events.IDxTimeAndSale.IsETHTrade
get

Returns whether this event represents an extended trading hours sale.

◆ IsNew

bool com.dxfeed.api.events.IDxTimeAndSale.IsNew
get

Returns whether this is a new event (not cancellation or correction). It is true for newly created time and sale event.

◆ IsSpreadLeg

bool com.dxfeed.api.events.IDxTimeAndSale.IsSpreadLeg
get

Returns whether this event represents a spread leg.

◆ IsValidTick

bool com.dxfeed.api.events.IDxTimeAndSale.IsValidTick
get

Returns whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.

◆ Price

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

Returns price of this time and sale event.

◆ RawFlags

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

Returns implementation-specific raw bit flags value

◆ Seller

string com.dxfeed.api.events.IDxTimeAndSale.Seller
get

MMID of seller (availible not for all markets).

◆ Size

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

Returns size of this time and sale event.

◆ TradeThroughExempt

char com.dxfeed.api.events.IDxTimeAndSale.TradeThroughExempt
get

Returns TradeThroughExempt flag of this time and sale event.

◆ Type

TimeAndSaleType com.dxfeed.api.events.IDxTimeAndSale.Type
get

Returns type of this time and sale event.


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