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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IndexedEventSource | Source [get] |
| Returns source of this event. More...
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EventFlag | EventFlags [get, set] |
| Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent. More...
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long | Index [get, private set] |
| Gets unique per-symbol index of this event. More...
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DateTime | Time [get, private set] |
| Returns date time of this order. More...
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int | Sequence [get, private set] |
| Returns sequence of this series More...
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int | Expiration [get, private set] |
| 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, private set] |
| Returns ratio of put traded volume to call traded volume for a day. More...
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double | PutCallRatio [get, private set] |
| Returns ratio of put traded volume to call traded volume for a day. More...
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double | ForwardPrice [get, private set] |
| Returns implied forward price for this option series. More...
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double | Dividend [get, private set] |
| 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, private set] |
| 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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string | EventSymbol [get, private set] |
| Returns symbol of this event. More...
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object IDxEventType. | EventSymbol [get] |
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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.