| ▼Ncom | |
| ▼Ndxfeed | |
| ▼Napi | |
| ►Ncandle | |
| CCandleAlignment | Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time |
| CCandleExchange | Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the candles |
| CCandlePeriod | Period attribute of CandleSymbol defines aggregation period of the candles. Aggregation period is defined as pair of a GetValue() and type |
| CCandlePrice | Price type attribute of CandleSymbol defines price that is used to build the candles |
| CCandleSession | Session attribute of CandleSymbol defines trading that is used to build the candles |
| CCandleSymbol | Symbol that should be used with DXFeedSubscription class to subscribe for IDxCandle events. DXFeedSubscription also accepts a string representation of the candle symbol for subscription |
| ►CCandleSymbolAttributes | Class stores all candle symbol attributes |
| CAlignment | Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time. |
| CExchange | Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the candles. |
| CPeriod | Period attribute of CandleSymbol defines aggregation period of the candles. |
| CPrice | Price type attribute of CandleSymbol defines price that is used to build the candles. |
| CSession | Session attribute of CandleSymbol defines trading that is used to build the candles. |
| CCandleType | Type of the candle aggregation period constitutes CandlePeriod type together its actual value. |
| CICandleSymbolAttribute | Attribute of the CandleSymbol |
| ►Nevents | |
| ►Nmarket | |
| CMarketEventSymbols | Helper class to compose and parse symbols for market events |
| ►CDxPriceLevelBook | |
| CDxPriceLevel | |
| CEventParams | Received event parameters |
| CEventTypeAttribute | |
| CIDxCandle | Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment. |
| CIDxConfiguration | Configuration event with application-specific attachment. |
| CIDxEventBuf | |
| CIDxEventType | |
| CIDxGreeks | Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. |
| CIDxIndexedEvent | Represents an indexed collection of up-to-date information about some condition or state of an external entity that updates in real-time. For example, IDxOrder represents an order to buy or to sell some market instrument that is currently active on a market exchange and multiple orders are active for each symbol at any given moment in time. IDxCandle represent snapshots of aggregate information about trading over a specific time period and there are multiple periods available. The IDxCandle is also an example of IDxTimeSeriesEvent that is a more specific event type. |
| CIDxLastingEvent | |
| CIDxMarketEvent | Abstract base class for all market events. All market events are objects that extend this class. Market event classes are simple beans with setters and getters for their properties and minimal business logic. All market events have EventSymbol property that is defined by this class. |
| CIDxOrder | Order event is a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. Order events give information on several levels of details, called scopes - see Scope. Scope of an order is available via Scope property. |
| CIDxOrderBase | Interface for common fields of Order and SpreadOrder events. Order events represent a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. |
| CIDxProfile | Profile information snapshot that contains security instrument description. It represents the most recent information that is available about the traded security on the market at any given moment of time. |
| CIDxQuote | Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It represents the most recent information that is available about the best quote on the market at any given moment of time. |
| CIDxSeries | 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. |
| CIDxSpreadOrder | Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol.The collection of spread order events of a symbol represents the most recent information that is available about spread orders on the market at any given moment of time. |
| CIDxSummary | Summary information snapshot about the trading session including session highs, lows, etc. It represents the most recent information that is available about the trading session in the market at any given moment of time. |
| CIDxTheoPrice | Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity. |
| CIDxTimeAndSale | 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). |
| CIDxTimeSeriesEvent | Represents time-series snapshots of some process that is evolving in time or actual events in some external system that have an associated time stamp and can be uniquely identified. For example, IDxTimeAndSale events represent the actual sales that happen on a market exchange at specific time moments, while IDxCandle events represent snapshots of aggregate information about trading over a specific time period. |
| CIDxTrade | Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume. It represents the most recent information that is available about the regular last trade price on the market at any given moment of time. |
| CIDxTradeBase | 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 |
| CIDxTradeETH | TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended hours day volume. This 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 the most recent information that is available about ETH last trade on the market at any given moment of time. |
| CIDxUnderlying | 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. |
| CIndexedEventSource | |
| COrderSource | |
| ►Nextras | |
| CEventPrinter | |
| CTimeConverter | |
| ►Nutil | |
| CEventTypeUtil | Class provides operations with EventType. |
| CDXEndpoint | Manages network connections to DXFeed. |
| CDxException | |
| ►CDXFeed | Main entry class for dxFeed API (read it first). |
| CHistoryEventsCollector | |
| CDXFeedEventHandler | The universal event listener class for handling all native events. It is aggregates as simple as snapshots events and calls IDXFeedEventListener<E> from list. This class used as event listener converter from native events wrapper to high-level event listener. |
| ►CDXFeedLastingEventsCollector | Class provides methods for collecting and storing lasting events. |
| CEventsCollection | |
| CEventStorage | |
| CDXFeedSnapshotCollector | |
| CDXFeedSubscription | Subscription for a set of symbols and event types. |
| CDXFeedSymbolsUpdateEventArgs | Represents class contains data for symbols update events. |
| CDXFeedTimeSeriesSubscription | |
| CIDxCandleListener | Interface provides receiving candle events |
| CIDxCandleSnapshotListener | Interface provides receiving candle snapshot events. |
| CIDxConfigurationListener | Interface provides receiving Configuration events. |
| CIDxConnection | Interface provides operations with event subscription |
| CIDXEndpoint | Manages network connections to DXFeed. |
| CIDxEventListener | Interface provides receiving events. |
| CIDXFeed | Main entry class for dxFeed API (read it first). |
| CIDXFeedEventListener | The listener interface for receiving events of the specified type E. |
| CIDxFeedListener | Interface provides receiving events |
| CIDXFeedSubscription | Subscription for a set of symbols and event types. |
| CIDXFeedTimeSeriesSubscription | |
| CIDxFundamentalListener | Interface provides receiving fundamental events. |
| CIDxGreeksListener | Interface provides receiving Greeks events. |
| CIDxGreeksSnapshotListener | Interface provides receiving Greeks snapshot events. |
| CIDxOrderListener | Interface provides receiving order events. |
| CIDxOrderSnapshotListener | Interface provides receiving order snapshot events. |
| CIDxOrderViewListener | Interface provides receiving Order View events. |
| CIDxProfileListener | Interface provides receiving profile events. |
| CIDxQuoteListener | Interface provides receiving quote events. |
| CIDxRegionalBook | |
| CIDxRegionalBookListener | |
| CIDxSeriesListener | Interface provides receiving Series events. |
| CIDxSeriesSnapshotListener | Interface provides receiving Series snapshot events. |
| CIDxSnapshotListener | Interface provides receiving snapshot events. |
| CIDxSpreadOrderListener | Interface provides receiving SpreadOrder events. |
| CIDxSpreadOrderSnapshotListener | Interface provides receiving spread order snapshot events. |
| CIDxSubscription | Interface provides operation with subscription parameters. |
| CIDxTheoPriceListener | Interface provides receiving TheoPrice events. |
| CIDxTimeAndSaleListener | Interface provides receiving TimeAndSale events. |
| CIDxTimeAndSaleSnapshotListener | Interface provides receiving time and sale snapshot events. |
| CIDxTradeETHListener | Interface provides receiving TradeETH events. |
| CIDxTradeListener | Interface provides receiving Trade events. |
| CIDxUnderlyingListener | Interface provides receiving Underlying events. |
| CLastingEventsCollector | Class provides methods for collecting and storing lasting events. This collector expands with universal event listener. |
| CTools | Class provides some helpers for library. |
| ▼Nio | |
| CCSVFormatException | Signals that input stream does not conform to the CSV format. See RFC 4180 for CSV format specification. |
| CCSVReader | Reads data from the stream using Comma-Separated Values (CSV) format. See RFC 4180 for CSV format specification |
| CCSVWriter | Writes data to the stream using Comma-Separated Values (CSV) format. See RFC 4180 for CSV format specification |
| CStreamCompression | Defines byte stream compression format |
| CURLInputStream | |
| ▼Nipf | |
| ►Nimpl | |
| CConstants | |
| CInstrumentProfileComposer | Composer for Instrument Profile Simple File Format. Please see Instrument Profile Format documentation for complete description. |
| CInstrumentProfileParser | Parser for Instrument Profile Simple File Format. Please see Instrument Profile Format documentation for complete description. |
| ►Nlive | |
| CInstrumentProfileConnection | Connects to an instrument profile URL and reads instrument profiles using Simple File Format with support of streaming live updates. Please see Instrument Profile Format documentation for complete description |
| CInstrumentProfileUpdateListener | Notifies about instrument profile changes. |
| CInstrumentProfileUpdater | This class tracks changes in instrument profile snapshot and filter bulk data. It is possible while live streaming connection was broken. Reconnection accompanied with repeated receiving of whole snapshot. This class allow to send user only changed data, i.e without duplicates. |
| ►Noption | |
| COptionChain | Set of option series for a single product or underlying symbol. |
| COptionChainsBuilder | Builder class for a set of option chains grouped by product or underlying symbol |
| COptionSeries | Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc. |
| CDateFormat | |
| CInstrumentProfile | Represents basic profile information about market instrument. Please see Instrument Profile Format documentation for complete description. |
| CInstrumentProfileField | Defines standard fields of InstrumentProfile and provides data access methods. Please see Instrument Profile Format documentation for complete description. |
| CInstrumentProfileFormatException | Signals that input stream does not conform to the Simple File Format. Please see Instrument Profile Format documentation for complete description. |
| CInstrumentProfileReader | Reads instrument profiles from the stream using Simple File Format. Please see Instrument Profile Format documentation for complete description. This reader automatically uses data formats as specified in the stream. Use InstrumentProfileConnection if support for streaming updates of instrument profiles is needed. |
| CInstrumentProfileType | Defines standard types of InstrumentProfile. Note that other (unknown) types can be used without listing in this class - use it for convenience only. Please see Instrument Profile Format documentation for complete description. |
| CInstrumentProfileWriter | Writes instrument profiles to the stream using Simple File Format. Please see Instrument Profile Format documentation for complete description. This writer automatically derives data formats needed to write all meaningful fields. |
| ▼Nnative | |
| ►Napi | |
| CC | |
| CC32 | |
| CC64 | |
| CDxCandle | |
| CDxConfiguration | |
| CDxEventParams | |
| CDxGreeks | |
| CDxOrder | |
| CDxPriceLevel | |
| CDxPriceLevelBook | |
| CDxProfile | |
| CDxQuote | |
| CDxSeries | |
| CDxSnapshotData | |
| CDxSummary | |
| CDxTheoPrice | |
| CDxTimeAndSale | |
| CDxTrade | |
| CDxUnderlying | |
| ►Nevents | |
| CDxMarshal | |
| CMarketEventImpl | Abstract base class for all market events. All market events are objects that extend this class. Market event classes are simple beans with setters and getters for their properties and minimal business logic. All market events have EventSymbol property that is defined by this class. |
| CNativeBufferFactory | |
| CNativeCandle | Candle event with open, high, low, close prices and other information for a specific period.Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment. |
| CNativeConfiguration | Configuration event with application-specific attachment. |
| ►CNativeEventBuffer | |
| CEnumerator | |
| CNativeGreeks | Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. |
| CNativeOrder | Order event is a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. Order events give information on several levels of details, called scopes - see Scope. Scope of an order is available via Scope property. |
| CNativeOrderBase | Base class for common fields of Order and SpreadOrder events. Order events represent a snapshot for a full available market depth for a symbol. The collection of order events of a symbol represents the most recent information that is available about orders on the market at any given moment of time. |
| CNativeProfile | |
| CNativeQuote | Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. It represents the most recent information that is available about the best quote on the market at any given moment of time. |
| CNativeSeries | 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. |
| CNativeSpreadOrder | Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol.The collection of spread order events of a symbol represents the most recent information that is available about spread orders on the market at any given moment of time. |
| CNativeSummary | Summary information snapshot about the trading session including session highs, lows, etc. It represents the most recent information that is available about the trading session in the market at any given moment of time. |
| CNativeTheoPrice | Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity. |
| CNativeTimeAndSale | 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). |
| CNativeTrade | Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume. It represents the most recent information that is available about the regular last trade price on the market at any given moment of time. |
| CNativeTradeBase | Base class 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 |
| CNativeTradeETH | TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended hours day volume. This 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 the most recent information that is available about ETH last trade on the market at any given moment of time. |
| CNativeUnderlying | 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. |
| CNativeConnection | Class provides operations with event subscription |
| CNativeDxException | |
| CNativeRegionalBook | |
| CNativeSnapshotSubscription | Class provides native snapshot subscription |
| CNativeSubscription | Class provides native event subscription |
| CNativeTools | |
| COrderEventBuffer | Simple buffer to collect order events. Not thread safe. |
| COrderViewSubscription | |
| ▼Nutil | |
| CDayUtil | A collection of static utility methods for manipulation of int day id, that is the number of days since Unix epoch of January 1, 1970. |
| CMathUtil | A collection of non-trivial mathematical utility methods. |
| CStringCache | Caches strings and provides lookup methods by raw character data to avoid string construction. It is intended to be used in various parsers to reduce memory footprint and garbage |
| CTimePeriod | Value class for period of time with support for ISO8601 duration format. |