Show / Hide Table of Contents

    Class DayBar

    Represent access to DayBar quote, which contains summary information about instrument prices.

    Namespace: TradingPlatform.BusinessLayer
    Syntax
    public class DayBar : MessageQuote, IXElementSerialization

    Properties

    Ask

    Ask price

    Declaration
    public double Ask { get; set; }
    Property Value
    Type Description
    System.Double

    AskSize

    Ask size

    Declaration
    public double AskSize { get; set; }
    Property Value
    Type Description
    System.Double

    AverageTradedPrice

    Declaration
    public double AverageTradedPrice { get; set; }
    Property Value
    Type Description
    System.Double

    Bid

    Bid price

    Declaration
    public double Bid { get; set; }
    Property Value
    Type Description
    System.Double

    BidSize

    Bid size

    Declaration
    public double BidSize { get; set; }
    Property Value
    Type Description
    System.Double

    BottomPriceLimit

    Declaration
    public double BottomPriceLimit { get; set; }
    Property Value
    Type Description
    System.Double

    Change

    Change value

    Declaration
    public double Change { get; set; }
    Property Value
    Type Description
    System.Double

    ChangePercentage

    Change value in percentage

    Declaration
    public double ChangePercentage { get; set; }
    Property Value
    Type Description
    System.Double

    Delta

    Declaration
    public double Delta { get; set; }
    Property Value
    Type Description
    System.Double

    FundingRate

    Declaration
    public double FundingRate { get; set; }
    Property Value
    Type Description
    System.Double

    Gamma

    Declaration
    public double Gamma { get; set; }
    Property Value
    Type Description
    System.Double

    High

    High price

    Declaration
    public double High { get; set; }
    Property Value
    Type Description
    System.Double

    IV

    Declaration
    public double IV { get; set; }
    Property Value
    Type Description
    System.Double

    Last

    Last price

    Declaration
    public double Last { get; set; }
    Property Value
    Type Description
    System.Double

    LastSize

    Last size

    Declaration
    public double LastSize { get; set; }
    Property Value
    Type Description
    System.Double

    Low

    Low price

    Declaration
    public double Low { get; set; }
    Property Value
    Type Description
    System.Double

    Mark

    Declaration
    public double Mark { get; set; }
    Property Value
    Type Description
    System.Double

    MarkSize

    Declaration
    public double MarkSize { get; set; }
    Property Value
    Type Description
    System.Double

    Open

    Open price

    Declaration
    public double Open { get; set; }
    Property Value
    Type Description
    System.Double

    OpenInterest

    Declaration
    public double OpenInterest { get; set; }
    Property Value
    Type Description
    System.Double

    PreviousClose

    Previous Close price

    Declaration
    public double PreviousClose { get; set; }
    Property Value
    Type Description
    System.Double

    PrevSettlementPrice

    Previous settlement price

    Declaration
    public double PrevSettlementPrice { get; set; }
    Property Value
    Type Description
    System.Double

    Rho

    Declaration
    public double Rho { get; set; }
    Property Value
    Type Description
    System.Double

    Theta

    Declaration
    public double Theta { get; set; }
    Property Value
    Type Description
    System.Double

    Ticks

    Ticks value

    Declaration
    public long Ticks { get; set; }
    Property Value
    Type Description
    System.Int64

    TopPriceLimit

    Declaration
    public double TopPriceLimit { get; set; }
    Property Value
    Type Description
    System.Double

    TotalBuyQuantity

    Declaration
    public double TotalBuyQuantity { get; set; }
    Property Value
    Type Description
    System.Double

    TotalSellQuantity

    Declaration
    public double TotalSellQuantity { get; set; }
    Property Value
    Type Description
    System.Double

    Trades

    Trades value

    Declaration
    public long Trades { get; set; }
    Property Value
    Type Description
    System.Int64

    Vega

    Declaration
    public double Vega { get; set; }
    Property Value
    Type Description
    System.Double

    Volume

    Volume value

    Declaration
    public double Volume { get; set; }
    Property Value
    Type Description
    System.Double
    Back to top Copyright QUANTOWER LLC. © 2017-2021. All rights reserved.