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

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