Class Candle

Namespace

DxFeed.Graal.Net.Events.Candles

Assembly

DxFeed.Graal.Net.dll

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.

[EventCode(EventCodeNative.Candle)]
public class Candle : ITimeSeriesEvent, IIndexedEvent, ILastingEvent, IEventType

Inheritance

object

Candle

Implements

ITimeSeriesEvent

IIndexedEvent

ILastingEvent

IEventType

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Constructors

Candle()

Initializes a new instance of the Candle class.

public Candle()

Candle(CandleSymbol)

Initializes a new instance of the Candle class with the specified event symbol.

public Candle(CandleSymbol eventSymbol)

Parameters

eventSymbol CandleSymbol

The specified event symbol.

Fields

MaxSequence

Maximum allowed sequence value. Sequence

public const int MaxSequence = 4194303

Field Value

int

Properties

AskVolume

Gets or sets ask volume in this candle as floating number with fractions.

public double AskVolume { get; set; }

Property Value

double

BidVolume

Gets or sets bid volume in this candle as floating number with fractions.

public double BidVolume { get; set; }

Property Value

double

CandleSymbol

Gets or sets candle symbol object.

public CandleSymbol? CandleSymbol { get; set; }

Property Value

CandleSymbol

Close

Gets or sets the last (close) price of this candle.

public double Close { get; set; }

Property Value

double

Count

Gets or sets total number of original trade (or quote) events in this candle.

public long Count { get; set; }

Property Value

long

EventFlags

Gets or sets transactional event flags.

public int EventFlags { get; set; }

Property Value

int

EventSource

Gets a source identifier for this event, which is always DEFAULT for time-series events.

public IndexedEventSource EventSource { get; }

Property Value

IndexedEventSource

EventSymbol

Gets or sets event symbol that identifies this event type DXFeedSubscription. Javadoc.

public string? EventSymbol { get; set; }

Property Value

string

EventTime

Gets or sets time when event was created or zero when time is not available. The difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC or zero when time is not available. Javadoc.

public long EventTime { get; set; }

Property Value

long

High

Gets or sets the maximal (high) price of this candle.

public double High { get; set; }

Property Value

double

ImpVolatility

Gets or sets implied volatility.

public double ImpVolatility { get; set; }

Property Value

double

Index

Gets or sets unique per-symbol index of this time and sale event. Time and sale index is composed of Time and Sequence. Changing either time or sequence changes event index. Do not sets this value directly. Change Time and/or Sequence.

public long Index { get; set; }

Property Value

long

Low

Gets or sets the minimal (low) price of this candle.

public double Low { get; set; }

Property Value

double

Open

Gets or sets the first (open) price of this candle.

public double Open { get; set; }

Property Value

double

OpenInterest

Gets or sets open interest as floating number with fractions.

public double OpenInterest { get; set; }

Property Value

double

Sequence

Gets or sets sequence number of this event to distinguish events that have the same Time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MaxSequence.

public int Sequence { get; set; }

Property Value

int

Exceptions

ArgumentException

If sequence out of range.

Time

Gets or sets timestamp of the original event. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

public long Time { get; set; }

Property Value

long

VWAP

Gets or sets volume-weighted average price (VWAP) in this candle. Total turnover in this candle can be computed with VWAP * Volume.

public double VWAP { get; set; }

Property Value

double

Volume

Gets or sets total volume in this candle as floating number with fractions. Total turnover in this candle can be computed with VWAP * Volume.

public double Volume { get; set; }

Property Value

double

Methods

BaseFieldsToString()

Returns string representation of this candle fields.

protected string BaseFieldsToString()

Returns

string

The string representation.

ToString()

Returns string representation of this candle event.

public override string ToString()

Returns

string

The string representation.