Namespace DxFeed.Graal.Net.Events.Candles
Classes
- Candle
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.
- CandleAlignment
Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time.
For more details see Javadoc.
- CandleExchange
Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the candles.
For more details see Javadoc.
- CandlePeriod
Period attribute of CandleSymbol defines aggregation period of the candles. Aggregation period is defined as pair of a Value and Type.
For more details see Javadoc.
- CandlePrice
Price type attribute of CandleSymbol defines price that is used to build the candles.
For more details see Javadoc.
- CandlePriceLevel
Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to price interval. The negative or infinite values of price interval are treated as exceptional.
- Price interval may be equal to zero. It means every unique price creates a particular candle to aggregate all events with this price for the chosen CandlePeriod.
- Non-zero price level creates sequence of intervals starting from 0: ...,[-pl;0),[0;pl),[pl;2*pl),...,[n*pl,n*pl+pl). Events aggregated by chosen CandlePeriod and price intervals.
For more details see Javadoc.
- CandleSession
Session attribute of CandleSymbol defines trading that is used to build the candles.
For more details see Javadoc.
- CandleSymbol
Symbol that should be used with DXFeedSubscription class to subscribe for Candle events. DXFeedSubscription also accepts a string representation of the candle symbol for subscription.
For more details see Javadoc.
- CandleType
Type of the candle aggregation period constitutes CandlePeriod type together its actual Value. For more details see Javadoc.
Interfaces
- ICandleSymbolProperty
Property of the CandleSymbol.
Enums
- CandleAlignment.CandleAlignmentId
List of ids CandleAlignment.
- CandlePrice.CandlePriceId
List of ids CandlePrice.CandlePriceId.
- CandleSession.CandleSessionId
List of ids CandleSession.
- CandleType.CandleTypeId
List of ids CandleType.