Interface ITimeSeriesEvent
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, TimeAndSale events represent the actual sales that happen
on a market exchange at specific time moments, while Candle events represent snapshots
of aggregate information about trading over a specific time period.
For more details see Javadoc.
public interface ITimeSeriesEvent : IIndexedEvent, IEventType- Inherited Members
Properties
EventSource
Gets a source identifier for this event, which is always DEFAULT for time-series events.
IndexedEventSource EventSource { get; }Property Value
Index
Gets or sets unique per-symbol index of this event. Event indices are unique within event symbol. Typically, event index for a time series event includes Time inside.
Implementation notes
The most common scheme for event indices is to set highest 32 bits of event index to event timestamp in seconds. The lowest 32 bits are then split as follows. Bits 22 to 31 encode milliseconds of time stamp, and bits 0 to 21 encode some kind of a sequence number.Ultimately, the scheme for event indices is specific for each even type. The actual classes for specific event types perform the corresponding encoding.
long Index { get; set; }Property Value
Time
Gets or sets timestamp of the event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC.
long Time { get; set; }