Class Quote
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
It represents the most recent information that is available about the best quote on the market
at any given moment of time.
For more details see Javadoc.
[EventCode(EventCodeNative.Quote)]
public class Quote : MarketEvent, ILastingEvent, IEventType
- Inheritance
-
Quote
- Implements
- Inherited Members
Constructors
Quote()
Initializes a new instance of the Quote class.
public Quote()
Quote(string?)
Initializes a new instance of the Quote class with the specified event symbol.
public Quote(string? eventSymbol)
Parameters
eventSymbol
stringThe specified event symbol.
Fields
MaxSequence
Maximum allowed sequence value. Sequence
public const int MaxSequence = 4194303
Field Value
Properties
AskExchangeCode
Gets or sets ask exchange code.
public char AskExchangeCode { get; set; }
Property Value
AskPrice
Gets or sets ask price.
public double AskPrice { get; set; }
Property Value
AskSize
Gets or sets ask size.
public double AskSize { get; set; }
Property Value
AskTime
Gets or sets time of the last ask change.
Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
This time is always transmitted with seconds precision, so the result of this method is
usually a multiple of 1000.
You can set the actual millisecond-precision time here to publish event and
the millisecond part will make the time of this quote even precise up to a millisecond.
public long AskTime { get; set; }
Property Value
BidExchangeCode
Gets or sets bid exchange code.
public char BidExchangeCode { get; set; }
Property Value
BidPrice
Gets or sets bid price.
public double BidPrice { get; set; }
Property Value
BidSize
Gets or sets bid size.
public double BidSize { get; set; }
Property Value
BidTime
Gets or sets time of the last bid change.
Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
This time is always transmitted with seconds precision, so the result of this method is
usually a multiple of 1000.
You can set the actual millisecond-precision time here to publish event and
the millisecond part will make the time of this quote even precise up to a millisecond.
public long BidTime { get; set; }
Property Value
Sequence
Gets or sets sequence number of this quote to distinguish quotes 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
Exceptions
- ArgumentException
If sequence out of range.
Time
Gets time of the last bid or ask change. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
public long Time { get; }
Property Value
TimeNanoPart
Gets or sets microseconds and nanoseconds part of time of the last bid or ask change. This method changes TimeNanos result.
public int TimeNanoPart { get; set; }
Property Value
TimeNanos
Gets time of the last bid or ask change in nanoseconds. Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
public long TimeNanos { get; }
Property Value
Methods
ToString()
Returns string representation of this quote event.
public override string ToString()
Returns
- string
The string representation.