Table of Contents

Class TimeAndSale

Namespace
DxFeed.Graal.Net.Events.Market
Assembly
DxFeed.Graal.Net.dll

Time and Sale represents a trade or other market event with price, like market open/close price, etc. Time and Sales are intended to provide information about trades in a continuous time slice (unlike Trade events which are supposed to provide snapshot about the current last trade).
Time and Sale events have unique Index which can be used for later correction/cancellation processing.
For more details see Javadoc.

[EventCode(EventCodeNative.TimeAndSale)]
public class TimeAndSale : MarketEvent, ITimeSeriesEvent, IIndexedEvent, IEventType
Inheritance
TimeAndSale
Implements
Inherited Members

Constructors

TimeAndSale()

Initializes a new instance of the TimeAndSale class.

public TimeAndSale()

TimeAndSale(string?)

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

public TimeAndSale(string? eventSymbol)

Parameters

eventSymbol string

The specified event symbol.

Fields

MaxSequence

Maximum allowed sequence value. Sequence

public const int MaxSequence = 4194303

Field Value

int

Properties

AggressorSide

Gets or sets aggressor side of this time and sale event.

public Side AggressorSide { get; set; }

Property Value

Side

AskPrice

Gets or sets the current ask price on the market when this time and sale event had occurred.

public double AskPrice { get; set; }

Property Value

double

BidPrice

Gets or sets the current bid price on the market when this time and sale event had occurred.

public double BidPrice { get; set; }

Property Value

double

Buyer

Gets or sets buyer of this time and sale event.

public string? Buyer { get; set; }

Property Value

string

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

ExchangeCode

Gets or sets exchange code of this time and sale event.

public char ExchangeCode { get; set; }

Property Value

char

ExchangeSaleConditions

Gets or sets sale conditions provided for this event by data feed. This field format is specific for every particular data feed.

public string? ExchangeSaleConditions { get; set; }

Property Value

string

Flags

Gets or sets implementation-specific flags. Do not use this method directly.

public int Flags { get; set; }

Property Value

int

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

IsCancel

Gets a value indicating whether this is a cancellation of a previous event. It is false for newly created time and sale event. true if this is a cancellation of a previous event.

public bool IsCancel { get; }

Property Value

bool

IsCorrection

Gets a value indicating whether this is a correction of a previous event. It is false for newly created time and sale event. true if this is a correction of a previous event.

public bool IsCorrection { get; }

Property Value

bool

IsExtendedTradingHours

Gets or sets a value indicating whether this event represents an extended trading hours sale.

public bool IsExtendedTradingHours { get; set; }

Property Value

bool

IsNew

Gets a value indicating whether this is a new event (not cancellation or correction). It is true for newly created time and sale event.

public bool IsNew { get; }

Property Value

bool

IsSpreadLeg

Gets or sets a value indicating whether this event represents a spread leg.

public bool IsSpreadLeg { get; set; }

Property Value

bool

IsValidTick

Gets or sets a value indicating whether this event represents a valid intraday tick. Note, that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.

public bool IsValidTick { get; set; }

Property Value

bool

Price

Gets or sets price of this time and sale event.

public double Price { get; set; }

Property Value

double

Seller

Gets or sets seller of this time and sale event.

public string? Seller { get; set; }

Property Value

string

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.

Size

Gets or sets size of this time and sale event as floating number with fractions.

public double Size { get; set; }

Property Value

double

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

TimeNanoPart

Gets or sets microseconds and nanoseconds time part of event.

public int TimeNanoPart { get; set; }

Property Value

int

TimeNanos

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

public long TimeNanos { get; set; }

Property Value

long

TradeThroughExempt

Gets or sets TradeThroughExempt flag of this time and sale event.

public char TradeThroughExempt { get; set; }

Property Value

char

Type

Gets or sets type of this time and sale event.

public TimeAndSaleType Type { get; set; }

Property Value

TimeAndSaleType

Methods

ToString()

Returns string representation of this time and sale event.

public override string ToString()

Returns

string

The string representation.