Table of Contents

Class Series

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

Series event is a snapshot of computed values that are available for all option series for a given underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.
For more details see Javadoc.

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

Constructors

Series()

Initializes a new instance of the Series class.

public Series()

Series(string?)

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

public Series(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

CallVolume

Gets or sets call options traded volume for a day.

public double CallVolume { get; set; }

Property Value

double

Dividend

Gets or sets implied simple dividend return of the corresponding option series.

public double Dividend { get; set; }

Property Value

double

EventFlags

Gets or sets transactional event flags.

public int EventFlags { get; set; }

Property Value

int

EventSource

Gets a source for this event. This method always returns DEFAULT.

public IndexedEventSource EventSource { get; }

Property Value

IndexedEventSource

Expiration

Gets or sets day id of expiration.

public int Expiration { get; set; }

Property Value

int

Examples

DayUtil.GetDayIdByYearMonthDay(20090117)
See Also

ForwardPrice

Gets or sets implied forward price for this option series.

public double ForwardPrice { get; set; }

Property Value

double

Index

Gets or sets unique per-symbol index of this event.

public long Index { get; set; }

Property Value

long

Interest

Gets or sets implied simple interest return of the corresponding option series.

public double Interest { get; set; }

Property Value

double

OptionVolume

Gets options traded volume for a day.

public double OptionVolume { get; }

Property Value

double

PutCallRatio

Gets or sets ratio of put options traded volume to call options traded volume for a day.

public double PutCallRatio { get; set; }

Property Value

double

PutVolume

Gets or sets put options traded volume for a day.

public double PutVolume { 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 event in milliseconds. Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

public long Time { get; set; }

Property Value

long

TimeSequence

Gets or sets time and sequence of this series packaged into single long value. This method is intended for efficient series time priority comparison. Do not use this method directly. Change Time and/or Sequence.

public long TimeSequence { get; set; }

Property Value

long

Volatility

Gets or sets implied volatility index for this series based on VIX methodology.

public double Volatility { get; set; }

Property Value

double

Methods

ToString()

Returns string representation of this series event.

public override string ToString()

Returns

string

The string representation.