Class TheoPrice

Namespace

DxFeed.Graal.Net.Events.Options

Assembly

DxFeed.Graal.Net.dll

Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity.
For more details see Javadoc.

[EventCode(EventCodeNative.TheoPrice)]
public class TheoPrice : MarketEvent, ITimeSeriesEvent, IIndexedEvent, ILastingEvent, IEventType

Inheritance

object

MarketEvent

TheoPrice

Implements

ITimeSeriesEvent

IIndexedEvent

ILastingEvent

IEventType

Inherited Members

MarketEvent.EventSymbol

MarketEvent.EventTime

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Constructors

TheoPrice()

Initializes a new instance of the TheoPrice class.

public TheoPrice()

TheoPrice(string?)

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

public TheoPrice(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

Delta

Gets or sets delta of the theoretical price. Delta is the first derivative of an option price by an underlying price.

public double Delta { 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

Gamma

Gets or sets gamma of the theoretical price. Gamma is the second derivative of an option price by an underlying price.

public double Gamma { get; set; }

Property Value

double

Index

Gets or sets unique per-symbol index of this event. The index is composed of Time and Sequence, invocation of this method changes time and sequence. Do not use this method directly. Change Time and/or Sequence.

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

Price

Gets or sets theoretical option price.

public double Price { 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

UnderlyingPrice

Gets or sets underlying price at the time of theo price computation.

public double UnderlyingPrice { get; set; }

Property Value

double

Methods

ToString()

Returns string representation of this theo price event.

public override string ToString()

Returns

string

The string representation.