Table of Contents

Class Underlying

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

Underlying event is a snapshot of computed values that are available for an option 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.Underlying)]
public class Underlying : MarketEvent, ITimeSeriesEvent, IIndexedEvent, ILastingEvent, IEventType
Inheritance
Underlying
Implements
Inherited Members

Constructors

Underlying()

Initializes a new instance of the Underlying class.

public Underlying()

Underlying(string?)

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

public Underlying(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

BackVolatility

Gets or sets back month implied volatility for this underlying based on VIX methodology.

public double BackVolatility { get; set; }

Property Value

double

CallVolume

Gets or sets call options traded volume for a day.

public double CallVolume { 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

FrontVolatility

Gets or sets front month implied volatility for this underlying based on VIX methodology.

public double FrontVolatility { 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

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

Volatility

Gets or sets 30-day implied volatility for this underlying based on VIX methodology.

public double Volatility { get; set; }

Property Value

double

Methods

BaseFieldsToString()

Returns string representation of this underlying fields.

protected string BaseFieldsToString()

Returns

string

The string representation.

ToString()

Returns string representation of this underlying event.

public override string ToString()

Returns

string

The string representation.