Package | Description |
---|---|
com.dxfeed.event.market |
Provides regular market event classes.
|
com.dxfeed.event.option |
Provides option-related market event classes.
|
Modifier and Type | Class and Description |
---|---|
class |
AnalyticOrder
Represents an extension of
Order introducing analytic information, e.g. |
class |
OptionSale
Option Sale event represents a trade or another market event with the price
(for example, market open/close price, etc.) for each option symbol listed under the specified Underlying.
|
class |
Order
Order event is a snapshot for a full available market depth for a symbol.
|
class |
OrderBase
|
class |
Profile
Profile information snapshot that contains security instrument description.
|
class |
Quote
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
|
class |
SpreadOrder
Spread order event is a snapshot for a full available market depth for all spreads
on a given underlying symbol.
|
class |
Summary
Summary information snapshot about the trading session including session highs, lows, etc.
|
class |
TimeAndSale
Time and Sale represents a trade or other market event with price, like market open/close price, etc.
|
class |
Trade
Trade event is a snapshot of the price and size of the last trade during regular trading hours
and an overall day volume and day turnover.
|
class |
TradeBase
|
class |
TradeETH
TradeETH event is a snapshot of the price and size of the last trade during
extended trading hours and the extended trading hours day volume and day turnover.
|
Modifier and Type | Class and Description |
---|---|
class |
Greeks
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks.
|
class |
Series
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.
|
class |
TheoPrice
Theo price is a snapshot of the theoretical option price computation that is
periodically performed by dxPrice
model-free computation.
|
class |
Underlying
Underlying event is a snapshot of computed values that are available for an option underlying
symbol based on the option prices on the market.
|
Copyright © 2002–2023 Devexperts LLC. All rights reserved.