TimeBar

Rti

PB_OFFSET = 100000, is the offset added for each MNM field id

Implements: IMessage<TimeBar>, IMessage, IEquatable<TimeBar>, IDeepCloneable<TimeBar>, IBufferMessage

Properties

AskVolume : ulong

PB_OFFSET + MNM_TIME_BAR_ASK_VOLUME

BidVolume : ulong

PB_OFFSET + MNM_TIME_BAR_BID_VOLUME

ClosePrice : double

PB_OFFSET + MNM_CLOSE_TRADE_PRICE

Exchange : string

PB_OFFSET + MNM_EXCHANGE

HasAskVolume : bool

Gets whether the "ask_volume" field is set

HasBidVolume : bool

Gets whether the "bid_volume" field is set

HasClosePrice : bool

Gets whether the "close_price" field is set

HasExchange : bool

Gets whether the "exchange" field is set

HasHighPrice : bool

Gets whether the "high_price" field is set

HasLowPrice : bool

Gets whether the "low_price" field is set

HasMarker : bool

Gets whether the "marker" field is set

HasMustClearSettlementPrice : bool

Gets whether the "must_clear_settlement_price" field is set

HasNumTrades : bool

Gets whether the "num_trades" field is set

HasOpenPrice : bool

Gets whether the "open_price" field is set

HasPeriod : bool

Gets whether the "period" field is set

HasSettlementPrice : bool

Gets whether the "settlement_price" field is set

HasSettlementPriceIndicator : bool

Gets whether the "settlement_price_indicator" field is set

HasSymbol : bool

Gets whether the "symbol" field is set

HasTemplateId : bool

Gets whether the "template_id" field is set

HasType : bool

Gets whether the "type" field is set

HasVolume : bool

Gets whether the "volume" field is set

HighPrice : double

PB_OFFSET + MNM_HIGH_PRICE

LowPrice : double

PB_OFFSET + MNM_LOW_PRICE

Marker : int

PB_OFFSET + MNM_TIME_BAR_MARKER

MustClearSettlementPrice : bool

PB_OFFSET + MNM_DISPLAY_INDICATOR

NumTrades : ulong

PB_OFFSET + MNM_TIME_BAR_NUM_TRADES

OpenPrice : double

PB_OFFSET + MNM_OPEN_PRICE

Period : string

PB_OFFSET + MNM_TIME_BAR_PERIOD

SettlementPrice : double

PB_OFFSET + MNM_SETTLEMENT_PRICE

SettlementPriceIndicator : bool

PB_OFFSET + MNM_PRICING_INDICATOR

Symbol : string

PB_OFFSET + MNM_SYMBOL

TemplateId : int

PB_OFFSET + MNM_TEMPLATE_ID

Type : BarType

PB_OFFSET + MNM_DATA_BAR_TYPE

Volume : ulong

PB_OFFSET + MNM_TIME_BAR_TRADE_VOLUME

Methods

ClearAskVolume()

Clears the value of the "ask_volume" field

ClearBidVolume()

Clears the value of the "bid_volume" field

ClearClosePrice()

Clears the value of the "close_price" field

ClearExchange()

Clears the value of the "exchange" field

ClearHighPrice()

Clears the value of the "high_price" field

ClearLowPrice()

Clears the value of the "low_price" field

ClearMarker()

Clears the value of the "marker" field

ClearMustClearSettlementPrice()

Clears the value of the "must_clear_settlement_price" field

ClearNumTrades()

Clears the value of the "num_trades" field

ClearOpenPrice()

Clears the value of the "open_price" field

ClearPeriod()

Clears the value of the "period" field

ClearSettlementPrice()

Clears the value of the "settlement_price" field

ClearSettlementPriceIndicator()

Clears the value of the "settlement_price_indicator" field

ClearSymbol()

Clears the value of the "symbol" field

ClearTemplateId()

Clears the value of the "template_id" field

ClearType()

Clears the value of the "type" field

ClearVolume()

Clears the value of the "volume" field

Fields

AskVolumeFieldNumber : int

Field number for the "ask_volume" field.

BidVolumeFieldNumber : int

Field number for the "bid_volume" field.

ClosePriceFieldNumber : int

Field number for the "close_price" field.

ExchangeFieldNumber : int

Field number for the "exchange" field.

HighPriceFieldNumber : int

Field number for the "high_price" field.

LowPriceFieldNumber : int

Field number for the "low_price" field.

MarkerFieldNumber : int

Field number for the "marker" field.

MustClearSettlementPriceFieldNumber : int

Field number for the "must_clear_settlement_price" field.

NumTradesFieldNumber : int

Field number for the "num_trades" field.

OpenPriceFieldNumber : int

Field number for the "open_price" field.

PeriodFieldNumber : int

Field number for the "period" field.

SettlementPriceFieldNumber : int

Field number for the "settlement_price" field.

SettlementPriceIndicatorFieldNumber : int

Field number for the "settlement_price_indicator" field.

SymbolFieldNumber : int

Field number for the "symbol" field.

TemplateIdFieldNumber : int

Field number for the "template_id" field.

TypeFieldNumber : int

Field number for the "type" field.

VolumeFieldNumber : int

Field number for the "volume" field.