NinjaScript > Language Reference > Add On

Definition

FundamentalData is used to access fundamental snapshot data and for subscribing to fundamental data events.

Note: Remember to unsubscribe if you are no longer using the subscription.

Properties

AverageDailyVolume	A double representing the average daily volume
Beta	A double representing the beta
CalendarYearHigh	A double representing the high price of the calendar year
CalendarYearHighDate	A DateTime representing the date of the calendar year's high price
CalendarYearLow	A double representing the low price of the calendar year
CalendarYearLowDate	A DateTime representing the date of the calendar year's low price
CurrentRatio	A double representing the current ratio
DividendAmount	A double representing the dividend amount
DividendPayDate	A DateTime representing the date dividends are paid
DividendYield	A double representing the dividend yield
EarningsPerShare	A double representing the earnings per share
FiveYearsGrowthPercentage	A double representing the 5yr growth percent
High52Weeks	A double representing the 52 week high
High52WeeksDate	A DateTime representing the date of the 52 week high price
HistoricalVolatility	A double representing the historical volatility
InsiderOwned	A double representing the insider owned amount
Instrument	An Instrument representing the instrument
Low52Weeks	A double representing the 52 week low
Low52WeeksDate	A DateTime representing the date of the 52 week low price
MarketCap	A double representing the market capitalization
NextYearsEarningsPerShare	A double representing next year's earnings per share
PercentHeldByInstitutions	A double representing the percent held by institutions
PriceEarningsRatio	A double representing the P/E ratio
RevenuePerShare	A double representing the revenue per share
SharesOutstanding	A long representing the shares outstanding
ShortInterest	A double representing the short interest
ShortInterestRatio	A double representing the short interest ratio
VWAP	A double representing the VWAP
Update	Event handler for subscribing/unsubscribing to market depth events

Syntax

FundamentalData

Example


/* Example of subscribing/unsubscribing to fundamental data from an Add On. The concept can be carried over to any NinjaScript object you may be working on. */ public class MyAddOnTab : NTTabPage { private FundamentalData fundamentalData; public MyAddOnTab() { // Subscribe to fundamental data. Snapshot data is provided right on subscription fundamentalData = new FundamentalData(value); fundamentalData.Update += OnFundamentalData; // Printing snapshot fundamental data for average daily volume NinjaTrader.Code.Output.Process(fundamentalData.AverageDailyVolume, PrintTo.OutputTab1); } // This method is fired on fundamental data events private void OnFundamentalData(object sender, FundamentalDataEventArgs e) { // Do something with fundamental data events } // Called by TabControl when tab is being removed or window is closed public override void Cleanup() { // Make sure to unsubscribe to the fundamental data subscription if (fundamentalData != null) fundamentalData.Update -= OnFundamentalData; } // Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code. }

/* Example of subscribing/unsubscribing to fundamental data from an Add On. The concept can be carried over

to any NinjaScript object you may be working on. */

public class MyAddOnTab : NTTabPage

{

private FundamentalData fundamentalData;

public MyAddOnTab()

{

// Subscribe to fundamental data. Snapshot data is provided right on subscription

fundamentalData = new FundamentalData(value);

fundamentalData.Update += OnFundamentalData;

// Printing snapshot fundamental data for average daily volume

NinjaTrader.Code.Output.Process(fundamentalData.AverageDailyVolume, PrintTo.OutputTab1);

}

// This method is fired on fundamental data events

private void OnFundamentalData(object sender, FundamentalDataEventArgs e)

{

// Do something with fundamental data events

}

// Called by TabControl when tab is being removed or window is closed

public override void Cleanup()

{

// Make sure to unsubscribe to the fundamental data subscription

if (fundamentalData != null)

fundamentalData.Update -= OnFundamentalData;

}

// Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.

}