FundamentalData
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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. |
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 |
FundamentalData
/* 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 Instrument instrument;
public MyAddOnTab(){instrument = Instrument.GetInstrument("AAPL");if (instrument == null)return;// Subscribe to fundamental data. Snapshot data is provided right on subscriptionif (!instrument.Dispatcher.HasShutdownStarted)instrument.Dispatcher.InvokeAsync(() => instrument.FundamentalData.Update += OnFundamentalData);
// Printing snapshot fundamental data for average daily volumeNinjaTrader.Code.Output.Process(instrument.FundamentalData.AverageDailyVolume, PrintTo.OutputTab1);}
// This method is fired on fundamental data eventsprivate void OnFundamentalData(object sender, FundamentalDataEventArgs e){// Do something with fundamental data events }
// Called by TabControl when tab is being removed or window is closedpublic override void Cleanup(){// Make sure to unsubscribe to the fundamental data subscriptionif (instrument != null)instrument.FundamentalData.Update -= OnFundamentalData;}
// Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.} |
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