FundamentalData

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FundamentalData

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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

ns


/* 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.

}