MarketDataEventArgs

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MarketDataEventArgs

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Definition

Represents a change in level one market data and is passed as a parameter in the OnMarketData() method.
 

Methods and Parameters

Ask

A double value representing the ask price

Bid

A double value representing the bid price

Instrument

A Instrument object representing the instrument of the market data

IsReset

A bool value representing if a UI reset is needed after a manual disconnect.

 

Note: This is only relevant for columns. Whenever this property is true, the UI needs to be reset.

MarketDataType

Possible values are:

MarketDataType.Ask

MarketDataType.Bid

MarketDataType.DailyHigh

MarketDataType.DailyLow

MarketDataType.DailyVolume

MarketDataType.Last

MarketDataType.LastClose (prior session close)

MarketDataType.Opening

MarketDataType.OpenInterest (supported by IQFeed, Kinetick)

MarketDataType.Settlement

Price

A double value representing the price

Time

A DateTime structure representing the time

ToString()

A string representation of the MarketDataEventArgs object

Volume

A long value representing volume

 

 

Critical: If used with TickReplay, please keep in mind Tick Replay ONLY replays the Last market data event, and only stores the best inside bid/ask price at the time of the last trade event.  You can think of this as the equivalent of the bid/ask price at the time a trade was reported. Please also see Developing for Tick Replay.

 

 

Tips

Not all connectivity providers support all MarketDataTypes.
For an example of how to use IsReset please see \MarketAnalyzerColumns\AskPrice.cs

 

 

Examples

ns


protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
    // Print some data to the Output window
    if (marketDataUpdate.MarketDataType == MarketDataType.Last)
        Print("Last = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
    else if (marketDataUpdate.MarketDataType == MarketDataType.Ask)
        Print("Ask = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
    else if (marketDataUpdate.MarketDataType == MarketDataType.Bid)
        Print("Bid = " + marketDataUpdate.Price + " " + marketDataUpdate.Volume);
}