Class SecuritySummary

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Summary (daily statistics) of a security, such as best prices and volumes, published by a connector through SecuritySummaryChanged for securities subscribed to Summary. A connector keeps one instance per security and updates it in place; values not received yet are null.

public class SecuritySummary

Inheritance

object

SecuritySummary

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Constructors

SecuritySummary()

Initializes a new instance of the SecuritySummary class with default values.

public SecuritySummary()

SecuritySummary(Security)

Initializes a new instance of the SecuritySummary class with default values.

public SecuritySummary(Security security)

Parameters

security Security

Properties

BestAskPrice

Gets or sets the best asking price for the security.

public decimal? BestAskPrice { get; set; }

Property Value

decimal?

BestAskVolume

Gets or sets the volume available at the best asking price for the security.

public decimal? BestAskVolume { get; set; }

Property Value

decimal?

BestBidPrice

Gets or sets the best bidding price for the security.

public decimal? BestBidPrice { get; set; }

Property Value

decimal?

BestBidVolume

Gets or sets the volume available at the best bidding price for the security.

public decimal? BestBidVolume { get; set; }

Property Value

decimal?

CurrentDayHighPrice

Gets or sets the current day high price value for the security.

public decimal? CurrentDayHighPrice { get; set; }

Property Value

decimal?

CurrentDayLowPrice

Gets or sets the current day low price value for the security.

public decimal? CurrentDayLowPrice { get; set; }

Property Value

decimal?

CurrentDayOpenPrice

Gets or sets the current day open price value for the security.

public decimal? CurrentDayOpenPrice { get; set; }

Property Value

decimal?

CurrentDayTotalVolume

Gets or sets the today trade volume value for the security.

public decimal? CurrentDayTotalVolume { get; set; }

Property Value

decimal?

CurrentDayTurnover

Gets or sets the today turnover for the security.

public decimal? CurrentDayTurnover { get; set; }

Property Value

decimal?

FundingRate

Gets funding rate exchanged between buyers and sellers. During the funding rate cycle.

public decimal? FundingRate { get; set; }

Property Value

decimal?

Last24HighPrice

Gets or sets the 24H high price value for the security.

public decimal? Last24HighPrice { get; set; }

Property Value

decimal?

Last24LowPrice

Gets or sets the 24H low price value for the security.

public decimal? Last24LowPrice { get; set; }

Property Value

decimal?

Last24OpenPrice

Gets or sets the 24H open price value for the security.

public decimal? Last24OpenPrice { get; set; }

Property Value

decimal?

Last24TotalVolume

Gets or sets the 24H trade volume value for the security.

public decimal? Last24TotalVolume { get; set; }

Property Value

decimal?

Last24Turnover

Gets or sets the 24H turnover for the security.

public decimal? Last24Turnover { get; set; }

Property Value

decimal?

LastTradePrice

Price of the last tick
This value may be null if no ticks were received yet.

public decimal? LastTradePrice { get; set; }

Property Value

decimal?

LastTradeVolume

Volume of the last tick
This value may be null if no ticks were received yet.

public decimal? LastTradeVolume { get; set; }

Property Value

decimal?

MarkPrice

A price that reflects the real-time spot price on the major exchanges.

public decimal? MarkPrice { get; set; }

Property Value

decimal?

NextFundingTime

Gets time of the next funding cycle.

public DateTimeOffset? NextFundingTime { get; set; }

Property Value

DateTimeOffset?

OpenInterest

Gets or sets the open interest value for the security.

public decimal? OpenInterest { get; set; }

Property Value

decimal?

PrevDayClosePrice

Gets or sets the previous day close price value for the security.

public decimal? PrevDayClosePrice { get; set; }

Property Value

decimal?

PrevDayTotalVolume

Gets or sets the previous day trade volume value for the security.

public decimal? PrevDayTotalVolume { get; set; }

Property Value

decimal?

Security

Gets or sets the security.

public Security Security { get; init; }

Property Value

Security

SettlementPrice

Gets or sets the settlement price value for the security.

public decimal? SettlementPrice { get; set; }

Property Value

decimal?