Class InstrumentDailySummary

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

The statistics of an instrument reported by the exchange (best prices, the last trade, the current and the previous day, the last 24 hours), as the built-in Watchlist columns show them; delivered to Watchlist columns and custom modules. Every value is null while the data feed has not reported it; which values a feed reports depends on the exchange.

Not in ATAS 8.0.15 yet: available from the next version.

public sealed class InstrumentDailySummary

Inheritance

object

InstrumentDailySummary

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

InstrumentDailySummary()

Initializes an empty summary; the platform sets the reported values.

public InstrumentDailySummary()

Properties

BestAskPrice

Best ask price.

public decimal? BestAskPrice { get; init; }

Property Value

decimal?

BestAskVolume

Volume at the best ask.

public decimal? BestAskVolume { get; init; }

Property Value

decimal?

BestBidPrice

Best bid price.

public decimal? BestBidPrice { get; init; }

Property Value

decimal?

BestBidVolume

Volume at the best bid.

public decimal? BestBidVolume { get; init; }

Property Value

decimal?

DayHigh

High of the current trading day.

public decimal? DayHigh { get; init; }

Property Value

decimal?

DayLow

Low of the current trading day.

public decimal? DayLow { get; init; }

Property Value

decimal?

DayOpen

Open of the current trading day.

public decimal? DayOpen { get; init; }

Property Value

decimal?

DayTurnover

Turnover (traded value) of the current trading day.

public decimal? DayTurnover { get; init; }

Property Value

decimal?

DayVolume

Volume of the current trading day.

public decimal? DayVolume { get; init; }

Property Value

decimal?

Last24HoursHigh

High of the last 24 hours (crypto exchanges).

public decimal? Last24HoursHigh { get; init; }

Property Value

decimal?

Last24HoursLow

Low of the last 24 hours (crypto exchanges).

public decimal? Last24HoursLow { get; init; }

Property Value

decimal?

Last24HoursOpen

Open of the last 24 hours (crypto exchanges).

public decimal? Last24HoursOpen { get; init; }

Property Value

decimal?

Last24HoursTurnover

Turnover of the last 24 hours (crypto exchanges).

public decimal? Last24HoursTurnover { get; init; }

Property Value

decimal?

Last24HoursVolume

Volume of the last 24 hours (crypto exchanges).

public decimal? Last24HoursVolume { get; init; }

Property Value

decimal?

LastPrice

Price of the last trade.

public decimal? LastPrice { get; init; }

Property Value

decimal?

LastVolume

Volume of the last trade.

public decimal? LastVolume { get; init; }

Property Value

decimal?

OpenInterest

Open interest.

public decimal? OpenInterest { get; init; }

Property Value

decimal?

PreviousDayClose

Close of the previous trading day.

public decimal? PreviousDayClose { get; init; }

Property Value

decimal?

PreviousDayVolume

Volume of the previous trading day.

public decimal? PreviousDayVolume { get; init; }

Property Value

decimal?

SettlementPrice

Settlement price.

public decimal? SettlementPrice { get; init; }

Property Value

decimal?