Class HeatmapMarketProfileSnapshot

Namespace

OFT.Rendering.Heatmap

Assembly

OFT.Rendering.dll

Point-in-time values of the instrument's market profile for one period, delivered to heatmap indicators. All price members are prices, not tick indexes.

Added in ATAS 8.0.15.

public sealed record HeatmapMarketProfileSnapshot

Inheritance

object

HeatmapMarketProfileSnapshot

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

HeatmapMarketProfileSnapshot()

public HeatmapMarketProfileSnapshot()

Properties

Close

Last price of the period.

public required decimal Close { get; init; }

Property Value

decimal

Delta

Delta of the period: buy volume minus sell volume.

public required decimal Delta { get; init; }

Property Value

decimal

High

Highest price of the period.

public required decimal High { get; init; }

Property Value

decimal

Low

Lowest price of the period.

public required decimal Low { get; init; }

Property Value

decimal

Open

Opening price of the period.

public required decimal Open { get; init; }

Property Value

decimal

Period

Period the profile covers.

public required HeatmapProfilePeriod Period { get; init; }

Property Value

HeatmapProfilePeriod

Poc

Point of control: the price with the largest traded volume in the period.

public required decimal Poc { get; init; }

Property Value

decimal

TimestampNanos

Time of the profile's last update in nanoseconds since the Unix epoch.

public required long TimestampNanos { get; init; }

Property Value

long

ValueAreaHigh

Upper boundary of the value area of the period.

public required decimal ValueAreaHigh { get; init; }

Property Value

decimal

ValueAreaLow

Lower boundary of the value area of the period.

public required decimal ValueAreaLow { get; init; }

Property Value

decimal

Vwap

Volume-weighted average price of the period.

public required decimal Vwap { get; init; }

Property Value

decimal

Methods

Equals(HeatmapMarketProfileSnapshot?)

public bool Equals(HeatmapMarketProfileSnapshot? other)

Parameters

other HeatmapMarketProfileSnapshot

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(HeatmapMarketProfileSnapshot?, HeatmapMarketProfileSnapshot?)

public static bool operator ==(HeatmapMarketProfileSnapshot? left, HeatmapMarketProfileSnapshot? right)

Parameters

left HeatmapMarketProfileSnapshot

right HeatmapMarketProfileSnapshot

Returns

bool

operator !=(HeatmapMarketProfileSnapshot?, HeatmapMarketProfileSnapshot?)

public static bool operator !=(HeatmapMarketProfileSnapshot? left, HeatmapMarketProfileSnapshot? right)

Parameters

left HeatmapMarketProfileSnapshot

right HeatmapMarketProfileSnapshot

Returns

bool