T4 API 4.7 Documentation
Market
Class that holds blocks of historical bar data.
Definition
Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
C#
public class MarketChartDataVB
Public Class MarketChartData- Inheritance
- Object MarketChartData
Properties
| Aggressor | Whether the aggressor was buying or selling. |
| AtBidOrOffer | Whether the trade occurred at the bid or offer price or somewhere in between |
| BarBidVolume | Trade bid volume of the current data row |
| BarCloseTime | Time of last trade of the current bar |
| BarOfferVolume | Trade offer volume of the current data row |
| BarStartTime | Timestamp of the current bar |
| BarTradeCount | Trade count of the current data row |
| BarTradesAtBid | Count of trades that occurred at the bid |
| BarTradesAtOffer | Count of trades that occurred at the offer |
| BarVolume | Trade volume of the current data row |
| BuySell | The side specified for the RFQ request, if any. |
| Change | What changed on the last Read |
| ClearedVolume | Cleared volume of the current data row. |
| ClosePrice | Closing trade price of the current bar |
| DataType | The bar types |
| Decimals | Price Decimals of the current data row |
| DueToSpread | Whether the trade was due to a spread |
| Eof | Whether we are at the end of the dataset or not |
| HighPrice | High trade of the current bar |
| LowPrice | Low trade price of the current bar |
| MarketID | The market id this data is for |
| MinPriceIncrement | The minimum price movement. |
| Mode | The market mode |
| OpenInterest | Open interest of the current data row. |
| OpenPrice | Opening trade price of the current bar |
| PointValue | Point value of the current data row |
| PriceCode | Price code of the current data row |
| SettlementHeldPrice | Held Settlement price of the current data row. This is a settlement price published before the end of the trading session. |
| SettlementPrice | Settlement price of the current data row |
| Time | Timestamp of the current data row. |
| TotalTradedVolume | Trade volume of the current data row |
| TPOIsClosing | Whether the current TPO price is the closing price for the current TPO interval |
| TPOIsOpening | Whether the current TPO price is the opening price for the current TPO interval |
| TPOPrice | Price of the current TPO |
| TPOStartTime | Start time of the current TPO |
| TPOVolume | Volume of the current TPO |
| TPOVolumeAtBid | Volume that occured at the bid price of the current TPO |
| TPOVolumeAtOffer | Volume that occured at the offer price of the current TPO |
| TradeDate | The trade date of the data. |
| TradePrice | Trade price of the current data row |
| TradeVolume | Trade volume of the current data row |
| Volume | The volume specified for the RFQ request, if any. |
| VWAPrice | Volume weighted average price, or fixing price, of the current data row. |
Methods
| AddPriceIncrements | Add the specified number of minimum price increments to the specified price. |
| CashToPrice | Convert the specified cash amount into it's equivalent decimal price. |
| ClearingToPrice | Converts the specified clearing price into it's trading decimal price. |
| DisplayToPrice | Convert the display string into a decimal price. |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| PriceToCash | Convert the specified decimal price into it's cash equivalent. |
| PriceToClearing | Converts the specified trading decimal price into it's clearing price format, if known. |
| PriceToDisplay | Convert the specified decimal price into it's display string. |
| PriceToReal | Converts the specified trading decimal price into it's real price format, if known. |
| Read | Move to the next record |
| RealToPrice | Converts the specified real format price into it's trading decimal price. |
| RoundPriceDown | Round the specified price down to the nearest valid price. |
| RoundPriceUp | Round the specified price up to the nearest valid price. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| ValidatePrice | Validate the price specified. |