Real-time price data for a contract
Namespace: GF.Api.Contracts
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
The IPrice type exposes the following members.
Properties
Name | Description | |
---|---|---|
![]() | AskPrice |
Best ask price
|
![]() | AskVol |
Best ask volume
|
![]() | BidPrice |
Best bid price
|
![]() | BidVol |
Best bid volume
|
![]() | Change |
last price - prev.Priorsettlement
|
![]() | ChangePercent |
price change in percents
|
![]() | CumulativeLastVol |
Cumulative volume of last same price trades
|
![]() | Fields |
Valid fields
|
![]() | Hidden |
Flag: Don't update UI
|
![]() | HighPrice |
Daily high price
|
![]() | LastDateTime |
Last trade timestamp
|
![]() | LastPrice |
Last traded price
|
![]() | LastVol |
Volume of last trade
|
![]() | LowPrice |
Daily lov price
|
![]() | OpenInterest |
Open interest
|
![]() | OpenPrice |
Daily open price
|
![]() | PendingSettlement |
Settlement of current day
|
![]() | PnLOnly |
Flag: Don't show price, only for position calculations.
|
![]() | Settlement |
Settlement of previous day
|
![]() | SettlementDateTime |
Settlement of previous day
|
![]() | TotalVol |
Total daily volume
|
Remarks
Subscription for price data is controlled by Subscribe(ContractID) and Unsubscribe methods. Client notified of price update by PriceChanged, and latest update is also available in Contract.CurrentPrice property.
See also DOM for depth of market information.
See Also