Struct HistoricQuote

Namespace

MassiveDotNet.Rest.Models

Assembly

MassiveDotNet.Rest.dll

One NBBO quote from the deprecated v2 historic ticks endpoint. Prefer Quote, which the v3 endpoint returns.

[JsonConverter(typeof(HistoricQuoteJsonConverter))]
public readonly record struct HistoricQuote : IEquatable<HistoricQuote>

Implements

IEquatable<HistoricQuote>

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Remarks

Generated members only: no computed instants are added, because a consumer who wants them is meant to move to Quote. The description marks T, f, and i required although its own example omits all three, and declares the nanosecond timestamps as bare integers; the map corrects both, and each corrected row says so.

Properties

AskExchangeId

The ask exchange ID. See Exchanges for Massive's mapping of exchange IDs.

[JsonPropertyName("X")]
public int AskExchangeId { get; init; }

Property Value

int

AskPrice

The ask price.

[JsonPropertyName("P")]
public double AskPrice { get; init; }

Property Value

double

AskSize

The ask size. This represents the number of shares sellers are offering at the given ask price.

[JsonPropertyName("S")]
public int AskSize { get; init; }

Property Value

int

BidExchangeId

The bid exchange ID. See Exchanges for Massive's mapping of exchange IDs.

[JsonPropertyName("x")]
public int BidExchangeId { get; init; }

Property Value

int

BidPrice

The bid price.

[JsonPropertyName("p")]
public double BidPrice { get; init; }

Property Value

double

BidSize

The bid size. This represents the number of shares buyers are bidding for at the given bid price.

[JsonPropertyName("s")]
public int BidSize { get; init; }

Property Value

int

Conditions

A list of condition codes.

[JsonPropertyName("c")]
[JsonConverter(typeof(PooledArrayConverter<int>))]
public required int[] Conditions { get; init; }

Property Value

int[]

Indicators

The indicator codes. The description marks it required; the published example omits it.

[JsonPropertyName("i")]
[JsonConverter(typeof(PooledArrayConverter<int>))]
public int[]? Indicators { get; init; }

Property Value

int[]

ParticipantTimestampNanoseconds

The nanosecond Unix timestamp at which the quote was generated at the exchange. The description declares a bare integer; every value overflows int32.

[JsonPropertyName("y")]
public long ParticipantTimestampNanoseconds { get; init; }

Property Value

long

SequenceNumber

The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11).

[JsonPropertyName("q")]
public long SequenceNumber { get; init; }

Property Value

long

SipTimestampNanoseconds

The nanosecond Unix timestamp at which the SIP received this quote. The description declares a bare integer; every value overflows int32.

[JsonPropertyName("t")]
public long SipTimestampNanoseconds { get; init; }

Property Value

long

Tape

There are 3 tapes which define which exchange the ticker is listed on. These are integers in our objects which represent the letter of the alphabet. Eg: 1 = A, 2 = B, 3 = C. * Tape A is NYSE listed securities * Tape B is NYSE ARCA / NYSE American * Tape C is NASDAQ

[JsonPropertyName("z")]
public int Tape { get; init; }

Property Value

int

Ticker

The exchange symbol that this item is traded under. The description marks it required; the published example omits it.

[JsonPropertyName("T")]
public string? Ticker { get; init; }

Property Value

string

TrfTimestampNanoseconds

The nanosecond Unix timestamp at which the trade reporting facility received this quote, when it passed through one. The description marks it required; the published example omits it.

[JsonPropertyName("f")]
public long? TrfTimestampNanoseconds { get; init; }

Property Value

long?