Class ShortVolume

Namespace

MassiveDotNet.Rest.Models

Assembly

MassiveDotNet.Rest.dll

A day's short sale volume for one stock: the totals, the ratio, and the count at each reporting venue.

public sealed record ShortVolume : IEquatable<ShortVolume>

Inheritance

object

ShortVolume

Implements

IEquatable<ShortVolume>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Remarks

Reference data, so a class (decision D4). TotalShortVolume is the wire's short_volume, renamed because a member may not share its type's name and to sit beside TotalVolume. Date is a bare string in the description and an ISO calendar date on the wire (D-R9).

Properties

AdfShortVolume

Short volume reported via the Alternative Display Facility (ADF), excluding exempt volume.

[JsonPropertyName("adf_short_volume")]
public long? AdfShortVolume { get; init; }

Property Value

long?

AdfShortVolumeExempt

Short volume reported via ADF that was marked as exempt.

[JsonPropertyName("adf_short_volume_exempt")]
public long? AdfShortVolumeExempt { get; init; }

Property Value

long?

Date

The trading date the volumes are for. The description types this a bare string; the wire carries an ISO calendar date (D-R9).

[JsonPropertyName("date")]
public LocalDate Date { get; init; }

Property Value

LocalDate

ExemptVolume

Portion of short volume that was marked as exempt from regulation SHO.

[JsonPropertyName("exempt_volume")]
public double? ExemptVolume { get; init; }

Property Value

double?

NasdaqCarteretShortVolume

Short volume reported from Nasdaq's Carteret facility, excluding exempt volume.

[JsonPropertyName("nasdaq_carteret_short_volume")]
public long? NasdaqCarteretShortVolume { get; init; }

Property Value

long?

NasdaqCarteretShortVolumeExempt

Short volume from Nasdaq Carteret that was marked as exempt.

[JsonPropertyName("nasdaq_carteret_short_volume_exempt")]
public long? NasdaqCarteretShortVolumeExempt { get; init; }

Property Value

long?

NasdaqChicagoShortVolume

Short volume reported from Nasdaq's Chicago facility, excluding exempt volume.

[JsonPropertyName("nasdaq_chicago_short_volume")]
public long? NasdaqChicagoShortVolume { get; init; }

Property Value

long?

NasdaqChicagoShortVolumeExempt

Short volume from Nasdaq Chicago that was marked as exempt.

[JsonPropertyName("nasdaq_chicago_short_volume_exempt")]
public long? NasdaqChicagoShortVolumeExempt { get; init; }

Property Value

long?

NonExemptVolume

Portion of short volume that was not exempt from regulation SHO (i.e., short_volume - exempt_volume).

[JsonPropertyName("non_exempt_volume")]
public double? NonExemptVolume { get; init; }

Property Value

double?

NyseShortVolume

Short volume reported from NYSE facilities, excluding exempt volume.

[JsonPropertyName("nyse_short_volume")]
public long? NyseShortVolume { get; init; }

Property Value

long?

NyseShortVolumeExempt

Short volume from NYSE facilities that was marked as exempt.

[JsonPropertyName("nyse_short_volume_exempt")]
public long? NyseShortVolumeExempt { get; init; }

Property Value

long?

ShortVolumeRatio

The percentage of total volume that was sold short. Calculated as (short_volume / total_volume)

[JsonPropertyName("short_volume_ratio")]
public double? ShortVolumeRatio { get; init; }

Property Value

double?

Ticker

The primary ticker symbol for the stock.

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

Property Value

string

TotalShortVolume

The total volume sold short across every venue; the wire's short_volume.

[JsonPropertyName("short_volume")]
public double? TotalShortVolume { get; init; }

Property Value

double?

TotalVolume

Total reported volume across all venues for the ticker on the given date.

[JsonPropertyName("total_volume")]
public double? TotalVolume { get; init; }

Property Value

double?