Table of Contents

Struct SnapshotDay

Namespace
MassiveDotNet.Rest.Models
Assembly
MassiveDotNet.Rest.dll

The current trading day's bar inside a snapshot: open, high, low, close, volume, and the day's volume including fractional shares.

[JsonConverter(typeof(SnapshotDayJsonConverter))]
public readonly record struct SnapshotDay : IEquatable<SnapshotDay>
Implements
Inherited Members

Remarks

A struct like Agg (decision D4). It carries no timestamp: the day is the snapshot's own. SnapshotPreviousDay is the same shape without DecimalVolume, which is why the two are separate models (decision D16).

Properties

Close

The close price for the symbol in the given time period.

[JsonPropertyName("c")]
public double Close { get; init; }

Property Value

double

DecimalVolume

The volume including fractional shares. The wire sends this as a decimal string; it is carried as a decimal, which holds the value exactly and keeps the scale the service wrote (decision D38).

[JsonPropertyName("dv")]
public decimal? DecimalVolume { get; init; }

Property Value

decimal?

High

The highest price for the symbol in the given time period.

[JsonPropertyName("h")]
public double High { get; init; }

Property Value

double

IsOtc

Whether this aggregate is for an OTC ticker. The API omits the field entirely when false, which deserializes to false here.

[JsonPropertyName("otc")]
public bool IsOtc { get; init; }

Property Value

bool

Low

The lowest price for the symbol in the given time period.

[JsonPropertyName("l")]
public double Low { get; init; }

Property Value

double

Open

The open price for the symbol in the given time period.

[JsonPropertyName("o")]
public double Open { get; init; }

Property Value

double

Volume

The trading volume of the symbol in the given time period.

[JsonPropertyName("v")]
public double Volume { get; init; }

Property Value

double

VolumeWeightedAveragePrice

The volume weighted average price.

[JsonPropertyName("vw")]
public double VolumeWeightedAveragePrice { get; init; }

Property Value

double