Struct SnapshotLastQuote

Namespace

MassiveDotNet.Rest.Models

Assembly

MassiveDotNet.Rest.dll

The most recent NBBO quote inside a snapshot: bid and ask price and size, with the SIP timestamp.

[JsonConverter(typeof(SnapshotLastQuoteJsonConverter))]
public readonly record struct SnapshotLastQuote : IEquatable<SnapshotLastQuote>

Implements

IEquatable<SnapshotLastQuote>

Inherited Members

ValueType.Equals(object)

ValueType.GetHashCode()

ValueType.ToString()

object.Equals(object, object)

object.GetType()

object.ReferenceEquals(object, object)

Remarks

A tick-level type, so a struct (decision D4). SipTimestamp is computed from SipTimestampNanoseconds only when read (decision D5).

Properties

AskPrice

The ask price.

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

Property Value

double

AskSize

The ask size in lots.

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

Property Value

int

BidPrice

The bid price.

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

Property Value

double

BidSize

The bid size in lots.

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

Property Value

int

SipTimestamp

The moment the SIP received this quote, converted from SipTimestampNanoseconds.

[JsonIgnore]
public Instant SipTimestamp { get; }

Property Value

Instant

Remarks

The conversion happens only when read (decision D5).

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