Struct SnapshotLastTrade

Namespace

MassiveDotNet.Rest.Models

Assembly

MassiveDotNet.Rest.dll

The most recent trade inside a snapshot: price, size, exchange, conditions, and the SIP timestamp.

[JsonConverter(typeof(SnapshotLastTradeJsonConverter))]
public readonly record struct SnapshotLastTrade : IEquatable<SnapshotLastTrade>

Implements

IEquatable<SnapshotLastTrade>

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

Conditions

The condition codes of the trade. The description marks it required; the service omits it when the trade carried no conditions.

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

Property Value

int[]

DecimalSize

The size of the trade including its fractional component. 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). The description marks it required; the service omits it on some tickers in the whole-market snapshot.

[JsonPropertyName("ds")]
public decimal? DecimalSize { get; init; }

Property Value

decimal?

ExchangeId

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

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

Property Value

int

Price

The price of the trade. This is the actual dollar value per whole share of this trade. A trade of 100 shares with a price of $2.00 would be worth a total dollar value of $200.00.

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

Property Value

double

SipTimestamp

The moment the SIP received this trade, 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 trade. The description declares a bare integer; every value overflows int32.

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

Property Value

long

Size

The size (volume) of the trade.

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

Property Value

int

TradeId

The Trade ID which uniquely identifies a trade. These are unique per combination of ticker, exchange, and TRF. For example: A trade for AAPL executed on NYSE and a trade for AAPL executed on NASDAQ could potentially have the same Trade ID.

[JsonPropertyName("i")]
public required string TradeId { get; init; }

Property Value

string