Struct StockQuote

Namespace

MassiveDotNet.WebSocket.Events

Assembly

MassiveDotNet.WebSocket.dll

One streamed NBBO stock quote: the Q topic.

public readonly record struct StockQuote : IEquatable<StockQuote>

Implements

IEquatable<StockQuote>

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 (D4), with the raw epoch stored and the instant computed (D5).

Properties

AskExchangeId

The ask exchange ID.

public int AskExchangeId { get; init; }

Property Value

int

AskPrice

The ask price.

public double AskPrice { get; init; }

Property Value

double

AskSize

The number of shares sellers are offering at the ask price.

public long AskSize { get; init; }

Property Value

long

BidExchangeId

The bid exchange ID.

public int BidExchangeId { get; init; }

Property Value

int

BidPrice

The bid price.

public double BidPrice { get; init; }

Property Value

double

BidSize

The number of shares buyers are bidding for at the bid price.

public long BidSize { get; init; }

Property Value

long

Condition

The quote condition. A single code, unlike a trade's set.

public int? Condition { get; init; }

Property Value

int?

Indicators

The quote indicators.

public ConditionSet Indicators { get; init; }

Property Value

ConditionSet

SequenceNumber

The sequence number, reset each trading session.

public long SequenceNumber { get; init; }

Property Value

long

SipTimestamp

When the SIP received the quote.

public Instant SipTimestamp { get; }

Property Value

Instant

SipTimestampMilliseconds

The raw SIP timestamp, in Unix milliseconds.

public long SipTimestampMilliseconds { get; init; }

Property Value

long

Tape

The tape: 1 = NYSE, 2 = AMEX, 3 = Nasdaq.

public int? Tape { get; init; }

Property Value

int?

Ticker

The ticker symbol, interned across events.

public required string Ticker { get; init; }

Property Value

string