Struct StockTrade

Namespace

MassiveDotNet.WebSocket.Events

Assembly

MassiveDotNet.WebSocket.dll

One streamed stock trade: the T topic.

public readonly record struct StockTrade : IEquatable<StockTrade>

Implements

IEquatable<StockTrade>

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). Timestamps are stored as raw Unix millisecond values and exposed as Instant only when read (D5). The unit differs from REST v3, which sends nanoseconds for the same conceptual field (D-W11).

Properties

Conditions

The trade conditions.

public ConditionSet Conditions { get; init; }

Property Value

ConditionSet

DecimalSize

The trade size 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). Prefer it over Size, which truncates: a trade of less than one share reports a size of zero.

public decimal? DecimalSize { get; init; }

Property Value

decimal?

ExchangeId

The exchange ID.

public int ExchangeId { get; init; }

Property Value

int

ParticipantTimestamp

When the trade occurred at the exchange or TRF.

public Instant? ParticipantTimestamp { get; }

Property Value

Instant?

ParticipantTimestampMilliseconds

The raw participant timestamp, in Unix milliseconds, never after the SIP timestamp.

public long? ParticipantTimestampMilliseconds { get; init; }

Property Value

long?

Price

The price per share.

public double Price { get; init; }

Property Value

double

SequenceNumber

The sequence number, increasing and unique per ticker but not contiguous.

public long SequenceNumber { get; init; }

Property Value

long

SipTimestamp

When the SIP received the trade.

public Instant SipTimestamp { get; }

Property Value

Instant

SipTimestampMilliseconds

The raw SIP timestamp, in Unix milliseconds.

public long SipTimestampMilliseconds { get; init; }

Property Value

long

Size

The trade size.

public long Size { 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

TradeId

The trade ID, unique per ticker, exchange, and TRF combination.

public required string TradeId { get; init; }

Property Value

string

TrfId

The Trade Reporting Facility ID, when the trade was reported through one.

public int? TrfId { get; init; }

Property Value

int?

TrfTimestamp

When the Trade Reporting Facility received the trade.

public Instant? TrfTimestamp { get; }

Property Value

Instant?

TrfTimestampMilliseconds

The raw TRF timestamp, in Unix milliseconds.

public long? TrfTimestampMilliseconds { get; init; }

Property Value

long?