EasyLanguage Object Reference

QuoteFields Class

Contains a list of quote field names that can be used to read a Quote["Name"] value from a Quotes or QuotesProvider collection of fields.  

Prices are typically referenced as a .DoubleValue, size values (including Volume and Trades) as an .IntegerValue, Date and Time as a .DateValue,  and names/descriptions as a .StringValue.  Refer to Value Type below to identify the type of property needed to read a specific Quote["Name"] value.   These value types are also shown in the Example section of the EL Dictionary Description pane for a specific field name.

Value1 = QuotesProvider1.Quote["Ask"].DoubleValue;      // gets the numeric value of the current ask (offer)

Value2 = QuotesProvider1.Quote["AskSize"].IntegerValue  // gets the number of shares/contracts of the last ask (offer)

Plot1(QuotesProvider1.Quote["AskDate"].DateValue)       // plots the last ask (offer) date

Plot1(QuotesProvider1.Quote["AskExchange"].StringValue) // plots the exchange name of the last ask (offer)

  Quote fields do not reference history.  In Chart Analysis, they will only plot a value from the current bar forward.

Namespace: tsdata.marketdata

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Properties

Name Summary Value Type
Ask The price at which a security, futures, or other financial instrument is offered for sale. double
AskDate The date of the most recently available ask price. date
AskExchange The exchange from which the last ask was sent. string
AskSize The number of trading units a dealer is prepared to sell for a symbol. integer
AskTime The time of the most recently available ask price. date
Bid The highest price a prospective buyer is prepared to pay at a particular time for a trading unit of a given symbol. double
BidDate The date of the most recently available bid price. date
BidExchange The exchange from which the last bid was sent. string
BidSize The number of trading units a prospective buyer is prepared to purchase for a symbol. integer
BidTime The time of the most recently available bid price. date
BigPointValue The dollar value represented by a full point of price movement. double
CallOpenInterest The daily total Call option open interest of all the options for an underlying stock, index, or future. integer
CallVolume The daily total Call option volume of the options for an underlying stock, index, or future. integer
Category A string containing the field category. string
CurrentOpenInterest The last know open interest for the symbol. integer
DailyClose

The closing price for the trading day.  

double
DailyHigh The high price for the trading day.   double
DailyLimit The number of price increments that a futures symbol can move (from the previous days settlement) before trading is halted. double
DailyLow The low price for the trading day.   double
DailyOpen The opening price for the trading day.   double
DailyTrades The total number of trades for the trading day. integer
DailyTradesDown The number of down trades (price less than previous) for the trading day. integer
DailyTradesUnchanged The number of unchanged trades (price same as previous) for the trading day. integer
DailyTradesUp The number of up trades (price greater than previous) for the trading day. integer
DailyVolume The total trade volume for the trading day. integer
DailyVolumeDown The down trade volume (price less than previous) for the trading day. integer
DailyVolumeUnchanged The unchanged trade volume (price same as previous) for the trading day. integer
DailyVolumeUp The up trade volume (price greater than previous) for the trading day. integer
Description The full name of the symbol. integer
ExchangeListed The exchange under which the symbol is listed. string
ExpirationDate The expiration date of the future or option symbol. date
FirstNoticeDate The first notice of the futures contract. date
High52Week The highest price of the last 52 weeks. double
ImpliedVolatility The calculated value of the implied volatility. string
Last The last price that the symbol was traded. double
LastTradingDate The date of the last day an option, future, position leg or an asset was traded. date
Low52Week The lowest price of the last 52 weeks. double
Margin The amount that you are borrowing when trading on a margin account. double
MinMove The minimum price movement. double
PreviousClose The closing price of the previous day. double
PreviousOpenInterest The open Interest of the previous trading day. integer
PreviousVolume The volume of shares or contracts traded from the previous session. integer
PutOpenInterest The open interest for all Put options trading for the underlying asset. integer
PutVolume The total Put volume. integer
Settlement The specified value from the data feed. double
StrikePrice The stated price per share or per contract for which the underlying asset may be purchased (in the case of a call), or sold (in the case of a put), by the option holder upon exercise of the option contract. double
SymbolRoot The string expression containing the symbol root. string
TradeDate The date of the current trade. date
TradeExchanged The exchange from which the last trade was sent. string
TradeTime The time of the current trade. date
TradeVolume The volume of the current trade. integer
Underlying The specified value from the data feed. string
VWAP The volume weighted average daily price. double
     

 

Inheritance Hierarchy

elsystem.Object

  tsdata.marketdata.QuoteFields