PriceSeries Class

Defines the structure for an object that accesses a series of indexed price values based on a trading intervals (bars).

Namespace: tsdata.marketdata

Properties

   Additional properties, methods, and events are described in the classes listed under Inheritance Hierarchy (see below).

  Name Type Description
Public property Close[index] double Gets the closing price of the bar interval with the specified index.
Public property Count int Gets the number of available historical bar intervals in the price series.
Public property High[index] double Gets the high price of the bar interval with the specified index.
Public property LastBarIsClosed bool True when the last bar is closed and next bar not yet opened.
Public property LastBarIsOpen bool True when the last bar is open and active.
Public property LastBarIsSessionClosed bool True when the session ended on the last bar.
Public property Low[index] double Low price of the trading interval with the specified index.
Public property Open[index] double Opening price of the trading interval with the specified index.
Public property OpenInterest[index] double Number of outstanding contracts for an option.
Public property Ticks[index] double Gets the total number of trades within the specified bar interval.
Public property TicksDown[index] double Gets the number of trades where the price is down from the previous trade in a bar.
Public property TicksUnchanged[index] double Gets the number of trades where the price is unchanged from the previous trade in a bar.
Public property TicksUp[index] double Gets the number of trades where the price is up from the previous trade in a bar.
Public property Time[index] datetime Gets the time stamp of the bar interval with the specified index.
Public property Volume[index] double Gets the total trade volume (shares/contracts) within the specified bar interval.
Public property VolumeDown[index] double Gets the trade volume where the price is down from the previous trade in a bar.
Public property VolumeUnchanged[index] double Gets the trade volume where the price is unchanged from the previous trade in a bar.
Public property VolumeUp[index] double Gets the trade volume where the price is up from the previous trade in a bar.
Events
  Name Description
 Public event Updated Occurs whenever the PriceDataStream object is updated. See PriceSeriesUpdatedEventArgs for the properties returned by the handler's args parameter.
Inheritance Hierarchy

elsystem.Object

tsdata.marketdata.PriceSeries