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Packages that use LastingEvent | |
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com.dxfeed.api | Main package for dxFeed API
(read com.dxfeed.api.DXFeed javadoc first). |
com.dxfeed.event.candle | Defines Candle event (open, high, low, close prices and other information for a specific period) and provides helper classes. |
com.dxfeed.event.market | Defines regular market event classes. |
com.dxfeed.event.misc | Defines miscellaneous event classes. |
com.dxfeed.event.option | Defines option-related market event classes. |
Uses of LastingEvent in com.dxfeed.api |
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Methods in com.dxfeed.api with type parameters of type LastingEvent | ||
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abstract
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DXFeed.getLastEvent(E event)
Returns the last event for the specified symbol and event type. |
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DXFeed.getLastEvents(Collection<E> events)
Returns the last events for the specified symbols and event types. |
Uses of LastingEvent in com.dxfeed.event.candle |
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Classes in com.dxfeed.event.candle that implement LastingEvent | |
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class |
Candle
Candle event with open, high, low, close prices and other information for a specific period. |
Uses of LastingEvent in com.dxfeed.event.market |
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Classes in com.dxfeed.event.market that implement LastingEvent | |
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class |
Profile
Profile information snapshot that contains security instrument description. |
class |
Quote
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. |
class |
Summary
Summary information snapshot about the trading session including session highs, lows, etc. |
class |
Trade
Trade event is a snapshot of the price and size of the last trade and other fields that change with each trade. |
Uses of LastingEvent in com.dxfeed.event.misc |
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Classes in com.dxfeed.event.misc that implement LastingEvent | |
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class |
Configuration
Configuration event with application-specific attachment. |
Uses of LastingEvent in com.dxfeed.event.option |
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Classes in com.dxfeed.event.option that implement LastingEvent | |
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class |
Greeks
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. |
class |
TheoPrice
Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. |
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