Package | Description |
---|---|
com.dxfeed.event.candle |
Provides Candle event (open, high, low, close prices and other information
for a specific period) and helper classes.
|
com.dxfeed.event.market |
Provides regular market event classes.
|
com.dxfeed.event.misc |
Provides miscellaneous event classes.
|
com.dxfeed.event.option |
Provides option-related market event classes.
|
Modifier and Type | Class and Description |
---|---|
class |
Candle
Candle event with open, high, low, close prices and other information
for a specific period.
|
class |
DailyCandle
Candle with an additional properties that are collected for optionable indices, stocks, and futures on a
daily basis.
|
Modifier and Type | Class and Description |
---|---|
class |
Order
Order event is a snapshot for a full available market depth for a symbol.
|
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 |
SpreadOrder
Spread order event is a snapshot for a full available market depth for all spreads
on a given underlying symbol.
|
class |
Summary
Summary information snapshot about the trading session including session highs, lows, etc.
|
class |
TimeAndSale
Time and Sale represents a trade (or other market event with price, e.g.
|
class |
Trade
Trade event is a snapshot of the price and size of the last trade during regular trading hours
and an overall day volume.
|
class |
TradeETH
TradeETH event is a snapshot of the price and size of the last trade during extended
trading hours and the extended hours day volume.
|
Modifier and Type | Class and Description |
---|---|
class |
Configuration
Configuration event with application-specific attachment.
|
class |
Message
Message event with application-specific attachment.
|
Modifier and Type | Class and Description |
---|---|
class |
Greeks
Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks.
|
class |
Series
Series event is a snapshot of computed values that are available for all option series for
a given underlying symbol based on the option prices on the market.
|
class |
TheoPrice
Theo price is a snapshot of the theoretical option price computation that is
periodically performed by dxPrice
model-free computation.
|
class |
Underlying
Underlying event is a snapshot of computed values that are available for an option underlying
symbol based on the option prices on the market.
|
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