public class TradeETH extends TradeBase
TradeETH
event has the following properties:
eventSymbol
- symbol of this event;
eth
- true
when last trade was in extended trading hours;
time
- time of the last trade;
exchangeCode
- exchange code of the last trade;
price
- price of the last trade;
size
- size of the last trade;
dayVolume
- total volume traded for a day.
TradeETH
event defines last trade Price
and DayVolume
for trades that happen during extended trading hours. This event is not defined for symbols that has no
concept of ETH.
When the first trade of regular trading hours (RTH) happens, then TradeETH
event is generated
with ETH
property set to false
. Afterwards, during RTH, TradeETH
event is not
updated and retains information about the last trade and volume of the pre market trading session.
When the first trade of ETH happens, then TradeETH
event is generated with ETH
property
set to true
. Afterwards, during ETH, TradeETH
event is updated on each trade with the last
trade information from post market trading session and total volume of the pre and post market trading session
(excluding the volume of a regular trading session).
Note, that during per and post market sessions, Trade
event also updates, but only its
DayVolume
property changes to reflect the overall official volume as reported by exchanges.
During post market trading session, exchanges may correct their official RTH last trading price, which results
in the update to Trade
event.
TradeETH
DayVolume
to zero in preparation to the next day's pre-market trading session
while leaving all other properties intact.
They reflect information about the last known ETH trade until the next ETH trade happens.
Trade
and TradeETH
events using TradeETH.isETH
method to figure out
which trading session had the most recent trade. The following piece of finds the most
recent last trade price from the given feed
for a given symbol
,
assuming there is a subscription
for both Trade
and TradeETH
events
for the given symbol
:
Note, that the above code works correctly for symbols that has no concept of ETH, too, because in this case theTrade
trade = feed.getLastEvent
(newTrade
(symbol));TradeETH
tradeEth = feed.getLastEvent
(newTradeETH
(symbol)); double extLast = tradeEth.isETH
() ? tradeEth.getPrice
() : trade.getPrice
();
DXFeed.getLastEvent
leaves default values in TradeETH
event properties, which means that ETH
flag is false
and a regular
Trade.getPrice
is used.
TradeETH
and TradeETH&X
for regional exchange extended trade hours.
ETH
property is internally represented as a last bit of the "Flags" field of the record.
Regional records do not explicitly store a field for ExchangeCode
property.Constructor and Description |
---|
TradeETH()
Creates new trade with default values.
|
TradeETH(String eventSymbol)
Creates new trade with the specified event symbol.
|
Modifier and Type | Method and Description |
---|---|
boolean |
isETH()
Returns
true when last trade was in extended trading hours. |
void |
setETH(boolean eth)
Changes flag as to whether last trade was in extended trading hours.
|
String |
toString()
Returns string representation of this trade event.
|
getDayVolume, getExchangeCode, getPrice, getSize, getTime, setDayVolume, setExchangeCode, setPrice, setSize, setTime
getEventSymbol, setEventSymbol
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
getEventSymbol, setEventSymbol
public TradeETH()
public TradeETH(String eventSymbol)
eventSymbol
- event symbol.public boolean isETH()
true
when last trade was in extended trading hours.true
when last trade was in extended trading hours.public void setETH(boolean eth)
eth
- flag as to whether last trade was in extended trading hours.Copyright © 2016 Devexperts. All Rights Reserved.