Struct SecDBFileReader.FileRequiredHeader
Contains data from the REQUIRED/system protion of the file header
Inherited Members
System.ValueType.Equals(System.Object)
System.ValueType.GetHashCode()
System.ValueType.ToString()
System.Object.Equals(System.Object, System.Object)
System.Object.GetType()
System.Object.ReferenceEquals(System.Object, System.Object)
Namespace: NFX.Financial.Market.SecDb
Assembly: NFX.dll
Syntax
public struct FileRequiredHeader
Fields
Date
UTC date of market data
Declaration
public readonly DateTime Date
Field Value
Type | Description |
---|---|
System.DateTime |
Depth
Max depth of market quote levels
Declaration
public readonly int Depth
Field Value
Type | Description |
---|---|
System.Int32 |
Exchange
Exchange producing market data
Declaration
public readonly string Exchange
Field Value
Type | Description |
---|---|
System.String |
Instrument
Exchange-specific security name
Declaration
public readonly string Instrument
Field Value
Type | Description |
---|---|
System.String |
OriginLocalTimeName
The name of the origin local time zone/location
Declaration
public readonly string OriginLocalTimeName
Field Value
Type | Description |
---|---|
System.String |
OriginLocalTimeOffset
Offset of the origin local time from UTC
Declaration
public readonly TimeSpan OriginLocalTimeOffset
Field Value
Type | Description |
---|---|
System.TimeSpan |
PriceStep
Instrument's minimal price step
Declaration
public readonly float PriceStep
Field Value
Type | Description |
---|---|
System.Single |
SecurityId
Exchange-specific security ID
Declaration
public readonly string SecurityId
Field Value
Type | Description |
---|---|
System.String |
Shebang
.NIX shebang line
Declaration
public readonly string Shebang
Field Value
Type | Description |
---|---|
System.String |
Symbol
Company-specific security name
Declaration
public readonly string Symbol
Field Value
Type | Description |
---|---|
System.String |
UUID
Company-specific unique file ID
Declaration
public readonly Guid UUID
Field Value
Type | Description |
---|---|
System.Guid |
Version
File format version
Declaration
public readonly int Version
Field Value
Type | Description |
---|---|
System.Int32 |