IPrice Interface

GF API Documentation
Real-time price data for a contract

Namespace:  GF.Api.Contracts
Assembly:  GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

public interface IPrice

The IPrice type exposes the following members.


Public propertyAskPrice
Best ask price
Public propertyAskVol
Best ask volume
Public propertyBidPrice
Best bid price
Public propertyBidVol
Best bid volume
Public propertyChange
last price - prev.Priorsettlement
Public propertyChangePercent
price change in percents
Public propertyCumulativeLastVol
Cumulative volume of last same price trades
Public propertyFields
Valid fields
Public propertyHidden
Flag: Don't update UI
Public propertyHighPrice
Daily high price
Public propertyLastDateTime
Last trade timestamp
Public propertyLastPrice
Last traded price
Public propertyLastVol
Volume of last trade
Public propertyLowPrice
Daily lov price
Public propertyOpenInterest
Open interest
Public propertyOpenPrice
Daily open price
Public propertyPendingSettlement
Settlement of current day
Public propertyPnLOnly
Flag: Don't show price, only for position calculations.
Public propertySettlement
Settlement of previous day
Public propertySettlementDateTime
Settlement of previous day
Public propertyTotalVol
Total daily volume

Data from r/t price feed are stored in form of a Price object. It contains momentary values, like LastPrice, and daily stats, such as HighPrice and LowPrice.
Subscription for price data is controlled by Subscribe(ContractID) and Unsubscribe methods. Client notified of price update by PriceChanged, and latest update is also available in Contract.CurrentPrice property.
See also DOM for depth of market information.
See Also