API Documentation

Category Description

Highest and lowest prices and respective dates over contract's lifetime not including current session.

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom 15
pNxCoreMessage->coreData.Category.pnxStringCategory->String ContractHiLo

Update Time and Frequency

Approximate Time Info
00:00 AM Information from previous session
05:15 AM Current session information
Occasional Updates Occasional updates throughout the day

Category Fields | 4

Index FieldName FieldType C Code Info
0 HighDate NxCFT_DATE pnxFields[0].data.nxDate Date of the high price
1 LowDate NxCFT_DATE pnxFields[1].data.nxDate Date of the low price
2 High NxCFT_PRICE pnxFields[2].data.nxPrice The high price
3 Low NxCFT_PRICE pnxFields[3].data.nxPrice The low price

Code Sample from CategoryDumper project:

void onNxCoreCategory_15(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];		 
     if (pField->Set)
         printf("High Date: %02d/%02d/%d \n",
                pField->data.nxDate.Month,
                pField->data.nxDate.Day,
                pField->data.nxDate.Year); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];		 
     if (pField->Set)
         printf("Low Date: %02d/%02d/%d \n",
                pField->data.nxDate.Month,
                pField->data.nxDate.Day,
                pField->data.nxDate.Year); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];
     if (pField->Set)
         printf("High: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[3];
     if (pField->Set)
         printf("Low: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));     
}