CCDF_ClosingReport(56) Category

Category Description

CCDF Closing Report (Consolidate Canadian Data Feed closing report)

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	56
pNxCoreMessage->coreData.Category.pnxStringCategory->String	CCDF_ClosingReport

Update Time and Frequency

Approximate Time	Info
00:00 AM	Minimal information from previous session
Market close	Updates after market close

Category Fields | 12

Index	FieldName	FieldType	C Code	Info
0	Flags	NxCFT_32BIT	pnxFields[0].data.i32Bit	Flags
1	Open	NxCFT_PRICE	pnxFields[1].data.nxPrice	Open price
2	High	NxCFT_PRICE	pnxFields[2].data.nxPrice	High price
3	Low	NxCFT_PRICE	pnxFields[3].data.nxPrice	Low price
4	Last	NxCFT_PRICE	pnxFields[4].data.nxPrice	Last trade price
5	NetChange	NxCFT_PRICE	pnxFields[5].data.nxPrice	Net change
6	Volume	NxCFT_64BIT	pnxFields[6].data.i64Bit	Volume
7	Bid	NxCFT_PRICE	pnxFields[7].data.nxPrice	Bid price
8	Ask	NxCFT_PRICE	pnxFields[8].data.nxPrice	Ask price
9	LastExg	NxCFT_STRING_IDX	pnxFields[9].data.stringTableItem	Last trade exchange from table table_NxST_EXCHANGE.html
10	BidExg	NxCFT_STRING_IDX	pnxFields[10].data.stringTableItem	Bid exchange from table table_NxST_EXCHANGE.html
11	AskExg	NxCFT_STRING_IDX	pnxFields[11].data.stringTableItem	Ask Exchange from table table_NxST_EXCHANGE.html

Flags

Flags is a bit mapped entity that indicates if the values in the closing report matches the values NxCore last updated.

Value	Comments
0x01	Matches Bid
0x02	Matches Ask
0x04	Matches OHLCV

Code Sample from CategoryDumper project:

void onNxCoreCategory_56(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)			 
         printf("Flags: %d \n",pField->data.i32Bit);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)
         printf("Open: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     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));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[4];
     if (pField->Set)
         printf("Last: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[5];
     if (pField->Set)
         printf("Netchange: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[6];
     if (pField->Set)			 
         printf("Volume: %I64d \n",pField->data.i64Bit);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[7];
     if (pField->Set)
         printf("Bid: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[8];
     if (pField->Set)
         printf("Ask: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     // See table_NxST_EXCHANGE.html for exchange codes
     pField=&pNxCoreMsg->coreData.Category.pnxFields[9];		 
     if (pField->Set)
         printf("Last Exg:  Table - %d  Exchange - %d\n",
                pField->data.stringTableItem.ixTable,
                pField->data.stringTableItem.idString);
 			 
     // See table_NxST_EXCHANGE.html for exchange codes
     pField=&pNxCoreMsg->coreData.Category.pnxFields[10];		 
     if (pField->Set)
         printf("Bid Exg:  Table - %d  Exchange - %d\n",
                pField->data.stringTableItem.ixTable,
                pField->data.stringTableItem.idString);
 			 
     // See table_NxST_EXCHANGE.html for exchange codes
     pField=&pNxCoreMsg->coreData.Category.pnxFields[11];		 
     if (pField->Set)
         printf("Ask Exg:  Table - %d  Exchange - %d\n",
                pField->data.stringTableItem.ixTable,
                pField->data.stringTableItem.idString);
}

API Documentation