Category Description
FixingPrice
A volume-weighted average price for the nearby futures contract
Category Identification
| pNxCoreMessage->coreData.Category.pnxStringCategory->Atom | 85 |
| pNxCoreMessage->coreData.Category.pnxStringCategory->String | FixingPrice |
Update Time and Frequency
| Approximate Time | Info |
|---|---|
| 00:00 AM | Information from previous session |
Category Fields | 1
| Index | FieldName | FieldType | C Code | Info |
|---|---|---|---|---|
| 0 | FixingPrice | NxCFT_PRICE | pnxFields[0].data.nxPrice | Exchange fixing price |
Code Sample from CategoryDumper project:
void onNxCoreCategory_85(const NxCoreMessage *pNxCoreMsg)
{
NxCategoryField *pField;
// Print the category num and the Symbol
PrintSymbol(pNxCoreMsg);
pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
if (pField->Set)
printf("FixingPrice: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
}