NxFirstQuote(28) Category

Category Description

Price, exchange and time of first Bid and Ask for trading session.

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	28
pNxCoreMessage->coreData.Category.pnxStringCategory->String	NxFirstQuote

Update Time and Frequency

Approximate Time	Info
00:00 AM	Information from previous session
05:15 AM	Current session information
No Updates	No updates throughout the day

Category Fields | 6

Index	FieldName	FieldType	C Code	Info
0	Bid	NxCFT_PRICE	pnxFields[0].data.nxPrice	First Bid price of session
1	Ask	NxCFT_PRICE	pnxFields[1].data.nxPrice	First Ask price of session
2	QuoteTime	NxCFT_TIME	pnxFields[2].data.nxTime	Exchange timestamp of first Quote of session
3	AskTime	NxCFT_TIME	pnxFields[3].data.nxTime	Only set if Ask timestamp differs from Bid timestamp (rare)
4	QuoteExg	NxCFT_STRING_IDX	pnxFields[4].data.stringTableItem	Exchange of Quote, from table table_NxST_EXCHANGE.html
5	AskExg	NxCFT_STRING_IDX	pnxFields[5].data.stringTableItem	Only set if Ask exchange differs from Quote Exchange (rare), from table table_NxST_EXCHANGE.html

Code Sample from CategoryDumper project:

void onNxCoreCategory_28(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)
         printf("Bid: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)
         printf("Ask: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];		 
     if (pField->Set)
         printf("Quote Time: %02d:%02d:%02d \n",
                pField->data.nxTime.Hour,
                pField->data.nxTime.Minute,
                pField->data.nxTime.Second); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[3];		 
     if (pField->Set)
         printf("Ask Time: %02d:%02d:%02d \n",
                pField->data.nxTime.Hour,
                pField->data.nxTime.Minute,
                pField->data.nxTime.Second); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[4];		 
     if (pField->Set)
         printf("Quote Exg: %d \n",
                pField->data.stringTableItem); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[5];		 
     if (pField->Set)
         printf("Ask Exg: %d \n",
                pField->data.stringTableItem);     
}

API Documentation