NxFirstTrade(26) Category

Category Description

Price, size, time and exchange of first trade reports that occur at the prevailing bid or ask price.

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	26
pNxCoreMessage->coreData.Category.pnxStringCategory->String	NxFirstTrade

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 | 8

Index	FieldName	FieldType	C Code	Info
0	AtBidTradePrice	NxCFT_PRICE	pnxFields[0].data.nxPrice	Price of first trade occurring at the Bid Price
1	AtAskTradePrice	NxCFT_PRICE	pnxFields[1].data.nxPrice	Price of first trade occurring at the Ask Price
2	AtBidTradeSize	NxCFT_32BIT	pnxFields[2].data.i32Bit	Size of trade
3	AtAskTradeSize	NxCFT_32BIT	pnxFields[3].data.i32Bit	Size of trade
4	AtBidTradeTime	NxCFT_TIME	pnxFields[4].data.nxTime	Exchange timestamp of trade
5	AtAskTradeTime	NxCFT_TIME	pnxFields[5].data.nxTime	Exchange timestamp of trade
6	AtBidTradeExg	NxCFT_STRING_IDX	pnxFields[6].data.stringTableItem	Exchange where trade executed, from table table_NxST_EXCHANGE.html
7	AtAskTradeExg	NxCFT_STRING_IDX	pnxFields[7].data.stringTableItem	Exchange where trade executed, from table table_NxST_EXCHANGE.html

Code Sample from CategoryDumper project:

void onNxCoreCategory_26(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)
         printf("AtBidTradePrice: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)
         printf("AtAskTradePrice: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];
     if (pField->Set)			 
         printf("AtBidTradeSize: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[3];
     if (pField->Set)			 
         printf("AtAskTradeSize: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[4];		 
     if (pField->Set)
         printf("AtBidTradeTime: %02d:%02d:%02d \n",
                pField->data.nxTime.Hour,
                pField->data.nxTime.Minute,
                pField->data.nxTime.Second); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[5];		 
     if (pField->Set)
         printf("AtAskTradeTime: %02d:%02d:%02d \n",
                pField->data.nxTime.Hour,
                pField->data.nxTime.Minute,
                pField->data.nxTime.Second); 			 
 			 
     // See table_NxST_EXCHANGE.html for exchange codes
     pField=&pNxCoreMsg->coreData.Category.pnxFields[6];		 
     if (pField->Set)
         printf("AtBidTradeExg:  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[7];		 
     if (pField->Set)
         printf("AtAskTradeExg:  Table - %d  Exchange - %d\n",
                pField->data.stringTableItem.ixTable,
                pField->data.stringTableItem.idString);     
}

API Documentation