Category Description
Price, exchange and time of last Bid and Ask for trading session.
Category Identification
| pNxCoreMessage->coreData.Category.pnxStringCategory->Atom | 29 |
| pNxCoreMessage->coreData.Category.pnxStringCategory->String | NxLastQuote |
Update Time and Frequency
| Approximate Time | Info |
|---|---|
| 00:00 AM | Information from previous session |
| 05:15 AM | Current session information |
| 16:36 PM | OPRA information for current day |
Category Fields | 6
| Index | FieldName | FieldType | C Code | Info |
|---|---|---|---|---|
| 0 | Bid | NxCFT_PRICE | pnxFields[0].data.nxPrice | Last Bid price of session |
| 1 | Ask | NxCFT_PRICE | pnxFields[1].data.nxPrice | Last Ask price of session |
| 2 | QuoteTime | NxCFT_TIME | pnxFields[2].data.nxTime | Exchange timestamp of last 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_29(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);
// See table_NxST_EXCHANGE.html for exchange codes
pField=&pNxCoreMsg->coreData.Category.pnxFields[4];
if (pField->Set)
printf("Quote 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[5];
if (pField->Set)
printf("Ask Exg: Table - %d Exchange - %d\n",
pField->data.stringTableItem.ixTable,
pField->data.stringTableItem.idString);
}