NxUncorrectedOHLCV(18) Category

Category Description

Sent if symbol had corrections. Uncorrected Open, High, Low, Last, plus Vol and Tick Vol of Cancelled and Inserted trades.

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	18
pNxCoreMessage->coreData.Category.pnxStringCategory->String	NxUncorrectedOHLCV

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 | 11

Index	FieldName	FieldType	C Code	Info
0	First	NxCFT_PRICE	pnxFields[0].data.nxPrice	Price of first trade of session that is elgible to set Last
1	High	NxCFT_PRICE	pnxFields[1].data.nxPrice	Highest price of session trades elgible to set Last
2	Low	NxCFT_PRICE	pnxFields[2].data.nxPrice	Lowest price of session trades elgible to set Last
3	Last	NxCFT_PRICE	pnxFields[3].data.nxPrice	Last trade price of session
4	CancelVolume	NxCFT_32BIT	pnxFields[4].data.i32Bit	Sum of the sizes of trades that were cancelled
5	InsertVolume	NxCFT_32BIT	pnxFields[5].data.i32Bit	Sum of the sizes of trades that were inserted
6	CancelTicks	NxCFT_32BIT	pnxFields[6].data.i32Bit	Count of cancelled trades
7	InsertTicks	NxCFT_32BIT	pnxFields[7].data.i32Bit	Count of inserted trades
8	AdminCount	NxCFT_32BIT	pnxFields[8].data.i32Bit	Admin count
9	AdminAddVol	NxCFT_32BIT	pnxFields[9].data.i32Bit	Volume added by admin
10	AdminNegVol	NxCFT_32BIT	pnxFields[10].data.i32Bit	Volume removed by admin

Code Sample from CategoryDumper project:

void onNxCoreCategory_18(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)
         printf("First: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)
         printf("High: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];
     if (pField->Set)
         printf("Low: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[3];
     if (pField->Set)
         printf("Last: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType)); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[4];
     if (pField->Set)			 
         printf("Cancel Volume: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[5];
     if (pField->Set)			 
         printf("Insert Volume: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[6];
     if (pField->Set)			 
         printf("Cancel Ticks: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[7];
     if (pField->Set)			 
         printf("Insert Ticks: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[8];
     if (pField->Set)			 
         printf("Admin Count: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[9];
     if (pField->Set)			 
         printf("Volume Added by Admin: %d \n",pField->data.i32Bit); 			 
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[10];
     if (pField->Set)			 
         printf("Volume Removed by Admin: %d \n",pField->data.i32Bit);     
}

API Documentation