Category Description
OPRA End of Day Summary
Category Identification
| pNxCoreMessage->coreData.Category.pnxStringCategory->Atom | 57 |
| pNxCoreMessage->coreData.Category.pnxStringCategory->String | OPRA_EndOfDaySummary |
Update Time and Frequency
| Approximate Time | Info |
|---|---|
| 00:00 AM | Minimal information from previous session |
| Market close | Updates after market close |
Category Fields | 10
| Index | FieldName | FieldType | C Code | Info |
|---|---|---|---|---|
| 0 | Volume | NxCFT_64BIT | pnxFields[0].data.i64Bit | Volume |
| 1 | OpenInterest | NxCFT_64BIT | pnxFields[1].data.i64Bit | Open Interest |
| 2 | Open | NxCFT_PRICE | pnxFields[2].data.nxPrice | Open price |
| 3 | High | NxCFT_PRICE | pnxFields[3].data.nxPrice | High price |
| 4 | Low | NxCFT_PRICE | pnxFields[4].data.nxPrice | Low price |
| 5 | Close | NxCFT_PRICE | pnxFields[5].data.nxPrice | Close price |
| 6 | NetChange | NxCFT_PRICE | pnxFields[5].data.nxPrice | Net change |
| 7 | Bid | NxCFT_PRICE | pnxFields[7].data.nxPrice | Bid price |
| 8 | Ask | NxCFT_PRICE | pnxFields[8].data.nxPrice | Ask price |
| 9 | UnderlyingPrice | NxCFT_PRICE | pnxFields[9].data.nxPrice | Underlying price |
Code Sample from CategoryDumper project:
void onNxCoreCategory_57(const NxCoreMessage *pNxCoreMsg)
{
NxCategoryField *pField;
// Print the category num and the Symbol
PrintSymbol(pNxCoreMsg);
pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
if (pField->Set)
printf("Volume: %I64d \n",pField->data.i64Bit);
pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
if (pField->Set)
printf("OpenInterest: %I64d \n",pField->data.i64Bit);
pField=&pNxCoreMsg->coreData.Category.pnxFields[2];
if (pField->Set)
printf("Open: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[3];
if (pField->Set)
printf("High: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[4];
if (pField->Set)
printf("Low: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[5];
if (pField->Set)
printf("Close: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[6];
if (pField->Set)
printf("NetChange: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[7];
if (pField->Set)
printf("Bid: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[8];
if (pField->Set)
printf("Ask: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
pField=&pNxCoreMsg->coreData.Category.pnxFields[9];
if (pField->Set)
printf("UnderlyingPrice: %0.4f \n",
pfNxCorePriceToDouble(pField->data.nxPrice.Price,
pField->data.nxPrice.PriceType));
}