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)); }