API Documentation

Category Description

Volume and Option Interest

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom 68
pNxCoreMessage->coreData.Category.pnxStringCategory->String VolOI

Update Time and Frequency

Approximate Time Info
00:00 AM Information from previous session
05:15 AM Current session information
Constant Updates Constant updates throughout the day

Category Fields | 4

Index FieldName FieldType C Code Info
0 VolumeEst NxCFT_32BIT pnxFields[0].data.i32Bit Estimated or approximate current volume
1 Volume NxCFT_32BIT pnxFields[1].data.i32Bit Official volume usually posted the following day
2 OpnIntStart NxCFT_32BIT pnxFields[2].data.i32Bit Open Interest before start of session date
3 OpnIntFinal NxCFT_32BIT pnxFields[3].data.i32Bit Open Interest at end of session date (usually not available until next day)

Code Sample from CategoryDumper project:

void onNxCoreCategory_68(const NxCoreMessage *pNxCoreMsg)
     NxCategoryField *pField;
     // Print the category num and the Symbol
     if (pField->Set)
         printf("Volume Est: %d \n",pField->data.i32Bit);
     if (pField->Set)
         printf("Volume: %d \n",pField->data.i32Bit);
     if (pField->Set)
         printf("Ooen Int Start: %d \n",pField->data.i32Bit);
     if (pField->Set)
         printf("Open Int Final: %d \n",pField->data.i32Bit);