VolOI(68) Category

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
     PrintSymbol(pNxCoreMsg);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)
         printf("Volume Est: %d \n",pField->data.i32Bit);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)
         printf("Volume: %d \n",pField->data.i32Bit);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];
     if (pField->Set)
         printf("Ooen Int Start: %d \n",pField->data.i32Bit);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[3];
     if (pField->Set)
         printf("Open Int Final: %d \n",pField->data.i32Bit);
}

API Documentation