DerivativeUniverseData Class Reference

Represents derivative market data including trade and open interest information. More...

Public Member Functions
	DerivativeUniverseData (OpenInterest openInterest)
	Initializes a new instance of DerivativeUniverseData using open interest data. More...
	DerivativeUniverseData (TradeBar tradeBar)
	Initializes a new instance of DerivativeUniverseData using trade bar data. More...
	DerivativeUniverseData (QuoteBar quoteBar)
	Initializes a new instance of DerivativeUniverseData using quote bar data. More...
void	UpdateByTradeBar (TradeBar tradeBar)
	Updates the instance with new trade bar data. More...
void	UpdateByQuoteBar (QuoteBar quoteBar)
	Updates the instance with new quote bar data. More...
void	UpdateByOpenInterest (OpenInterest openInterest)
	Updates the instance with new open interest data. More...
string	ToCsv ()
	Converts the current data to a CSV format string. More...

Detailed Description

Represents derivative market data including trade and open interest information.

Definition at line 25 of file DerivativeUniverseData.cs.

Constructor & Destructor Documentation

DerivativeUniverseData() [1/3]

DerivativeUniverseData.DerivativeUniverseData

(

OpenInterest

openInterest

)

Initializes a new instance of DerivativeUniverseData using open interest data.

Parameters

openInterest

The open interest data.

Definition at line 39 of file DerivativeUniverseData.cs.

DerivativeUniverseData() [2/3]

DerivativeUniverseData.DerivativeUniverseData

(

TradeBar

tradeBar

)

Initializes a new instance of DerivativeUniverseData using trade bar data.

Parameters

tradeBar

The trade bar data.

Definition at line 49 of file DerivativeUniverseData.cs.

DerivativeUniverseData() [3/3]

DerivativeUniverseData.DerivativeUniverseData

(

QuoteBar

quoteBar

)

Initializes a new instance of DerivativeUniverseData using quote bar data.

Parameters

quoteBar

The quote bar data.

Definition at line 63 of file DerivativeUniverseData.cs.

Member Function Documentation

UpdateByTradeBar()

void DerivativeUniverseData.UpdateByTradeBar

(

TradeBar

tradeBar

)

Updates the instance with new trade bar data.

Parameters

tradeBar

The new trade bar data.

Exceptions

ArgumentNullException

Thrown when tradeBar is null.

Definition at line 77 of file DerivativeUniverseData.cs.

UpdateByQuoteBar()

void DerivativeUniverseData.UpdateByQuoteBar

(

QuoteBar

quoteBar

)

Updates the instance with new quote bar data.

Parameters

quoteBar

The new quote bar data.

Definition at line 96 of file DerivativeUniverseData.cs.

UpdateByOpenInterest()

void DerivativeUniverseData.UpdateByOpenInterest

(

OpenInterest

openInterest

)

Updates the instance with new open interest data.

Parameters

openInterest

The new open interest data.

Exceptions

ArgumentNullException

Thrown when openInterest is null.

Definition at line 109 of file DerivativeUniverseData.cs.

ToCsv()

string DerivativeUniverseData.ToCsv

(

)

Converts the current data to a CSV format string.

Returns

A CSV formatted string representing the data.

Definition at line 118 of file DerivativeUniverseData.cs.

---

The documentation for this class was generated from the following file:

• Common/Data/UniverseSelection/DerivativeUniverseData.cs