Market data & service

Classes to manage market information (ticker).

Data.

The TickerDTO class.

TickerDTO represents a stock ticker. A stock ticker is a report of the price of certain securities, updated continuously throughout the trading session by the various stock market exchanges. A “tick” is any change in the price of the security, whether that movement is up or down.

Field

Description

currencyPair

Currency pair.

open

The opening price is the first trade price that was recorded during the day’s trading.

last

Last trade field is the price at which the last trade was executed.

bid

The bid price shown represents the highest bid price.

ask

The ask price shown represents the lowest bid price.

high

The day’s high price.

low

The day’s low price.

vwap

Volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day).

volume

Volume is the number of shares or contracts traded.

quoteVolume

Quote volume.

bidSize

The bid size represents the quantity of a security that investors are willing to purchase at a specified bid price.

askSize

The ask size represents the quantity of a security that investors are willing to sell at a specified selling price.

timestamp

The moment at which the account information was retrieved.

Service.

Market service.

Market service and its XChange implementation :

Method

Description

getTicker()

Returns a ticker for a currency pair.