Index Data Event
When we talk about stock market we generally refers to Index such as Dow Jones Industrial Average (DJIA), S&P500, NASDAQ, CNX NIFFTY etc. The Index is a statistical measure of the changes in a portfolio of stocks representing the portion of market.
The Index information is disseminated by exchange on a regular interval and represents the economic indicator value of the underlying portfolio. The Derivative contract of Index is tradable but here we are referring to a non-tradable Index information. The Index Data information can be provided to The BlitzTrader and is easily accessible through API model from your strategy code.
The Index information is retrieved by its a name which should be unique per exchange segment.
IndexData indexData = GetIndexData(ExchangeSegment.NSECM, "CNX NIFTY");
if (indexData != null)
{
double indexValue = indexData.IndexValue;
double lowIndexValue = indexData.LowIndexValue;
.........
.........
}
Receive a real-time Index Data event as a callback of subscribed index name
string errorString = string.Empty;
if (SubscribeIndexDataUpdate(ExchangeSegment.NSEFO, "CNX NIFTY", out errorString))
{
// Index CNX NIFTY is subscribed successfully
}
..........
..........
protected override void OnIndexDataEvent(IndexUpdateEventArgs eventArgs)
{
TraceLogInfo("Index Name: " + eventArgs.IndexName +
", Index Value: " + eventArgs.IndexValue.ToString());
}
The framework for IndexData provides open opportunity to disseminate any kind of information from outside application to your strategy.