CQG API 4.0 - Revised
CQGTimedBar Interface Members
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Glossary Item Box

Public Properties

Public Property ActualVolume

Returns the actual volume of the timed bar.

Public Property ActualVolumeFractionalReturns the fractional actual volume
Public Property AskFlagVolumeTrades volume with 'buy' aggressor flag
Public Property AskVolume

Returns the ask volume of the timed bar.

Public Property AskVolumeFractionalReturns the fractional ask volume
Public Property Avg

Returns the average value of the timed bar.

Public Property BidFlagVolumeTrades volume with 'sell' aggressor flag
Public Property BidVolume

Returns the bid volume of the timed bar.

Public Property BidVolumeFractionalReturns the fractional bid volume
Public Property Close

Returns the close value of the timed bar.

Public Property CommodityOpenInterestReturns the commodity open interest
Public Property CommodityTickVolumeReturns the commodity tick volume
Public Property CommodityVolumeReturns the commodity volume
Public Property CommodityVolumeFractionalReturns the fractional commodity volume
Public Property ContractOpenInterestReturns the contract open interest
Public Property ContractTickVolumeReturns the contract tick volume
Public Property ContractVolumeReturns the contract volume
Public Property ContractVolumeFractionalReturns the fractional contract volume
Public Property High

Returns the high value of the timed bar.

Public Property HLC3

Returns the ((High+Low+Close)/3) value of the timed bar.

Public Property Low

Returns the low value of the timed bar.

Public Property Mid

Returns the mid-point value of the timed bar.

Public Property Open

Returns the open value of the timed bar.

Public Property OpenInterest

Returns the open intererst of the timed bar.

Public Property Range

Returns the range value of the timed bar.

Public Property TickVolume

Returns the tick volume of the timed bar.

Public Property Timestamp

Returns the timestamp, in the user-configured time zone (CQGAPIConfig.TimeZoneCode).

Public Property TrueHigh

Returns the true high value of the timed bar.

Public Property TrueLow

Returns the true low value of the timed bar.

Public Property TrueRange

Returns the true range value of the timed bar.

See Also