Interface EquityTradeInfo

Equity trade information including order book and trade statistics

Hierarchy

  • EquityTradeInfo

Properties

bulkBlockDeals: {
    name: string;
}[]

Type declaration

  • name: string
marketDeptOrderBook: {
    ask: {
        price: number;
        quantity: number;
    }[];
    bid: {
        price: number;
        quantity: number;
    }[];
    open: number;
    totalBuyQuantity: number;
    totalSellQuantity: number;
    tradeInfo: {
        activeSeries: string;
        cmAnnualVolatility: string;
        cmDailyVolatility: string;
        ffmc: number;
        impactCost: number;
        marketLot: string;
        totalMarketCap: number;
        totalTradedValue: number;
        totalTradedVolume: number;
    };
    valueAtRisk: {
        adhocMargin: number;
        applicableMargin: number;
        extremeLossMargin: number;
        indexVar: number;
        securityVar: number;
        varMargin: number;
    };
}

Type declaration

  • ask: {
        price: number;
        quantity: number;
    }[]
  • bid: {
        price: number;
        quantity: number;
    }[]
  • open: number
  • totalBuyQuantity: number
  • totalSellQuantity: number
  • tradeInfo: {
        activeSeries: string;
        cmAnnualVolatility: string;
        cmDailyVolatility: string;
        ffmc: number;
        impactCost: number;
        marketLot: string;
        totalMarketCap: number;
        totalTradedValue: number;
        totalTradedVolume: number;
    }
    • activeSeries: string
    • cmAnnualVolatility: string
    • cmDailyVolatility: string
    • ffmc: number
    • impactCost: number
    • marketLot: string
    • totalMarketCap: number
    • totalTradedValue: number
    • totalTradedVolume: number
  • valueAtRisk: {
        adhocMargin: number;
        applicableMargin: number;
        extremeLossMargin: number;
        indexVar: number;
        securityVar: number;
        varMargin: number;
    }
    • adhocMargin: number
    • applicableMargin: number
    • extremeLossMargin: number
    • indexVar: number
    • securityVar: number
    • varMargin: number
noBlockDeals: boolean
securityWiseDP: {
    deliveryQuantity: number;
    deliveryToTradedQuantity: number;
    quantityTraded: number;
    secWiseDelPosDate: string;
    seriesRemarks: null | string;
}

Type declaration

  • deliveryQuantity: number
  • deliveryToTradedQuantity: number
  • quantityTraded: number
  • secWiseDelPosDate: string
  • seriesRemarks: null | string

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