This method is called when the market data changes. Values are updated immediately with no delay.
void tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry)
|
Parameter |
Description |
|
tickerId |
The ticker Id that was specified previously in the call to reqMktData() |
|
field |
Specifies the type of price. Pass the field value into TickType.getField(int tickType) to retrieve the field description. For example, a field value of 38 will map to bidEFP, etc. |
|
basisPoints |
Annualized basis points, which is representative of the financing rate that can be directly compared to broker rates |
|
formattedBasisPoints |
Annualized basis points as a formatted string that depicts them in percentage form |
|
impliedFuture |
Implied futures price |
|
holdDays |
The number of hold days until the expiry of the EFP |
|
futureExpiry |
The expiration date of the single stock future |
|
dividendImpact |
The dividend impact upon the annualized basis points interest rate |
|
dividendsToExpiry |
The dividends expected until the expiration of the single stock future |