FundamentalData | NinjaTrader Developer Docs

Definition

FundamentalData is used to access fundamental snapshot data and for subscribing to fundamental data events.

Remember to unsubscribe if you are no longer using the subscription.

Properties

Property	Description
AverageDailyVolume	A double representing the average daily volume
Beta	A double representing the beta
CalendarYearHigh	A double representing the high price of the calendar year
CalendarYearHighDate	A DateTime representing the date of the calendar year’s high price
CalendarYearLow	A double representing the low price of the calendar year
CalendarYearLowDate	A DateTime representing the date of the calendar year’s low price
CurrentRatio	A double representing the current ratio
DividendAmount	A double representing the dividend amount
DividendPayDate	A DateTime representing the date dividends are paid
DividendYield	A double representing the dividend yield
EarningsPerShare	A double representing the earnings per share
FiveYearsGrowthPercentage	A double representing the 5yr growth percent
High52Weeks	A double representing the 52 week high
High52WeeksDate	A DateTime representing the date of the 52 week high price
HistoricalVolatility	A double representing the historical volatility
InsiderOwned	A double representing the insider owned amount
Instrument	An Instrument representing the instrument
Low52Weeks	A double representing the 52 week low
Low52WeeksDate	A DateTime representing the date of the 52 week low price
MarketCap	A double representing the market capitalization
NextYearsEarningsPerShare	A double representing next year’s earnings per share
PercentHeldByInstitutions	A double representing the percent held by institutions
PriceEarningsRatio	A double representing the P/E ratio
RevenuePerShare	A double representing the revenue per share
SharesOutstanding	A long representing the shares outstanding
ShortInterest	A double representing the short interest
ShortInterestRatio	A double representing the short interest ratio
VWAP	A double representing the VWAP
Update	Event handler for subscribing/unsubscribing to market depth events

Syntax

FundamentalData

Examples

// Example of subscribing/unsubscribing to fundamental data from an Add On. The concept can be carried over
// to any NinjaScript object you may be working on.
public class MyAddOnTab : NTTabPage
{
    private Instrument instrument;
    public MyAddOnTab()
    {
        instrument = Instrument.GetInstrument("AAPL");
        if (instrument == null)
            return;
        // Subscribe to fundamental data. Snapshot data is provided right on subscription
        if (!instrument.Dispatcher.HasShutdownStarted)
            instrument.Dispatcher.InvokeAsync(() => instrument.FundamentalData.Update += OnFundamentalData);
        // Printing snapshot fundamental data for average daily volume
        NinjaTrader.Code.Output.Process(instrument.FundamentalData.AverageDailyVolume, PrintTo.OutputTab1);
    }
    // This method is fired on fundamental data events
    private void OnFundamentalData(object sender, FundamentalDataEventArgs e)
    {
        // Do something with fundamental data events
    }
    // Called by TabControl when tab is being removed or window is closed
    public override void Cleanup()
    {
        // Make sure to unsubscribe to the fundamental data subscription
        if (instrument != null)
            instrument.FundamentalData.Update -= OnFundamentalData;
    }
    // Other required NTTabPage members left out for demonstration purposes. Be sure to add them in your own code.
}