Represents an extension of
Abstract base class for all market events.
Helper class to compose and parse symbols for market events.
Order event is a snapshot for a full available market depth for a symbol.
Profile information snapshot that contains security instrument description.
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol.
Summary information snapshot about the trading session including session highs, lows, etc.
Time and Sale represents a trade or other market event with price, like market open/close price, etc.
Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume and day turnover.
TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended trading hours day volume and day turnover.
Direction of the price movement.
Type of an iceberg order.
Action enum for the Full Order Book (FOB) Orders.
Type of the price value.
Scope of an order.
Short sale restriction on an instrument.
Side of an order or a trade.
Type of a time and sale event.
Trading status of an instrument.
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