Class | Description |
---|---|
AnalyticOrder |
Represents an extension of
Order introducing analytic information, e.g. |
MarketEvent |
Abstract base class for all market events.
|
MarketEventSymbols |
Helper class to compose and parse symbols for market events.
|
MarketMaker |
The Market Maker event captures a snapshot of aggregated top quotes from various market participants,
such as market makers, for a specific symbol.
|
OptionSale |
Option Sale event represents a trade or another market event with the price
(for example, market open/close price, etc.) for each option symbol listed under the specified Underlying.
|
Order |
Order event is a snapshot for a full available market depth for a symbol.
|
OrderBase |
Base class for common fields of
Order , AnalyticOrder , OtcMarketsOrder , NuamOrder
and SpreadOrder events. |
OrderSource | |
OtcMarketsOrder |
Represents an extension of
Order for the symbols traded on the OTC Markets. |
Profile |
Profile information snapshot that contains security instrument description.
|
Quote |
Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
|
SpreadOrder |
Spread order event is a snapshot for a full available market depth for all spreads
on a given underlying symbol.
|
Summary |
Summary information snapshot about the trading session including session highs, lows, etc.
|
TimeAndSale |
Time and Sale represents a trade or other market event with price, like market open/close price, etc.
|
Trade |
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.
|
TradeBase | |
TradeETH |
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.
|
Enum | Description |
---|---|
Direction |
Direction of the price movement.
|
IcebergType |
Type of an iceberg order.
|
OrderAction |
Action enum for the Full Order Book (FOB) Orders.
|
OtcMarketsPriceType |
Type of prices on the OTC Markets.
|
PriceType |
Type of the price value.
|
Scope |
Scope of an order.
|
ShortSaleRestriction |
Short sale restriction on an instrument.
|
Side |
Side of an order or a trade.
|
TimeAndSaleType |
Type of a time and sale event.
|
TradingStatus |
Trading status of an instrument.
|
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