|
||||||||||
PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES |
See:
Description
Class Summary | |
---|---|
MarketEvent | Abstract base class for all market events. |
MarketEventSymbols | Helper class to compose and parse symbols for market events. |
Order | Order event is a snapshot for a full available market depth for a symbol. |
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. |
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, e.g. market open/close price, etc.). |
Trade | Trade event is a snapshot of the price and size of the last trade and other fields that change with each trade. |
Enum Summary | |
---|---|
PriceType | Type of the price value. |
Side | Side of an order or a trade. |
Defines regular market event classes.
|
||||||||||
PREV PACKAGE NEXT PACKAGE | FRAMES NO FRAMES |