Class | Description |
---|---|
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.
|
OrderBase |
Base class for common fields of
Order and SpreadOrder events. |
OrderSource |
Identifies source of
Order and SpreadOrder events. |
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, e.g.
|
Trade |
Trade event is a snapshot of the price and size of the last trade during regular trading hours
and an overall day volume.
|
TradeBase | |
TradeETH |
TradeETH event is a snapshot of the price and size of the last trade during extended
trading hours and the extended hours day volume.
|
Enum | Description |
---|---|
PriceType |
Type of the price value.
|
Scope |
Scope of an order.
|
Side |
Side of an order or a trade.
|
TimeAndSaleType |
Type of a time and sale event.
|
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