Class Summary |
Event |
Abstract base class for all types of events. |
MarketEventSymbols |
Helper class to compose and parse symbols for market events. |
Order |
Order event for full available market depth for a symbol. |
Profile |
Security profile-related information that contains description. |
Quote |
Quote event with best bid and ask, and other fields that change with each quote. |
Summary |
Summary information 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 with the price and size of the last trade and other fields that change with each trade. |