Public Types | |
| enum | Enum |
| typedef CHAR | Base |
| enum Enum |
| Enumerator | ||
|---|---|---|
| Bid | '0' | Bid. |
| Offer | '1' | Offer. |
| Trade | '2' | Trade. |
| OpenPrice | '4' | Open Price. |
| SettlementPrice | '6' | Settlement Price. |
| TradingSessionHighPrice | '7' | Trading Session High Price. |
| TradingSessionLowPrice | '8' | Trading Session Low Price. |
| VWAP | '9' | Trading Session Volume Weighted Average Price. |
| ClearedVolume | 'B' | Cleared Volume. |
| OpenInterest | 'C' | Open Interest. |
| ImpliedBid | 'E' | Implied Bid. |
| ImpliedOffer | 'F' | Implied Offer. |
| BookReset | 'J' | Book Reset. |
| SessionHighBid | 'N' | Session High Bid. |
| SessionLowOffer | 'O' | Session Low Offer. |
| FixingPrice | 'W' | Fixing Price. |
| ElectronicVolume | 'e' | Electronic Volume. |
| ThresholdLimitsandPriceBandVariation | 'g' | Threshold Limits and Price Band Variation. |
| MarketBestOffer | 'w' | Market Best Offer. |
| MarketBestBid | 'x' | Market Best Bid. |
