Definition at line 369 of file Fields.h.
◆ Base
◆ 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.
|
Definition at line 373 of file Fields.h.
