EntryTypes Struct Reference

Exposes list of entry types. More...

Public Types
enum	Enum {   Undefined = -1, Bid = '0', Offer = '1', Trade = '2',   OpeningPrice = '4', ClosingPrice = '5', TradingSessionHighPrice = '7', TradingSessionLowPrice = '8',   TradingSessionVwapPrice = '9', TradeVolume = 'B', EmptyBook = 'J', FirstPaidPrice = 'x',   LastPaidPrice = 'y', TradeVolumeOffBook = 'z' }

Detailed Description

Exposes list of entry types.

Member Enumeration Documentation

enum Enum

Enumerator
Undefined	Used to identify absence of value.
Bid	Buy.
Offer	Sell.
Trade	Trade.
OpeningPrice	Opening Price.
ClosingPrice	Closing Price.
TradingSessionHighPrice	Trading Session High Price.
TradingSessionLowPrice	Trading Session Low Price.
TradingSessionVwapPrice	Trading Session VWAP Price.
TradeVolume	Trade Volume.
EmptyBook	Empty Book.
FirstPaidPrice	First Paid Price.
LastPaidPrice	Last Paid Price.
TradeVolumeOffBook	Trade Volume Off Book.