| Class | Description |
|---|---|
| AnalyticOrder |
Represents an extension of
Order introducing analytic information, e.g. |
| MarketEvent |
Abstract base class for all market events.
|
| MarketEventSymbols |
Helper class to compose and parse symbols for market events.
|
| OptionSale |
Option Sale event represents a trade or another market event with the price
(for example, market open/close price, etc.) for each option symbol listed under the specified Underlying.
|
| Order |
Order event is a snapshot for a full available market depth for a symbol.
|
| OrderBase | |
| OrderSource | |
| 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, like market open/close price, etc.
|
| Trade |
Trade event is a snapshot of the price and size of the last trade during regular trading hours
and an overall day volume and day turnover.
|
| TradeBase | |
| TradeETH |
TradeETH event is a snapshot of the price and size of the last trade during
extended trading hours and the extended trading hours day volume and day turnover.
|
| Enum | Description |
|---|---|
| Direction |
Direction of the price movement.
|
| IcebergType |
Type of an iceberg order.
|
| OrderAction |
Action enum for the Full Order Book (FOB) Orders.
|
| PriceType |
Type of the price value.
|
| Scope |
Scope of an order.
|
| ShortSaleRestriction |
Short sale restriction on an instrument.
|
| Side |
Side of an order or a trade.
|
| TimeAndSaleType |
Type of a time and sale event.
|
| TradingStatus |
Trading status of an instrument.
|
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