Class CandleDataTypes
Data types on which candles should be based.
Inherited Members
Namespace: StockSharp.InteractiveBrokers
Assembly: StockSharp.InteractiveBrokers.dll
Syntax
public static class CandleDataTypes
Fields
AdjustedLast
The last adjusted trade.
Declaration
public const Level1Fields AdjustedLast
Field Value
Type | Description |
---|---|
Level1Fields |
Ask
Best ask.
Declaration
public const Level1Fields Ask
Field Value
Type | Description |
---|---|
Level1Fields |
Bid
Best bid.
Declaration
public const Level1Fields Bid
Field Value
Type | Description |
---|---|
Level1Fields |
BidAsk
Best pair quotes.
Declaration
public const Level1Fields BidAsk
Field Value
Type | Description |
---|---|
Level1Fields |
FeeRate
Fee rate.
Declaration
public const Level1Fields FeeRate
Field Value
Type | Description |
---|---|
Level1Fields |
HistoricalVolatility
Volatility (historical).
Declaration
public const Level1Fields HistoricalVolatility
Field Value
Type | Description |
---|---|
Level1Fields |
ImpliedVolatility
Volatility (implied).
Declaration
public const Level1Fields ImpliedVolatility
Field Value
Type | Description |
---|---|
Level1Fields |
Midpoint
Spread middle.
Declaration
public const Level1Fields Midpoint
Field Value
Type | Description |
---|---|
Level1Fields |
RebateRate
Rebate rate.
Declaration
public const Level1Fields RebateRate
Field Value
Type | Description |
---|---|
Level1Fields |
Trades
Trades.
Declaration
public const Level1Fields Trades
Field Value
Type | Description |
---|---|
Level1Fields |
YieldAsk
The best profitable offer.
Declaration
public const Level1Fields YieldAsk
Field Value
Type | Description |
---|---|
Level1Fields |
YieldBid
The best profitable bid.
Declaration
public const Level1Fields YieldBid
Field Value
Type | Description |
---|---|
Level1Fields |
YieldBidAsk
Best profitable couple of quotes.
Declaration
public const Level1Fields YieldBidAsk
Field Value
Type | Description |
---|---|
Level1Fields |
YieldLast
The last profitable trade.
Declaration
public const Level1Fields YieldLast
Field Value
Type | Description |
---|---|
Level1Fields |