CandleDataTypes

StockSharp.InteractiveBrokers

Data types on which candles should be based.

Fields

AdjustedLast
public const Level1Fields AdjustedLast
value = CandleDataTypes.AdjustedLast

The last adjusted trade.

Ask
public const Level1Fields Ask
value = CandleDataTypes.Ask

Best ask.

Bid
public const Level1Fields Bid
value = CandleDataTypes.Bid

Best bid.

BidAsk
public const Level1Fields BidAsk
value = CandleDataTypes.BidAsk

Best pair quotes.

FeeRate
public const Level1Fields FeeRate
value = CandleDataTypes.FeeRate

Fee rate.

HistoricalVolatility
public const Level1Fields HistoricalVolatility
value = CandleDataTypes.HistoricalVolatility

Volatility (historical).

ImpliedVolatility
public const Level1Fields ImpliedVolatility
value = CandleDataTypes.ImpliedVolatility

Volatility (implied).

Midpoint
public const Level1Fields Midpoint
value = CandleDataTypes.Midpoint

Spread middle.

RebateRate
public const Level1Fields RebateRate
value = CandleDataTypes.RebateRate

Rebate rate.

Trades
public const Level1Fields Trades
value = CandleDataTypes.Trades

Trades.

YieldAsk
public const Level1Fields YieldAsk
value = CandleDataTypes.YieldAsk

The best profitable offer.

YieldBid
public const Level1Fields YieldBid
value = CandleDataTypes.YieldBid

The best profitable bid.

YieldBidAsk
public const Level1Fields YieldBidAsk
value = CandleDataTypes.YieldBidAsk

Best profitable couple of quotes.

YieldLast
public const Level1Fields YieldLast
value = CandleDataTypes.YieldLast

The last profitable trade.