GenericFieldTypes
Market data fields.
Fields
public const GenericFieldTypes AuctionPrice
value = GenericFieldTypes.AuctionPrice
Auction Price Auction values (volume, price and imbalance) Returns TickType.AuctionVolume, TickType.AuctionPrice, TickType.AuctionImbalance.
public const GenericFieldTypes AverageOptVolume
value = GenericFieldTypes.AverageOptVolume
Average Option Volume (currently for stocks).
public const GenericFieldTypes BondAnalyticData
value = GenericFieldTypes.BondAnalyticData
Bond analytic data.
public const GenericFieldTypes CloseImpliedVolatility
value = GenericFieldTypes.CloseImpliedVolatility
Close Implied Volatility.
public const GenericFieldTypes CloseImpliedVolatility2
value = GenericFieldTypes.CloseImpliedVolatility2
Close Implied Volatility.
public const GenericFieldTypes CttTickTag
value = GenericFieldTypes.CttTickTag
Ctt Tick Tag.
public const GenericFieldTypes FundamentalRatios
value = GenericFieldTypes.FundamentalRatios
Fundamental Ratios Tick Type.
public const GenericFieldTypes FuturesMargins
value = GenericFieldTypes.FuturesMargins
Futures Margins.
public const GenericFieldTypes HistoricalVolatility
value = GenericFieldTypes.HistoricalVolatility
Historical Volatility For stocks only. Returns TickType.OptionHistoricalVol.
public const GenericFieldTypes IBWarrantImpVolCompeteTick
value = GenericFieldTypes.IBWarrantImpVolCompeteTick
IB Warrant Imp Vol Compete Tick.
public const GenericFieldTypes IndexFuturePremium
value = GenericFieldTypes.IndexFuturePremium
Index Future Premium Returns TickType.IndexFuturePremium.
public const GenericFieldTypes Inventory
value = GenericFieldTypes.Inventory
Inventory Type.
public const GenericFieldTypes IssuerFundamentals
value = GenericFieldTypes.IssuerFundamentals
Issuer Fundamentals.
public const GenericFieldTypes LastRthTrade
value = GenericFieldTypes.LastRthTrade
Last RTH Trade.
public const GenericFieldTypes MarkPrice
value = GenericFieldTypes.MarkPrice
Mark Price Used in TWS P/L Computations Returns TickType.MarkPrice.
public const GenericFieldTypes MiscellaneousStats
value = GenericFieldTypes.MiscellaneousStats
Miscellaneous Stats Returns TickType.Low13Week, TickType.High13Week, TickType.Low26Week, TickType.High26Week, TickType.Low52Week, TickType.High52Week and TickType.AverageVolume.
public const GenericFieldTypes MonetaryClosePrice
value = GenericFieldTypes.MonetaryClosePrice
Monetary Close Price.
public const GenericFieldTypes MonitorTickTag
value = GenericFieldTypes.MonitorTickTag
MonitorTickTag.
public const GenericFieldTypes OptionImpliedVolatility
value = GenericFieldTypes.OptionImpliedVolatility
Option Implied Volatility For stocks only. Returns TickType.OptionImpliedVol.
public const GenericFieldTypes OptionOpenInterest
value = GenericFieldTypes.OptionOpenInterest
Option Open Interest For stocks only. Returns TickType.OptionCallOpenInterest and TickType.OptionPutOpenInterest.
public const GenericFieldTypes OptionVolume
value = GenericFieldTypes.OptionVolume
Option Volume For stocks only. Returns TickType.OptionCallVolume and TickType.OptionPutVolume.
public const GenericFieldTypes ParticipationMonitor
value = GenericFieldTypes.ParticipationMonitor
Participation Monitor.
public const GenericFieldTypes RealTimeClose
value = GenericFieldTypes.RealTimeClose
RTCLOSE.
public const GenericFieldTypes RealTimeHistoricalVolatility
value = GenericFieldTypes.RealTimeHistoricalVolatility
Realtime Historical Volatility.
public const GenericFieldTypes RealTimeVolume
value = GenericFieldTypes.RealTimeVolume
Real Time Volume Tick Type.
public const GenericFieldTypes RfqTickRespTag
value = GenericFieldTypes.RfqTickRespTag
Rfq Tick Resp Tag.
public const GenericFieldTypes Shortable
value = GenericFieldTypes.Shortable
Shortable Ticks.
public const GenericFieldTypes TradeCount
value = GenericFieldTypes.TradeCount
Trade Count.
public const GenericFieldTypes VolumeRate
value = GenericFieldTypes.VolumeRate
Volume Rate.