FieldTypes
Incoming Tick Types.
Fields
public const FieldTypes AskEfpComputation
value = FieldTypes.AskEfpComputation
Ask EFP Computation.
public const FieldTypes AuctionImbalance
value = FieldTypes.AuctionImbalance
Auction Imbalance.
public const FieldTypes AuctionVolume
value = FieldTypes.AuctionVolume
Auction Volume.
public const FieldTypes AverageVolume
value = FieldTypes.AverageVolume
Average Volume.
public const FieldTypes BidEfpComputation
value = FieldTypes.BidEfpComputation
Bid EFP Computation.
public const FieldTypes CloseEfpComputation
value = FieldTypes.CloseEfpComputation
Close EFP Computation.
public const FieldTypes CustOptionComputation
value = FieldTypes.CustOptionComputation
returns calculated implied volatility as a result of an calculateImpliedVolatility( ) request.
public const FieldTypes FundamentalRatios
value = FieldTypes.FundamentalRatios
Fundamental Ratios.
public const FieldTypes Halted
value = FieldTypes.Halted
When trading is halted for a contract, TWS receives a special tick: haltedLast=1. When trading is resumed, TWS receives haltedLast=0. A new tick type, HALTED, tick ID = 49, is now available in regular market data via the API to indicate this halted state. Possible values for this new tick type are: 0 = Not halted 1 = Halted.
public const FieldTypes High13Week
value = FieldTypes.High13Week
High Price over last 13 weeks.
public const FieldTypes High26Week
value = FieldTypes.High26Week
High Price over last 26 weeks.
public const FieldTypes High52Week
value = FieldTypes.High52Week
High Price over last 52 weeks.
public const FieldTypes HighEfpComputation
value = FieldTypes.HighEfpComputation
High EFP Computation.
public const FieldTypes IndexFuturePremium
value = FieldTypes.IndexFuturePremium
Index Future Premium.
public const FieldTypes LastEfpComputation
value = FieldTypes.LastEfpComputation
Last EFP Computation.
public const FieldTypes LastRthTrade
value = FieldTypes.LastRthTrade
Last Regular Trading Hours Trade.
public const FieldTypes LastTimestamp
value = FieldTypes.LastTimestamp
Last Time Stamp.
public const FieldTypes Low13Week
value = FieldTypes.Low13Week
Low Price over last 13 weeks.
public const FieldTypes Low26Week
value = FieldTypes.Low26Week
Low Price over last 26 weeks.
public const FieldTypes Low52Week
value = FieldTypes.Low52Week
Low Price over last 52 weeks.
public const FieldTypes LowEfpComputation
value = FieldTypes.LowEfpComputation
Low EFP Computation.
public const FieldTypes OpenEfpComputation
value = FieldTypes.OpenEfpComputation
Open EFP Computation.
public const FieldTypes OptionAskExchange
value = FieldTypes.OptionAskExchange
Option Ask Exchange.
public const FieldTypes OptionBidExchange
value = FieldTypes.OptionBidExchange
Option Bid Exchange.
public const FieldTypes OptionCallOpenInterest
value = FieldTypes.OptionCallOpenInterest
Option Call Open Interest.
public const FieldTypes OptionCallVolume
value = FieldTypes.OptionCallVolume
Option Call Volume.
public const FieldTypes OptionHistoricalVolatility
value = FieldTypes.OptionHistoricalVolatility
Option Historical Volatility.
public const FieldTypes OptionImpliedVolatility
value = FieldTypes.OptionImpliedVolatility
Option Implied Volatility.
public const FieldTypes OptionPutOpenInterest
value = FieldTypes.OptionPutOpenInterest
Option Put Open Interest.
public const FieldTypes OptionPutVolume
value = FieldTypes.OptionPutVolume
Option Put Volume.
public const FieldTypes RealTimeHistoricalVolatility
value = FieldTypes.RealTimeHistoricalVolatility
Real Time Historical Volatility.
public const FieldTypes RealTimeVolume
value = FieldTypes.RealTimeVolume
Real Time Volume.