TickByTickDataTypes
StockSharp.InteractiveBrokers
Tick-by-tick data types.
Fields
AllLast
public const Level1Fields AllLast
value = TickByTickDataTypes.AllLast
All last trades.
BidAsk
public const Level1Fields BidAsk
value = TickByTickDataTypes.BidAsk
Best pair quotes.
Last
public const Level1Fields Last
value = TickByTickDataTypes.Last
Last trade.
Midpoint
public const Level1Fields Midpoint
value = TickByTickDataTypes.Midpoint
Spread middle.