Level1Fields

AccruedCouponIncome

public const Level1Fields AccruedCouponIncome

value = Level1Fields.AccruedCouponIncome

Accrued coupon income (ACI).

AfterSplit

public const Level1Fields AfterSplit

value = Level1Fields.AfterSplit

Price after split.

AsksCount

public const Level1Fields AsksCount

value = Level1Fields.AsksCount

Number of asks.

AsksVolume

public const Level1Fields AsksVolume

value = Level1Fields.AsksVolume

Ask volume.

AveragePrice

public const Level1Fields AveragePrice

value = Level1Fields.AveragePrice

Average price per session.

AverageTrueRange

public const Level1Fields AverageTrueRange

value = Level1Fields.AverageTrueRange

ATR.

BeforeSplit

public const Level1Fields BeforeSplit

value = Level1Fields.BeforeSplit

Price before split.

BestAsk

public const Level1Fields BestAsk

value = Level1Fields.BestAsk

Best ask.

BestAskPrice

public const Level1Fields BestAskPrice

value = Level1Fields.BestAskPrice

Best ask price.

BestAskTime

public const Level1Fields BestAskTime

value = Level1Fields.BestAskTime

Best ask time.

BestAskVolume

public const Level1Fields BestAskVolume

value = Level1Fields.BestAskVolume

Best sell volume.

BestBid

public const Level1Fields BestBid

value = Level1Fields.BestBid

Best bid.

BestBidPrice

public const Level1Fields BestBidPrice

value = Level1Fields.BestBidPrice

Best bid price.

BestBidTime

public const Level1Fields BestBidTime

value = Level1Fields.BestBidTime

Best bid time.

BestBidVolume

public const Level1Fields BestBidVolume

value = Level1Fields.BestBidVolume

Best buy volume.

Beta

public const Level1Fields Beta

value = Level1Fields.Beta

Beta.

BidsCount

public const Level1Fields BidsCount

value = Level1Fields.BidsCount

Number of bids.

BidsVolume

public const Level1Fields BidsVolume

value = Level1Fields.BidsVolume

Bids volume.

BuyBackDate

public const Level1Fields BuyBackDate

value = Level1Fields.BuyBackDate

BuyBack date.

BuyBackPrice

public const Level1Fields BuyBackPrice

value = Level1Fields.BuyBackPrice

BuyBack price.

Change

public const Level1Fields Change

value = Level1Fields.Change

Change,%.

ClosePrice

public const Level1Fields ClosePrice

value = Level1Fields.ClosePrice

Closing price.

CommissionMaker

public const Level1Fields CommissionMaker

value = Level1Fields.CommissionMaker

Commission (maker).

CommissionTaker

public const Level1Fields CommissionTaker

value = Level1Fields.CommissionTaker

Commission (taker).

CouponDate

public const Level1Fields CouponDate

value = Level1Fields.CouponDate

Coupon date.

CouponPeriod

public const Level1Fields CouponPeriod

value = Level1Fields.CouponPeriod

Coupon period.

CouponValue

public const Level1Fields CouponValue

value = Level1Fields.CouponValue

Coupon value.

CurrentRatio

public const Level1Fields CurrentRatio

value = Level1Fields.CurrentRatio

Liquidity (current).

Decimals

public const Level1Fields Decimals

value = Level1Fields.Decimals

Number of digits in price after coma.

Delta

public const Level1Fields Delta

value = Level1Fields.Delta

Delta.

Dividend

public const Level1Fields Dividend

value = Level1Fields.Dividend

The dividend amount on shares.

Duration

public const Level1Fields Duration

value = Level1Fields.Duration

Duration.

ExtensionInfo

public const Level1Fields ExtensionInfo

value = Level1Fields.ExtensionInfo

Extended information.

FloatShort

public const Level1Fields FloatShort

value = Level1Fields.FloatShort

Float Short.

ForwardPriceEarnings

public const Level1Fields ForwardPriceEarnings

value = Level1Fields.ForwardPriceEarnings

Price target/profit.

Gamma

public const Level1Fields Gamma

value = Level1Fields.Gamma

Gamma.

GrossMargin

public const Level1Fields GrossMargin

value = Level1Fields.GrossMargin

Assets margin (gross).

HighAskPrice

public const Level1Fields HighAskPrice

value = Level1Fields.HighAskPrice

Highest ask during the session.

HighAskVolume

public const Level1Fields HighAskVolume

value = Level1Fields.HighAskVolume

Volume of the highest ask.

HighBidPrice

public const Level1Fields HighBidPrice

value = Level1Fields.HighBidPrice

Maximum bid during the session.

HighPrice

public const Level1Fields HighPrice

value = Level1Fields.HighPrice

Highest price.

HighPrice52Week

public const Level1Fields HighPrice52Week

value = Level1Fields.HighPrice52Week

The highest price for 52 weeks.

HistoricalVolatility

public const Level1Fields HistoricalVolatility

value = Level1Fields.HistoricalVolatility

Volatility (historical).

HistoricalVolatilityMonth

public const Level1Fields HistoricalVolatilityMonth

value = Level1Fields.HistoricalVolatilityMonth

Volatility (month).

HistoricalVolatilityWeek

public const Level1Fields HistoricalVolatilityWeek

value = Level1Fields.HistoricalVolatilityWeek

Volatility (week).

Imbalance

public const Level1Fields Imbalance

value = Level1Fields.Imbalance

Imbalance.

ImpliedVolatility

public const Level1Fields ImpliedVolatility

value = Level1Fields.ImpliedVolatility

Volatility (implied).

Index

public const Level1Fields Index

value = Level1Fields.Index

Index.

IssueSize

public const Level1Fields IssueSize

value = Level1Fields.IssueSize

Number of issued contracts.

IsSystem

public const Level1Fields IsSystem

value = Level1Fields.IsSystem

System info.

LastTrade

public const Level1Fields LastTrade

value = Level1Fields.LastTrade

Last trade.

LastTradeId

public const Level1Fields LastTradeId

value = Level1Fields.LastTradeId

Last trade ID.

LastTradeOrigin

public const Level1Fields LastTradeOrigin

value = Level1Fields.LastTradeOrigin

Initiator of the last trade (buyer or seller).

LastTradePrice

public const Level1Fields LastTradePrice

value = Level1Fields.LastTradePrice

Last trade price.

LastTradeStringId

public const Level1Fields LastTradeStringId

value = Level1Fields.LastTradeStringId

Last trade ID (string).

LastTradeTime

public const Level1Fields LastTradeTime

value = Level1Fields.LastTradeTime

Time of last trade.

LastTradeUpDown

public const Level1Fields LastTradeUpDown

value = Level1Fields.LastTradeUpDown

Is tick ascending or descending in price.

LastTradeVolume

public const Level1Fields LastTradeVolume

value = Level1Fields.LastTradeVolume

Last trade volume.

LastTradeVolumeHigh

public const Level1Fields LastTradeVolumeHigh

value = Level1Fields.LastTradeVolumeHigh

Highest last trade volume.

LastTradeVolumeLow

public const Level1Fields LastTradeVolumeLow

value = Level1Fields.LastTradeVolumeLow

Lowest last trade volume.

LongTermDebtEquity

public const Level1Fields LongTermDebtEquity

value = Level1Fields.LongTermDebtEquity

Capital (long-term debt).

LowAskPrice

public const Level1Fields LowAskPrice

value = Level1Fields.LowAskPrice

Minimum ask during the session.

LowBidPrice

public const Level1Fields LowBidPrice

value = Level1Fields.LowBidPrice

Lowest bid during the session.

LowBidVolume

public const Level1Fields LowBidVolume

value = Level1Fields.LowBidVolume

Volume of the lowest bid.

LowPrice

public const Level1Fields LowPrice

value = Level1Fields.LowPrice

Lowest price.

LowPrice52Week

public const Level1Fields LowPrice52Week

value = Level1Fields.LowPrice52Week

The lowest price for 52 weeks.

MarginBuy

public const Level1Fields MarginBuy

value = Level1Fields.MarginBuy

Initial margin to buy.

MarginSell

public const Level1Fields MarginSell

value = Level1Fields.MarginSell

Initial margin to sell.

MarketPriceToday

public const Level1Fields MarketPriceToday

value = Level1Fields.MarketPriceToday

Market price (today).

MarketPriceYesterday

public const Level1Fields MarketPriceYesterday

value = Level1Fields.MarketPriceYesterday

Market price (yesterday).

MaxPrice

public const Level1Fields MaxPrice

value = Level1Fields.MaxPrice

Price (max).

MaxVolume

public const Level1Fields MaxVolume

value = Level1Fields.MaxVolume

Maximum volume allowed in order.

MedianPrice

public const Level1Fields MedianPrice

value = Level1Fields.MedianPrice

Median price.

MinPrice

public const Level1Fields MinPrice

value = Level1Fields.MinPrice

Price (min).

MinVolume

public const Level1Fields MinVolume

value = Level1Fields.MinVolume

Minimum volume allowed in order.

Multiplier

public const Level1Fields Multiplier

value = Level1Fields.Multiplier

Lot multiplier.

OpenInterest

public const Level1Fields OpenInterest

value = Level1Fields.OpenInterest

Open interest.

OpenPrice

public const Level1Fields OpenPrice

value = Level1Fields.OpenPrice

Opening price.

OperatingMargin

public const Level1Fields OperatingMargin

value = Level1Fields.OperatingMargin

Assets margin.

OptionMargin

public const Level1Fields OptionMargin

value = Level1Fields.OptionMargin

Option margin leverage.

OptionSyntheticMargin

public const Level1Fields OptionSyntheticMargin

value = Level1Fields.OptionSyntheticMargin

Synthetic option position margin leverage.

Payout

public const Level1Fields Payout

value = Level1Fields.Payout

Payments.

PriceBook

public const Level1Fields PriceBook

value = Level1Fields.PriceBook

Price/sell.

PriceCash

public const Level1Fields PriceCash

value = Level1Fields.PriceCash

Price/amount.

PriceEarnings

public const Level1Fields PriceEarnings

value = Level1Fields.PriceEarnings

Price/profit.

PriceEarningsGrowth

public const Level1Fields PriceEarningsGrowth

value = Level1Fields.PriceEarningsGrowth

Price/profit (increase).

PriceFreeCash

public const Level1Fields PriceFreeCash

value = Level1Fields.PriceFreeCash

Price/amount (free).

PriceSales

public const Level1Fields PriceSales

value = Level1Fields.PriceSales

Price/buy.

PriceStep

public const Level1Fields PriceStep

value = Level1Fields.PriceStep

Minimum price step.

ProfitMargin

public const Level1Fields ProfitMargin

value = Level1Fields.ProfitMargin

Profit margin.

QuickRatio

public const Level1Fields QuickRatio

value = Level1Fields.QuickRatio

Liquidity (instantaneous).

ReturnOnAssets

public const Level1Fields ReturnOnAssets

value = Level1Fields.ReturnOnAssets

Return on assets.

ReturnOnEquity

public const Level1Fields ReturnOnEquity

value = Level1Fields.ReturnOnEquity

Return on equity.

ReturnOnInvestment

public const Level1Fields ReturnOnInvestment

value = Level1Fields.ReturnOnInvestment

Return on investment.

Rho

public const Level1Fields Rho

value = Level1Fields.Rho

Rho.

SettlementPrice

public const Level1Fields SettlementPrice

value = Level1Fields.SettlementPrice

Settlement price.

SharesFloat

public const Level1Fields SharesFloat

value = Level1Fields.SharesFloat

Shares Float.

SharesOutstanding

public const Level1Fields SharesOutstanding

value = Level1Fields.SharesOutstanding

Number of shares.

ShortRatio

public const Level1Fields ShortRatio

value = Level1Fields.ShortRatio

Short.

SpreadMiddle

public const Level1Fields SpreadMiddle

value = Level1Fields.SpreadMiddle

The middle of spread.

State

public const Level1Fields State

value = Level1Fields.State

State.

StepPrice

public const Level1Fields StepPrice

value = Level1Fields.StepPrice

Step price.

TheorPrice

public const Level1Fields TheorPrice

value = Level1Fields.TheorPrice

Theoretical price.

Theta

public const Level1Fields Theta

value = Level1Fields.Theta

Theta.

TotalDebtEquity

public const Level1Fields TotalDebtEquity

value = Level1Fields.TotalDebtEquity

Capital (debt).

TradesCount

public const Level1Fields TradesCount

value = Level1Fields.TradesCount

Number of trades.

Turnover

public const Level1Fields Turnover

value = Level1Fields.Turnover

Turnover.

UnderlyingBestAskPrice

public const Level1Fields UnderlyingBestAskPrice

value = Level1Fields.UnderlyingBestAskPrice

Underlying asset best ask price.

UnderlyingBestBidPrice

public const Level1Fields UnderlyingBestBidPrice

value = Level1Fields.UnderlyingBestBidPrice

Underlying asset best bid price.

UnderlyingMinVolume

public const Level1Fields UnderlyingMinVolume

value = Level1Fields.UnderlyingMinVolume

Minimum volume allowed in order for underlying security.

UnderlyingPrice

public const Level1Fields UnderlyingPrice

value = Level1Fields.UnderlyingPrice

Underlying price.

Vega

public const Level1Fields Vega

value = Level1Fields.Vega

Vega.

Volume

public const Level1Fields Volume

value = Level1Fields.Volume

Volume per session.

VolumeStep

public const Level1Fields VolumeStep

value = Level1Fields.VolumeStep

Minimum volume step.

VWAP

public const Level1Fields VWAP

value = Level1Fields.VWAP

VWAP.

VWAPPrev

public const Level1Fields VWAPPrev

value = Level1Fields.VWAPPrev

VWAP (prev).

Yield

public const Level1Fields Yield

value = Level1Fields.Yield

Yield.

YieldVWAP

public const Level1Fields YieldVWAP

value = Level1Fields.YieldVWAP

Yield by VWAP.

YieldVWAPPrev

public const Level1Fields YieldVWAPPrev

value = Level1Fields.YieldVWAPPrev

Yield by VWAP (prev).