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Level1Fields Enumeration

Level1 fields of market-data.

Namespace:  StockSharp.Messages
Assembly:  StockSharp.Messages (in StockSharp.Messages.dll) Version: (4.4.16)
public enum Level1Fields
  Member nameValueDescription
OpenPrice0 Opening price.
HighPrice1 Highest price.
LowPrice2 Lowest price.
ClosePrice3 Closing price.
LastTrade4 Last trade.
StepPrice5 Step price.
BestBid6 Best bid.
BestAsk7 Best ask.
ImpliedVolatility8 Volatility (implied).
TheorPrice9 Theoretical price.
OpenInterest10 Open interest.
MinPrice11 Price (min).
MaxPrice12 Price (max).
BidsVolume13 Bids volume.
BidsCount14 Number of bids.
AsksVolume15 Ask volume.
AsksCount16 Number of asks.
HistoricalVolatility17 Volatility (historical).
Delta18 Delta.
Gamma19 Gamma.
Vega20 Vega.
Theta21 Theta.
MarginBuy22 Initial margin (buy).
MarginSell23 Initial margin (sell).
PriceStep24 Minimum price step.
VolumeStep25 Minimum volume step.
ExtensionInfo26 Extended information.
State27 State.
LastTradePrice28 Last trade price.
LastTradeVolume29 Last trade volume.
Volume30 Volume per session.
AveragePrice31 Average price per session.
SettlementPrice32 Settlement price.
Change33 Change,%.
BestBidPrice34 Best bid price.
BestBidVolume35 Best buy volume.
BestAskPrice36 Best ask price.
BestAskVolume37 Best sell volume.
Rho38 Rho.
AccruedCouponIncome39 Accrued coupon income (ACI).
HighBidPrice40 Maximum bid during the session.
LowAskPrice41 Minimum ask during the session.
Yield42 Yield.
LastTradeTime43 Time of last trade.
TradesCount44 Number of trades.
VWAP45 Average price.
LastTradeId46 Last trade ID.
BestBidTime47 Best bid time.
BestAskTime48 Best ask time.
LastTradeUpDown49 Is tick ascending or descending in price.
LastTradeOrigin50 Initiator of the last trade (buyer or seller).
Multiplier51 Lot multiplier.
PriceEarnings52 Price/profit.
ForwardPriceEarnings53 Price target/profit.
PriceEarningsGrowth54 Price/profit (increase).
PriceSales55 Price/buy.
PriceBook56 Price/sell.
PriceCash57 Price/amount.
PriceFreeCash58 Price/amount (free).
Payout59 Payments.
SharesOutstanding60 Number of shares.
SharesFloat61 Shares Float.
FloatShort62 Float Short.
ShortRatio63 Short.
ReturnOnAssets64 Return on assets.
ReturnOnEquity65 Return on equity.
ReturnOnInvestment66 Return on investment.
CurrentRatio67 Liquidity (current).
QuickRatio68 Liquidity (instantaneous).
LongTermDebtEquity69 Capital (long-term debt).
TotalDebtEquity70 Capital (debt).
GrossMargin71 Assets margin (gross).
OperatingMargin72 Assets margin.
ProfitMargin73 Profit margin.
Beta74 Beta.
AverageTrueRange75 ATR.
HistoricalVolatilityWeek76 Volatility (week).
HistoricalVolatilityMonth77 Volatility (month).
IsSystem78 System info.
Decimals79 Number of digits in price after coma.
Duration80 Duration.
IssueSize81 Number of issued contracts.
BuyBackDate82 BuyBack date.
BuyBackPrice83 BuyBack price.
Turnover84 Turnover.
SpreadMiddle85 The middle of spread.
Dividend86 The dividend amount on shares.
AfterSplit87 Price after split.
BeforeSplit88 Price before split.
CommissionTaker89 Commission (taker).
CommissionMaker90 Commission (maker).
See Also