Expand description
Enumerations for the trading domain model.
Structs§
- An iterator over the variants of AccountType
- An iterator over the variants of AggregationSource
- An iterator over the variants of AggressorSide
- An iterator over the variants of AssetClass
- An iterator over the variants of BarAggregation
- An iterator over the variants of BookAction
- An iterator over the variants of BookType
- An iterator over the variants of ContingencyType
- An iterator over the variants of CurrencyType
- An iterator over the variants of InstrumentClass
- An iterator over the variants of InstrumentCloseType
- An iterator over the variants of LiquiditySide
- An iterator over the variants of MarketStatusAction
- An iterator over the variants of MarketStatus
- An iterator over the variants of OmsType
- An iterator over the variants of OptionKind
- An iterator over the variants of OrderSide
- An iterator over the variants of OrderStatus
- An iterator over the variants of OrderType
- An iterator over the variants of PositionSide
- An iterator over the variants of PriceType
- An iterator over the variants of RecordFlag
- An iterator over the variants of TimeInForce
- An iterator over the variants of TradingState
- An iterator over the variants of TrailingOffsetType
- An iterator over the variants of TriggerType
Enums§
- An account type provided by a trading venue or broker.
- An aggregation source for derived data.
- The side for the aggressing order of a trade in a market.
- A broad financial market asset class.
- The aggregation method through which a bar is generated and closed.
- The type of order book action for an order book event.
- The order book type, representing the type of levels granularity and delta updating heuristics.
- The order contigency type which specifies the behavior of linked orders.
- The broad currency type.
- The instrument class.
- The type of event for an instrument close.
- The liqudity side for a trade.
- The status of an individual market on a trading venue.
- An action affecting the status of an individual market on a trading venue.
- The order management system (OMS) type for a trading venue or trading strategy.
- The kind of options contract.
- The order side for a specific order, or action related to orders.
- The specified order side (BUY or SELL).
- The status for a specific order.
- The type of order.
- The market side for a specific position, or action related to positions.
- The type of price for an instrument in a market.
- A record flag bit field, indicating event end and data information.
- The ‘Time in Force’ instruction for an order.
- The trading state for a node.
- The trailing offset type for an order type which specifies a trailing stop/trigger or limit price.
- The trigger type for the stop/trigger price of an order.