Expand description
Enumerations for the trading domain model.
Structs§
- Account
Type Iter - An iterator over the variants of AccountType
- Aggregation
Source Iter - An iterator over the variants of AggregationSource
- Aggressor
Side Iter - An iterator over the variants of AggressorSide
- Asset
Class Iter - An iterator over the variants of AssetClass
- BarAggregation
Iter - An iterator over the variants of BarAggregation
- BarInterval
Type Iter - An iterator over the variants of BarIntervalType
- BetSide
Iter - An iterator over the variants of BetSide
- Book
Action Iter - An iterator over the variants of BookAction
- Book
Type Iter - An iterator over the variants of BookType
- Contingency
Type Iter - An iterator over the variants of ContingencyType
- Currency
Type Iter - An iterator over the variants of CurrencyType
- Instrument
Class Iter - An iterator over the variants of InstrumentClass
- Instrument
Close Type Iter - An iterator over the variants of InstrumentCloseType
- Liquidity
Side Iter - An iterator over the variants of LiquiditySide
- Market
Status Action Iter - An iterator over the variants of MarketStatusAction
- Market
Status Iter - An iterator over the variants of MarketStatus
- OmsType
Iter - An iterator over the variants of OmsType
- Option
Kind Iter - An iterator over the variants of OptionKind
- Order
Side Iter - An iterator over the variants of OrderSide
- Order
Side Specified Iter - An iterator over the variants of OrderSideSpecified
- Order
Status Iter - An iterator over the variants of OrderStatus
- Order
Type Iter - An iterator over the variants of OrderType
- Position
Side Iter - An iterator over the variants of PositionSide
- Price
Type Iter - An iterator over the variants of PriceType
- Record
Flag Iter - An iterator over the variants of RecordFlag
- Time
InForce Iter - An iterator over the variants of TimeInForce
- Trading
State Iter - An iterator over the variants of TradingState
- Trailing
Offset Type Iter - An iterator over the variants of TrailingOffsetType
- Trigger
Type Iter - An iterator over the variants of TriggerType
Enums§
- Account
Type - An account type provided by a trading venue or broker.
- Aggregation
Source - An aggregation source for derived data.
- Aggressor
Side - The side for the aggressing order of a trade in a market.
- Asset
Class - A broad financial market asset class.
- BarAggregation
- The aggregation method through which a bar is generated and closed.
- BarInterval
Type - The interval type for bar aggregation.
- BetSide
- Represents the side of a bet in a betting market.
- Book
Action - The type of order book action for an order book event.
- Book
Type - The order book type, representing the type of levels granularity and delta updating heuristics.
- Contingency
Type - The order contigency type which specifies the behavior of linked orders.
- Currency
Type - The broad currency type.
- Instrument
Class - The instrument class.
- Instrument
Close Type - The type of event for an instrument close.
- Liquidity
Side - The liqudity side for a trade.
- Market
Status - The status of an individual market on a trading venue.
- Market
Status Action - An action affecting the status of an individual market on a trading venue.
- OmsType
- The order management system (OMS) type for a trading venue or trading strategy.
- Option
Kind - The kind of option contract.
- Order
Side - The order side for a specific order, or action related to orders.
- Order
Side Specified - The specified order side (BUY or SELL).
- Order
Status - The status for a specific order.
- Order
Type - The type of order.
- Position
Side - The market side for a specific position, or action related to positions.
- Price
Type - The type of price for an instrument in a market.
- Record
Flag - A record flag bit field, indicating event end and data information.
- Time
InForce - The ‘Time in Force’ instruction for an order.
- Trading
State - The trading state for a node.
- Trailing
Offset Type - The trailing offset type for an order type which specifies a trailing stop/trigger or limit price.
- Trigger
Type - The trigger type for the stop/trigger price of an order.