trader
v0.1a
A framework to build trading applications
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Public Attributes | |
MDUpdateAction | mDUpdateAction |
DeleteReason | deleteReason |
MDSubBookType | mDSubBookType |
MarketDepth | marketDepth |
MDEntryType | mDEntryType |
MDEntryID | mDEntryID |
MDEntryRefID | mDEntryRefID |
InstrumentObject | instrument |
UndInstrmtGrpObject | undInstrmtGrp |
InstrmtLegGrpObject | instrmtLegGrp |
FinancialStatus | financialStatus |
CorporateAction | corporateAction |
MDEntryPx | mDEntryPx |
PriceType | priceType |
YieldDataObject | yieldData |
SpreadOrBenchmarkCurveDataObject | spreadOrBenchmarkCurveData |
OrdType | ordType |
Currency | currency |
MDEntrySize | mDEntrySize |
SecSizesGrpObject | secSizesGrp |
LotType | lotType |
MDEntryDate | mDEntryDate |
MDEntryTime | mDEntryTime |
TickDirection | tickDirection |
MDMkt | mDMkt |
TradingSessionID | tradingSessionID |
TradingSessionSubID | tradingSessionSubID |
SecurityTradingStatus | securityTradingStatus |
HaltReasonInt | haltReasonInt |
QuoteCondition | quoteCondition |
TradeCondition | tradeCondition |
TrdType | trdType |
MatchType | matchType |
MDEntryOriginator | mDEntryOriginator |
LocationID | locationID |
DeskID | deskID |
OpenCloseSettlFlag | openCloseSettlFlag |
TimeInForce | timeInForce |
ExpireDate | expireDate |
ExpireTime | expireTime |
MinQty | minQty |
ExecInst | execInst |
SellerDays | sellerDays |
OrderID | orderID |
SecondaryOrderID | secondaryOrderID |
QuoteEntryID | quoteEntryID |
TradeID | tradeID |
MDEntryBuyer | mDEntryBuyer |
MDEntrySeller | mDEntrySeller |
NumberOfOrders | numberOfOrders |
MDEntryPositionNo | mDEntryPositionNo |
Scope | scope |
PriceDelta | priceDelta |
NetChgPrevDay | netChgPrevDay |
Text | text |
EncodedTextLen | encodedTextLen |
EncodedText | encodedText |
MDPriceLevel | mDPriceLevel |
OrderCapacity | orderCapacity |
MDOriginType | mDOriginType |
HighPx | highPx |
LowPx | lowPx |
TradeVolume | tradeVolume |
SettlType | settlType |
SettlDate | settlDate |
TransBkdTime | transBkdTime |
TransactTime | transactTime |
MDQuoteType | mDQuoteType |
RptSeq | rptSeq |
DealingCapacity | dealingCapacity |
MDEntrySpotRate | mDEntrySpotRate |
MDEntryForwardPoints | mDEntryForwardPoints |
StatsIndGrpObject | statsIndGrp |
PartiesObject | parties |
SettlCurrency | settlCurrency |
RateSourceObject | rateSource |
FirstPx | firstPx |
LastPx | lastPx |
MDStreamID | mDStreamID |