"Market" Module

Classes
struct	MarketEventSymbols
	Helper class to compose and parse symbols for market events. More...
class	OrderSource
	Identifies a source of Order, AnalyticOrder, OtcMarketsOrder, and SpreadOrder events. More...
class	Order
	Order event is a snapshot for a full available market depth for a symbol. More...
class	OrderBase
	Base class for common fields of Order, AnalyticOrder, and SpreadOrder events. More...
class	AnalyticOrder
	Represents an extension of Order introducing analytic information, e.g. More...
struct	Direction
	Direction of the price movement. More...
struct	IcebergType
	Type of iceberg order. More...
struct	MarketEvent
	Base class for all market events. More...
class	OptionSale
	Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying. More...
class	TimeAndSale
	Time and Sale represents a trade or other market event with price, like market open/close price, etc. More...
struct	OrderAction
	Action enum for the Full Order Book (FOB) Orders. More...
struct	Scope
	Scope of an order. More...
struct	Side
	Side of an order or a trade. More...
class	OtcMarketsOrder
	Represents an extension of Order for the symbols traded on the OTC Markets. More...
struct	OtcMarketsPriceType
	Type of prices on the OTC Markets. More...
struct	PriceType
	Type of the price value. More...
class	Profile
	Profile information snapshot that contains a security instrument description. More...
class	Quote
	Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. More...
struct	ShortSaleRestriction
	Short sale restriction on an instrument. More...
class	SpreadOrder
	Spread order event is a snapshot for a full available market depth for all spreads on a given underlying symbol. More...
class	Summary
	Summary information snapshot about the trading session including session highs, lows, etc. More...
struct	TimeAndSaleType
	Type of a time and sale event. More...
class	Trade
	Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day volume and day turnover. More...
class	TradeBase
	Base class for common fields of Trade and TradeETH events. More...
class	TradeETH
	TradeETH event is a snapshot of the price and size of the last trade during extended trading hours and the extended trading hours day volume and day turnover. More...
struct	TradingStatus
	Trading status of an instrument. More...

Detailed Description