dxfcpp::Direction Struct Reference

Direction of the price movement. More...

#include <Direction.hpp>

Inherits dxfcpp::Enum< Child, Code >.

Static Public Attributes
static const DXFCPP_EXPORT Direction	UNDEFINED {0, "UNDEFINED"}
	Direction is undefined, unknown or inapplicable.
static const DXFCPP_EXPORT Direction	DOWN {1, "DOWN"}
	Current price is lower than previous price.
static const DXFCPP_EXPORT Direction	ZERO_DOWN {2, "ZERO_DOWN"}
	Current price is the same as previous price and is lower than the last known price of different value.
static const DXFCPP_EXPORT Direction	ZERO {3, "ZERO"}
	Current price is equal to the only known price value suitable for price direction computation.
static const DXFCPP_EXPORT Direction	ZERO_UP {4, "ZERO_UP"}
	Current price is the same as previous price and is higher than the last known price of different value.
static const DXFCPP_EXPORT Direction	UP {5, "UP"}
	Current price is higher than previous price.

Detailed Description

Direction of the price movement.

For example tick direction for last trade price.

Member Data Documentation

UNDEFINED

const Direction dxfcpp::Direction::UNDEFINED {0, "UNDEFINED"}

static

Direction is undefined, unknown or inapplicable.

It includes cases with undefined price value or when direction computation was not performed.

ZERO

const Direction dxfcpp::Direction::ZERO {3, "ZERO"}

static

Current price is equal to the only known price value suitable for price direction computation.

Unlike UNDEFINED the ZERO direction implies that current price is defined and direction computation was duly performed but has failed to detect any upward or downward price movement. It is also reported for cases when price sequence was broken and direction computation was restarted anew.