Enum MarketByOrderFlags

Namespace: ATAS.DataFeedsCore

Assembly: ATAS.DataFeedsCore.dll

Batch boundary markers carried by market by order rows from feeds that deliver atomic batches.

Not in ATAS 8.0.15 yet: available from the next version.

[Flags]
public enum MarketByOrderFlags

Extension Methods: Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Fields

None = 0: No flags: an ordinary update.
SnapshotBegin = 1: First row of a full book snapshot.
SnapshotEnd = 2: Last row of a full book snapshot; the book is consistent after this row.
TransactionEnd = 4: Last row of an exchange transaction; the book is consistent after this row.
Checkpoint = 8: Rows that are a book image, not market events.