Enum MboCapabilities

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

What a market by order source can actually deliver for a security. Checked against data, not tariff names.

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

[Flags]
public enum MboCapabilities

Extension Methods

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

Fields

None = 0

No order-by-order data.

IndividualOrders = 1

Individual resting orders with their remaining size.

StableOrderIdentity = 2

The order id stays the same for the whole life of the order within one continuous session.

ProviderOrderId = 4

The order id is the exchange's own identifier and can be shown to or filtered by the user.

NativeChangeReason = 8

The feed states why a row changed (cancel, execute, replace) in Reason.

FillAttribution = 16

Trades carry the passive order id, so change reasons can be derived from fills.

SnapshotMarkers = 32

Rows carry SnapshotBegin / SnapshotEnd.

TransactionMarkers = 64

Rows carry TransactionEnd.