Enum MboTradeKind

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

MBO-derived trade classification.

Added in ATAS 8.0.15.

public enum MboTradeKind

Extension Methods

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

Fields

Unknown = 0

The fill could not be classified: no aggressor order id or no buy/sell direction.

Market = 1

The aggressor initiated the matching event and was not seen resting in the book before it.

ModifiedLimit = 2

The aggressor initiated the matching event and had been resting in the book before it (a limit order modified into a marketable price).

Stop = 3

The aggressor was triggered within the matching event started by another aggressor (a stop order).