Enum SubscriptionType

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Kinds of market data a subscription covers. The values are flags and can be combined.

[Flags]
public enum SubscriptionType

Extension Methods

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

Extensions.GetSubscriptionTypes(SubscriptionType)

Fields

None = 0

None

Prints = 1

Single ticks

Best = 2

Best bid/ask prices

Quotes = 4

Depth of Market (DOM)

MarketByOrder = 8

Market by Order (MBO)

Summary = 16

Summary (OHLCV and etc.)