Enum MarketDataSubscriptionTypes

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Kinds of live market data an IMarketDataSubscription delivers.

Added in ATAS 8.0.15.

[Flags]
public enum MarketDataSubscriptionTypes

Extension Methods

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

Fields

Trades = 1

Trades, delivered through NewTrades.

BestBidAsk = 2

Best bid and ask, delivered through BestBidAskChanged.

MarketDepth = 4

The order book, delivered through MarketDepthsChanged and GetMarketDepthSnapshot().