dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.api.data Namespace Reference

Enumerations

enum  Direction : int {
  Direction.Undefined = 0, Direction.Down = 1, Direction.ZeroDown = 2, Direction.Zero = 3,
  Direction.ZeroUp = 4, Direction.Up = 5
}
 Direction of a trade. More...
 
enum  EventFlag : int {
  TxPending = 0x01, RemoveEvent = 0x02, SnapshotBegin = 0x04, SnapshotEnd = 0x08,
  SnapshotSnip = 0x10, RemoveSymbol = 0x20
}
 Events flag enumeration More...
 
enum  EventSubscriptionFlag { EventSubscriptionFlag.Default = 0x0, EventSubscriptionFlag.ForceTicker = 0x20, EventSubscriptionFlag.ForceStream = 0x40, EventSubscriptionFlag.ForceHistory = 0x80 }
 Event subscription flags. Used to change subscription behaviour More...
 
enum  EventType : int {
  None = 0, Trade = (1 << 0), Quote = (1 << 1), Summary = (1 << 2),
  Profile = (1 << 3), Order = (1 << 4), TimeAndSale = (1 << 5), Candle = (1 << 6),
  TradeETH = (1 << 7), SpreadOrder = (1 << 8), Greeks = (1 << 9), TheoPrice = (1 << 10),
  Underlying = (1 << 11), Series = (1 << 12), Configuration = (1 << 13)
}
 
enum  PriceType : int { PriceType.Regular = 0, PriceType.Indicative = 1, PriceType.Preliminary = 2, PriceType.Final = 3 }
 Price type enumeration More...
 
enum  Scope : int { Scope.Composite = 0, Scope.Regional = 1, Scope.Aggregate = 2, Scope.Order = 3 }
 Scope of an order. More...
 
enum  ShortSaleRestriction : int { ShortSaleRestriction.Undefined = 0, ShortSaleRestriction.Active = 1, ShortSaleRestriction.Inactive = 2 }
 Short sale restriction on an instrument. More...
 
enum  Side : int { Side.Undefined = 0, Side.Buy = 1, Side.Sell = 2 }
 Side of an order or a trade. More...
 
enum  TimeAndSaleType : int { TimeAndSaleType.New = 0, TimeAndSaleType.Correction = 1, TimeAndSaleType.Cancel = 2 }
 Type of a time and sale event. More...
 
enum  TradingStatus : int { TradingStatus.Undefined = 0, TradingStatus.Halted = 1, TradingStatus.Active = 2 }
 Trading status of an instrument. More...
 

Enumeration Type Documentation

◆ Direction

enum com.dxfeed.api.data.Direction : int
strong

Direction of a trade.

Enumerator
Undefined 

Direction is undefined, unknown or inapplicable. It includes cases with undefined price value or when direction computation was not performed.

Down 

Current price is lower than previous price.

ZeroDown 

Current price is the same as previous price and is lower than the last known price of different value.

Zero 

Current price is equal to the only known price value suitable for price direction computation.

ZeroUp 

Current price is the same as previous price and is higher than the last known price of different value.

Up 

Current price is higher than previous price.

◆ EventFlag

enum com.dxfeed.api.data.EventFlag : int
strong

Events flag enumeration

◆ EventSubscriptionFlag

Event subscription flags. Used to change subscription behaviour

Enumerator
Default 

Used for default subscription

ForceTicker 

Used for forcing subscription to ticker data

ForceStream 

Used for forcing subscription to stream data

ForceHistory 

Used for forcing subscription to history data

◆ PriceType

enum com.dxfeed.api.data.PriceType : int
strong

Price type enumeration

Enumerator
Regular 

Regular price.

Indicative 

Indicative price (derived via math formula).

Preliminary 

Preliminary price (preliminary settlement price), usually posted prior to Final price.

Final 

Final price (final settlement price).

◆ Scope

enum com.dxfeed.api.data.Scope : int
strong

Scope of an order.

Enumerator
Composite 

Represents best bid or best offer for the whole market.

Regional 

Represents best bid or best offer for a given exchange code.

Aggregate 

Represents aggregate information for a given price level or best bid or best offer for a given market maker.

Order 

Represents individual order on the market.

◆ ShortSaleRestriction

Short sale restriction on an instrument.

Enumerator
Undefined 

Short sale restriction is undefined, unknown or inapplicable.

Active 

Short sale restriction is active.

Inactive 

Short sale restriction is inactive.

◆ Side

enum com.dxfeed.api.data.Side : int
strong

Side of an order or a trade.

Enumerator
Undefined 

Undefined side.

Buy 

Buy side (bid).

Sell 

Sell side (ask or offer).

◆ TimeAndSaleType

Type of a time and sale event.

Enumerator
New 

Represents new time and sale event.

Correction 

Represents correction time and sale event.

Cancel 

Represents cancel time and sale event.

◆ TradingStatus

Trading status of an instrument.

Enumerator
Undefined 

Trading status is undefined, unknown or inapplicable.

Halted 

Trading is halted.

Active 

Trading is active.