TickAttrib Class Reference

Tick attributes that describes additional information for price ticks. More...

Public Member Functions
override string	ToString ()
	Returns string to display.

Properties
bool	CanAutoExecute [get, set]
	Used with tickPrice callback from reqMktData. Specifies whether the price tick is available for automatic execution (1) or not (0).
bool	PastLimit [get, set]
	Used with tickPrice to indicate if the bid price is lower than the day's lowest value or the ask price is higher than the highest ask.
bool	PreOpen [get, set]
	Indicates whether the bid/ask price tick is from pre-open session.
bool	Unreported [get, set]
	Used with tick-by-tick data to indicate if a trade is classified as 'unreportable' (odd lots, combos, derivative trades, etc)
bool	BidPastLow [get, set]
	Used with real time tick-by-tick. Indicates if bid is lower than day's lowest low.
bool	AskPastHigh [get, set]
	Used with real time tick-by-tick. Indicates if ask is higher than day's highest ask.

Detailed Description

Tick attributes that describes additional information for price ticks.

See Also

EWrapper::tickPrice