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TickAttrib Class Reference

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

Public Member Functions

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