Tick attributes that describes additional information for price ticks.
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override string | ToString () |
| Returns string to display.
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bool | CanAutoExecute [get, set] |
| Used with tickPrice callback from reqMktData. Specifies whether the price tick is available for automatic execution (1) or not (0).
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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.
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bool | PreOpen [get, set] |
| Indicates whether the bid/ask price tick is from pre-open session.
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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)
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bool | BidPastLow [get, set] |
| Used with real time tick-by-tick. Indicates if bid is lower than day's lowest low.
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bool | AskPastHigh [get, set] |
| Used with real time tick-by-tick. Indicates if ask is higher than day's highest ask.
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Tick attributes that describes additional information for price ticks.
- See Also
- EWrapper::tickPrice