Class CandleDataTypes

Namespace

StockSharp.InteractiveBrokers

Assembly

StockSharp.InteractiveBrokers.dll

Data types on which candles should be based.

public static class CandleDataTypes

Inheritance

object

CandleDataTypes

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Fields

AdjustedLast

The last adjusted trade.

public const Level1Fields AdjustedLast = (Level1Fields)-7

Field Value

Level1Fields

Ask

Best ask.

public const Level1Fields Ask = BestAskPrice

Field Value

Level1Fields

Bid

Best bid.

public const Level1Fields Bid = BestBidPrice

Field Value

Level1Fields

BidAsk

Best pair quotes.

public const Level1Fields BidAsk = (Level1Fields)-2

Field Value

Level1Fields

FeeRate

Fee rate.

public const Level1Fields FeeRate = (Level1Fields)-9

Field Value

Level1Fields

HistoricalVolatility

Volatility (historical).

public const Level1Fields HistoricalVolatility = HistoricalVolatility

Field Value

Level1Fields

ImpliedVolatility

Volatility (implied).

public const Level1Fields ImpliedVolatility = ImpliedVolatility

Field Value

Level1Fields

Midpoint

Spread middle.

public const Level1Fields Midpoint = SpreadMiddle

Field Value

Level1Fields

RebateRate

Rebate rate.

public const Level1Fields RebateRate = (Level1Fields)-8

Field Value

Level1Fields

Trades

Trades.

public const Level1Fields Trades = LastTradePrice

Field Value

Level1Fields

YieldAsk

The best profitable offer.

public const Level1Fields YieldAsk = (Level1Fields)-3

Field Value

Level1Fields

YieldBid

The best profitable bid.

public const Level1Fields YieldBid = (Level1Fields)-4

Field Value

Level1Fields

YieldBidAsk

Best profitable couple of quotes.

public const Level1Fields YieldBidAsk = (Level1Fields)-5

Field Value

Level1Fields

YieldLast

The last profitable trade.

public const Level1Fields YieldLast = (Level1Fields)-6

Field Value

Level1Fields