Enum Level1Fields
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Level1 fields of market-data.
[DataContract]
public enum Level1Fields
- Extension Methods
Fields
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AccruedCouponIncome")] AccruedCouponIncome = 39Accrued coupon income (ACI).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AfterSplit")] AfterSplit = 87Price after split.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksCount")] AsksCount = 16Number of asks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AsksVolume")] AsksVolume = 15Ask volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePricePerSession")] AveragePrice = 31Average price per session.
[EnumMember] [Display(Name = "ATR")] AverageTrueRange = 75ATR.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BeforeSplit")] BeforeSplit = 88Price before split.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAsk")] [Obsolete] BestAsk = 7Best ask.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskPrice")] BestAskPrice = 36Best ask price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskTime")] BestAskTime = 48Best ask time.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestAskVolume")] BestAskVolume = 37Best sell volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBid")] [Obsolete] BestBid = 6Best bid.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidPrice")] BestBidPrice = 34Best bid price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidTime")] BestBidTime = 47Best bid time.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BestBidVolume")] BestBidVolume = 35Best buy volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Beta")] Beta = 74Beta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsCount")] BidsCount = 14Number of bids.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidsVolume")] BidsVolume = 13Bids volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackDate")] BuyBackDate = 82BuyBack date.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BuyBackPrice")] BuyBackPrice = 83BuyBack price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Change")] Change = 33Change,%.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ClosingPrice")] ClosePrice = 3Closing price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionMaker")] CommissionMaker = 90Commission (maker).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CommissionTaker")] CommissionTaker = 89Commission (taker).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponDate")] CouponDate = 94Coupon date.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponPeriod")] CouponPeriod = 95Coupon period.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CouponValue")] CouponValue = 93Coupon value.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "CurrentRatio")] CurrentRatio = 67Liquidity (current).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Decimals")] Decimals = 79Number of digits in price after coma.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Delta")] Delta = 18Delta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Dividend")] Dividend = 86The dividend amount on shares.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Duration")] Duration = 80Duration.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ExtendedInfo")] [Obsolete] ExtensionInfo = 26Extended information.
[EnumMember] [Display(Name = "Float Short")] FloatShort = 62Float Short.
[EnumMember] [Display(Name = "Forward P/E")] ForwardPriceEarnings = 53Price target/profit.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Gamma")] Gamma = 19Gamma.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "GrossMargin")] GrossMargin = 71Assets margin (gross).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskPrice", Description = "HighAskPriceDesc")] HighAskPrice = 106Highest ask during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighAskVolume", Description = "HighAskVolumeDesc")] HighAskVolume = 112Volume of the highest ask.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "BidMax")] HighBidPrice = 40Maximum bid during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice")] HighPrice = 1Highest price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HighPrice52Week", Description = "HighPrice52WeekDesc")] HighPrice52Week = 116The highest price for 52 weeks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "HistoricalVolatility")] HistoricalVolatility = 17Volatility (historical).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityMonth")] HistoricalVolatilityMonth = 77Volatility (month).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolatilityWeek")] HistoricalVolatilityWeek = 76Volatility (week).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Imbalance")] Imbalance = 102Imbalance.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ImpliedVolatility")] ImpliedVolatility = 8Volatility (implied).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Index")] Index = 101Index.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "System")] IsSystem = 78System info.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "IssueSize")] IssueSize = 81Number of issued contracts.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTrade")] [Obsolete] LastTrade = 4Last trade.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeId")] LastTradeId = 46Last trade ID.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Initiator")] LastTradeOrigin = 50Initiator of the last trade (buyer or seller).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradePrice")] LastTradePrice = 28Last trade price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeStringId", Description = "LastTradeStringIdDesc")] LastTradeStringId = 118Last trade ID (string).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeTime")] LastTradeTime = 43Time of last trade.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Trend")] LastTradeUpDown = 49Is tick ascending or descending in price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolume")] LastTradeVolume = 29Last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeHigh", Description = "LastTradeVolumeHighDesc")] LastTradeVolumeHigh = 108Highest last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradeVolumeLow", Description = "LastTradeVolumeLowDesc")] LastTradeVolumeLow = 107Lowest last trade volume.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LongTermDebtEquity")] LongTermDebtEquity = 69Capital (long-term debt).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AskMin")] LowAskPrice = 41Minimum ask during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidPrice", Description = "LowBidPriceDesc")] LowBidPrice = 105Lowest bid during the session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowBidVolume", Description = "LowBidVolumeDesc")] LowBidVolume = 111Volume of the lowest bid.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice")] LowPrice = 2Lowest price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice52Week", Description = "LowPrice52WeekDesc")] LowPrice52Week = 117The lowest price for 52 weeks.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginBuy")] MarginBuy = 22Initial margin to buy.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarginSell")] MarginSell = 23Initial margin to sell.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceToday")] MarketPriceToday = 97Market price (today).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MarketPriceYesterday")] MarketPriceYesterday = 96Market price (yesterday).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMax")] MaxPrice = 12Price (max).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MaxVolume")] MaxVolume = 104Maximum volume allowed in order.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Median", Description = "MedianPrice")] MedianPrice = 115Median price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMin")] MinPrice = 11Price (min).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "MinVolume")] MinVolume = 91Minimum volume allowed in order.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Lot")] Multiplier = 51Lot multiplier.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenInterest")] OpenInterest = 10Open interest.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OpenPrice")] OpenPrice = 0Opening price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OperatingMargin")] OperatingMargin = 72Assets margin.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionMargin", Description = "OptionMarginDesc")] OptionMargin = 109Option margin leverage.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "OptionSyntheticMargin", Description = "OptionSyntheticMarginDesc")] OptionSyntheticMargin = 110Synthetic option position margin leverage.
[EnumMember] [Display(Name = "Payout")] Payout = 59Payments.
[EnumMember] [Display(Name = "P/B")] PriceBook = 56Price/sell.
[EnumMember] [Display(Name = "P/CF")] PriceCash = 57Price/amount.
[EnumMember] [Display(Name = "P/E")] PriceEarnings = 52Price/profit.
[EnumMember] [Display(Name = "PEG")] PriceEarningsGrowth = 54Price/profit (increase).
[EnumMember] [Display(Name = "P/FCF")] PriceFreeCash = 58Price/amount (free).
[EnumMember] [Display(Name = "P/S")] PriceSales = 55Price/buy.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "PriceStep")] PriceStep = 24Minimum price step.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "ProfitMargin")] ProfitMargin = 73Profit margin.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "QuickRatio")] QuickRatio = 68Liquidity (instantaneous).
[EnumMember] [Display(Name = "ROA")] ReturnOnAssets = 64Return on assets.
[EnumMember] [Display(Name = "ROE")] ReturnOnEquity = 65Return on equity.
[EnumMember] [Display(Name = "ROI")] ReturnOnInvestment = 66Return on investment.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Rho")] Rho = 38Rho.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "SettlementPrice")] SettlementPrice = 32Settlement price.
Shares Float.
Number of shares.
[EnumMember] [Display(Name = "Short")] ShortRatio = 63Short.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Spread")] SpreadMiddle = 85The middle of spread.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "State")] State = 27State.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "StepPrice")] StepPrice = 5Step price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TheorPrice")] TheorPrice = 9Theoretical price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Theta")] Theta = 21Theta.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "TotalDebtEquity")] TotalDebtEquity = 70Capital (debt).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "NumOfTrades")] TradesCount = 44Number of trades.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Turnover")] Turnover = 84Turnover.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestAskPrice", Description = "UnderlyingBestAskPriceDesc")] UnderlyingBestAskPrice = 114Underlying asset best ask price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingBestBidPrice", Description = "UnderlyingBestBidPriceDesc")] UnderlyingBestBidPrice = 113Underlying asset best bid price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingMinVolume")] UnderlyingMinVolume = 92Minimum volume allowed in order for underlying security.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Underlying")] UnderlyingPrice = 103Underlying price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePrice")] VWAP = 45Average price.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VWAPPrev")] VWAPPrev = 98VWAP (prev).
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Vega")] Vega = 20Vega.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumePerSession")] Volume = 30Volume per session.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeStep")] VolumeStep = 25Minimum volume step.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "Yield")] Yield = 42Yield.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAP")] YieldVWAP = 99Yield by VWAP.
[EnumMember] [Display(ResourceType = typeof(LocalizedStrings), Name = "YieldVWAPPrev")] YieldVWAPPrev = 100Yield by VWAP (prev).