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TickAttrib Class Reference

Tick attributes that describes additional information for price ticks.

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