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230 lines (228 loc) · 11.4 KB
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/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
namespace IBApi
{
/**
* @brief - DOC_TODO
*/
public class TickType
{
public const int BID_SIZE = 0;
public const int BID = 1;
public const int ASK = 2;
public const int ASK_SIZE = 3;
public const int LAST = 4;
public const int LAST_SIZE = 5;
public const int HIGH = 6;
public const int LOW = 7;
public const int VOLUME = 8;
public const int CLOSE = 9;
public const int BID_OPTION = 10;
public const int ASK_OPTION = 11;
public const int LAST_OPTION = 12;
public const int MODEL_OPTION = 13;
public const int OPEN = 14;
public const int LOW_13_WEEK = 15;
public const int HIGH_13_WEEK = 16;
public const int LOW_26_WEEK = 17;
public const int HIGH_26_WEEK = 18;
public const int LOW_52_WEEK = 19;
public const int HIGH_52_WEEK = 20;
public const int AVG_VOLUME = 21;
public const int OPEN_INTEREST = 22;
public const int OPTION_HISTORICAL_VOL = 23;
public const int OPTION_IMPLIED_VOL = 24;
public const int OPTION_BID_EXCH = 25;
public const int OPTION_ASK_EXCH = 26;
public const int OPTION_CALL_OPEN_INTEREST = 27;
public const int OPTION_PUT_OPEN_INTEREST = 28;
public const int OPTION_CALL_VOLUME = 29;
public const int OPTION_PUT_VOLUME = 30;
public const int INDEX_FUTURE_PREMIUM = 31;
public const int BID_EXCH = 32;
public const int ASK_EXCH = 33;
public const int AUCTION_VOLUME = 34;
public const int AUCTION_PRICE = 35;
public const int AUCTION_IMBALANCE = 36;
public const int MARK_PRICE = 37;
public const int BID_EFP_COMPUTATION = 38;
public const int ASK_EFP_COMPUTATION = 39;
public const int LAST_EFP_COMPUTATION = 40;
public const int OPEN_EFP_COMPUTATION = 41;
public const int HIGH_EFP_COMPUTATION = 42;
public const int LOW_EFP_COMPUTATION = 43;
public const int CLOSE_EFP_COMPUTATION = 44;
public const int LAST_TIMESTAMP = 45;
public const int SHORTABLE = 46;
public const int FUNDAMENTAL_RATIOS = 47;
public const int RT_VOLUME = 48;
public const int HALTED = 49;
public const int BID_YIELD = 50;
public const int ASK_YIELD = 51;
public const int LAST_YIELD = 52;
public const int CUST_OPTION_COMPUTATION = 53;
public const int TRADE_COUNT = 54;
public const int TRADE_RATE = 55;
public const int VOLUME_RATE = 56;
public const int LAST_RTH_TRADE = 57;
public const int RT_HISTORICAL_VOL = 58;
public const int IB_DIVIDENDS = 59;
public const int BOND_FACTOR_MULTIPLIER = 60;
public const int REGULATORY_IMBALANCE = 61;
public const int NEWS_TICK = 62;
public const int SHORT_TERM_VOLUME_3_MIN = 63;
public const int SHORT_TERM_VOLUME_5_MIN = 64;
public const int SHORT_TERM_VOLUME_10_MIN = 65;
public const int DELAYED_BID = 66;
public const int DELAYED_ASK = 67;
public const int DELAYED_LAST = 68;
public const int DELAYED_BID_SIZE = 69;
public const int DELAYED_ASK_SIZE = 70;
public const int DELAYED_LAST_SIZE = 71;
public const int DELAYED_HIGH = 72;
public const int DELAYED_LOW = 73;
public const int DELAYED_VOLUME = 74;
public const int DELAYED_CLOSE = 75;
public const int DELAYED_OPEN = 76;
public const int RT_TRD_VOLUME = 77;
public const int CREDITMAN_MARK_PRICE = 78;
public const int CREDITMAN_SLOW_MARK_PRICE = 79;
public const int DELAYED_BID_OPTION = 80;
public const int DELAYED_ASK_OPTION = 81;
public const int DELAYED_LAST_OPTION = 82;
public const int DELAYED_MODEL_OPTION = 83;
public const int LAST_EXCH = 84;
public const int LAST_REG_TIME = 85;
public const int FUTURES_OPEN_INTEREST = 86;
public const int AVG_OPT_VOLUME = 87;
public const int DELAYED_LAST_TIMESTAMP = 88;
public const int SHORTABLE_SHARES = 89;
public const int DELAYED_HALTED = 90;
public const int REUTERS_2_MUTUAL_FUNDS = 91;
public const int ETF_NAV_CLOSE = 92;
public const int ETF_NAV_PRIOR_CLOSE = 93;
public const int ETF_NAV_BID = 94;
public const int ETF_NAV_ASK = 95;
public const int ETF_NAV_LAST = 96;
public const int ETF_FROZEN_NAV_LAST = 97;
public const int ETF_NAV_HIGH = 98;
public const int ETF_NAV_LOW = 99;
public const int SOCIAL_MARKET_ANALYTICS = 100;
public const int ESTIMATED_IPO_MIDPOINT = 101;
public const int FINAL_IPO_LAST = 102;
public const int DELAYED_YIELD_BID = 103;
public const int DELAYED_YIELD_ASK = 104;
public static string getField(int tickType)
{
switch (tickType)
{
case BID_SIZE: return "bidSize";
case BID: return "bidPrice";
case ASK: return "askPrice";
case ASK_SIZE: return "askSize";
case LAST: return "lastPrice";
case LAST_SIZE: return "lastSize";
case HIGH: return "high";
case LOW: return "low";
case VOLUME: return "volume";
case CLOSE: return "close";
case BID_OPTION: return "bidOptComp";
case ASK_OPTION: return "askOptComp";
case LAST_OPTION: return "lastOptComp";
case MODEL_OPTION: return "modelOptComp";
case OPEN: return "open";
case LOW_13_WEEK: return "13WeekLow";
case HIGH_13_WEEK: return "13WeekHigh";
case LOW_26_WEEK: return "26WeekLow";
case HIGH_26_WEEK: return "26WeekHigh";
case LOW_52_WEEK: return "52WeekLow";
case HIGH_52_WEEK: return "52WeekHigh";
case AVG_VOLUME: return "AvgVolume";
case OPEN_INTEREST: return "OpenInterest";
case OPTION_HISTORICAL_VOL: return "OptionHistoricalVolatility";
case OPTION_IMPLIED_VOL: return "OptionImpliedVolatility";
case OPTION_BID_EXCH: return "OptionBidExchStr";
case OPTION_ASK_EXCH: return "OptionAskExchStr";
case OPTION_CALL_OPEN_INTEREST: return "OptionCallOpenInterest";
case OPTION_PUT_OPEN_INTEREST: return "OptionPutOpenInterest";
case OPTION_CALL_VOLUME: return "OptionCallVolume";
case OPTION_PUT_VOLUME: return "OptionPutVolume";
case INDEX_FUTURE_PREMIUM: return "IndexFuturePremium";
case BID_EXCH: return "bidExch";
case ASK_EXCH: return "askExch";
case AUCTION_VOLUME: return "auctionVolume";
case AUCTION_PRICE: return "auctionPrice";
case AUCTION_IMBALANCE: return "auctionImbalance";
case MARK_PRICE: return "markPrice";
case BID_EFP_COMPUTATION: return "bidEFP";
case ASK_EFP_COMPUTATION: return "askEFP";
case LAST_EFP_COMPUTATION: return "lastEFP";
case OPEN_EFP_COMPUTATION: return "openEFP";
case HIGH_EFP_COMPUTATION: return "highEFP";
case LOW_EFP_COMPUTATION: return "lowEFP";
case CLOSE_EFP_COMPUTATION: return "closeEFP";
case LAST_TIMESTAMP: return "lastTimestamp";
case SHORTABLE: return "shortable";
case FUNDAMENTAL_RATIOS: return "fundamentals";
case RT_VOLUME: return "RTVolume";
case HALTED: return "halted";
case BID_YIELD: return "bidYield";
case ASK_YIELD: return "askYield";
case LAST_YIELD: return "lastYield";
case CUST_OPTION_COMPUTATION: return "custOptComp";
case TRADE_COUNT: return "trades";
case TRADE_RATE: return "trades/min";
case VOLUME_RATE: return "volume/min";
case LAST_RTH_TRADE: return "lastRTHTrade";
case RT_HISTORICAL_VOL: return "RTHistoricalVol";
case IB_DIVIDENDS: return "IBDividends";
case BOND_FACTOR_MULTIPLIER: return "bondFactorMultiplier";
case REGULATORY_IMBALANCE: return "regulatoryImbalance";
case NEWS_TICK: return "newsTick";
case SHORT_TERM_VOLUME_3_MIN: return "shortTermVolume3Min";
case SHORT_TERM_VOLUME_5_MIN: return "shortTermVolume5Min";
case SHORT_TERM_VOLUME_10_MIN: return "shortTermVolume10Min";
case DELAYED_BID: return "delayedBid";
case DELAYED_ASK: return "delayedAsk";
case DELAYED_LAST: return "delayedLast";
case DELAYED_BID_SIZE: return "delayedBidSize";
case DELAYED_ASK_SIZE: return "delayedAskSize";
case DELAYED_LAST_SIZE: return "delayedLastSize";
case DELAYED_HIGH: return "delayedHigh";
case DELAYED_LOW: return "delayedLow";
case DELAYED_VOLUME: return "delayedVolume";
case DELAYED_CLOSE: return "delayedClose";
case DELAYED_OPEN: return "delayedOpen";
case RT_TRD_VOLUME: return "rtTrdVolume";
case CREDITMAN_MARK_PRICE: return "creditmanMarkPrice";
case CREDITMAN_SLOW_MARK_PRICE: return "creditmanSlowMarkPrice";
case DELAYED_BID_OPTION: return "delayedBidOptComp";
case DELAYED_ASK_OPTION: return "delayedAskOptComp";
case DELAYED_LAST_OPTION: return "delayedLastOptComp";
case DELAYED_MODEL_OPTION: return "delayedModelOptComp";
case LAST_EXCH: return "lastExchange";
case LAST_REG_TIME: return "lastRegTime";
case FUTURES_OPEN_INTEREST: return "futuresOpenInterest";
case AVG_OPT_VOLUME: return "avgOptVolume";
case DELAYED_LAST_TIMESTAMP: return "delayedLastTimestamp";
case SHORTABLE_SHARES: return "shortableShares";
case DELAYED_HALTED: return "delayedHalted";
case REUTERS_2_MUTUAL_FUNDS: return "reuters2MutualFunds";
case ETF_NAV_CLOSE: return "etfNavClose";
case ETF_NAV_PRIOR_CLOSE: return "etfNavPriorClose";
case ETF_NAV_BID: return "etfNavBid";
case ETF_NAV_ASK: return "etfNavAsk";
case ETF_NAV_LAST: return "etfNavLast";
case ETF_FROZEN_NAV_LAST: return "etfFrozenNavLast";
case ETF_NAV_HIGH: return "etfNavHigh";
case ETF_NAV_LOW: return "etfNavLow";
case SOCIAL_MARKET_ANALYTICS: return "socialMarketAnalytics";
case ESTIMATED_IPO_MIDPOINT: return "estimatedIPOMidpoint";
case FINAL_IPO_LAST: return "finalIPOLast";
case DELAYED_YIELD_BID: return "delayedYieldBid";
case DELAYED_YIELD_ASK: return "delayedYieldAsk";
default: return "unknown";
}
}
}
}