/* 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 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"; default: return "unknown"; } } } }