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Enum FieldId

Values that represent field Identifiers.

Namespace: tt_net_sdk
Assembly: tt-net-api.dll
Syntax
public enum FieldId

Fields

Name Description
AskDetailedDepthCounterparty

Ask Detailed Depth Counterparty

AskDetailedDepthQuantity

Ask Detailed Depth Quantity

AskImpliedColor

AskImplied Theo Pct Color

AskImpliedDelta

AskImplied Theo Delta

AskImpliedDeltaDecay

AskImplied Theo Delta Decay

AskImpliedFormattedTheoPrice

AskImplied Theo Formatted The oPrice

AskImpliedGamma

AskImplied Theo Gamma

AskImpliedOev

AskImplied Theo Oev

AskImpliedPctGamma

AskImplied Theo Pct Gamma

AskImpliedRho

AskImplied Theo Rho

AskImpliedTV

AskImplied Theo TV

AskImpliedTheta

AskImplied Theo Theta

AskImpliedVanna

AskImplied Theo Vanna

AskImpliedVega

AskImplied Theo Vega

AskImpliedVol

AskImplied Theo Vol

AskImpliedVomma

AskImplied Theo Vomma

AskImpliedZomma

AskImplied Theo Pct Zomma

AskMarketQuantity

Aggregate quantity of orders on the Ask side of a pre-open market

AutofitColor

Autofit Theo Pct Color

AutofitDelta

Autofit Theo Delta

AutofitDeltaDecay

Autofit Theo Delta Decay

AutofitFormattedTheoPrice

Autofit Theo Formatted Theo Price

AutofitGamma

Autofit Theo Gamma

AutofitOev

Autofit Theo Oev

AutofitPctGamma

Autofit Theo Pct Gamma

AutofitRho

Autofit Theo Rho

AutofitTV

Autofit Theo TV

AutofitTheta

Autofit Theo Theta

AutofitVanna

Autofit Theo Vanna

AutofitVega

Autofit Theo Vega

AutofitVol

Autofit Theo Vol

AutofitVomma

Autofit Theo Vomma

AutofitZomma

Autofit Theo Pct Zomma

BestAskId

Order ID of the best ask

BestAskPrice

Better of the implied and direct ask prices

BestAskQuantity

Quantity available at the better of the implied and direct ask prices

BestBidId

Order ID of the best bid

BestBidPrice

Better of the implied and direct bid prices

BestBidQuantity

Quantity available at the better of the implied and direct bid prices

BidDetailedDepthCounterparty

Bid Detailed Depth Counterparty

BidDetailedDepthQuantity

Bid Detailed Depth Quantity

BidImpliedColor

BidImplied Theo Pct Color

BidImpliedDelta

BidImplied Theo Delta

BidImpliedDeltaDecay

BidImplied Theo Delta Decay

BidImpliedFormattedTheoPrice

BidImplied Theo Formatted Theo Price

BidImpliedGamma

BidImplied Theo Gamma

BidImpliedOev

BidImplied Theo Oev

BidImpliedPctGamma

BidImplied Theo Pct Gamma

BidImpliedRho

BidImplied Theo Rho

BidImpliedTV

BidImplied Theo TV

BidImpliedTheta

BidImplied Theo Theta

BidImpliedVanna

BidImplied Theo Vanna

BidImpliedVega

BidImplied Theo Vega

BidImpliedVol

BidImplied Theo Vol

BidImpliedVomma

BidImplied Theo Vomma

BidImpliedZomma

BidImplied Theo Pct Zomma

BidMarketQuantity

Aggregate quantity of orders on the Bid side of a pre-open market

ClosePrice

Closing price for the session

CumulativeTradedQuantity
CurrentSessionId

ID for the current trading session

DirectAskCount

Number of orders that comprise the direct ask quantity

DirectAskCounterparty

ID of the counterparty with the direct ask price

DirectAskPrice

Direct ask price

DirectAskQuantity

Quantity available at the direct ask price

DirectBidCount

Number of orders that comprise the direct bid quantity

DirectBidCounterparty

ID of the counterparty with the direct bid price

DirectBidPrice

Direct bid price

DirectBidQuantity

Quantity available at the direct bid price

FormattedTheoPrice

Formatted Theo Price

HighPrice

Highest price of the day for the contract

ImbalanceQuantity

Difference between bids and asks at a given price in the market

ImpliedAskPrice

Exchange-provided implied ask price

ImpliedAskQuantity

Quantity available at the Exchange-provided implied ask price

ImpliedBidPrice

Exchange-provided implied bid price

ImpliedBidQuantity

Quantity available at the Exchange-provided implied bid price

IndicativeAskPrice

Projected ask price when the market opens

IndicativeBidPrice

Projected bid price when the market opens

IndicativePrice
IndicativeQuantity
IndicativeSettlPrc

Project price when the market closes

LastTradedPrice

Price at which the contract last traded

LastTradedQuantity

Quantity of all trades at the last traded price

LowPrice

Lowest price of the day for the contract

MarketSide

Side of the market associated with the price

MergedAskCount

Number of direct and implied ask orders at a price level

MergedBidCount

Number of direct and implied bid orders at a price level

MidImpliedColor

MidImplied Theo Pct Color

MidImpliedDelta

MidImplied Theo Delta

MidImpliedDeltaDecay

MidImplied Theo Delta Decay

MidImpliedFormattedTheoPrice

MidImplied Theo Formatted Theo Price

MidImpliedGamma

MidImplied Theo Gamma

MidImpliedOev

MidImplied Theo Oev

MidImpliedPctGamma

MidImplied Theo Pct Gamma

MidImpliedRho

MidImplied Theo Rho

MidImpliedTV

MidImplied Theo TV

MidImpliedTheta

MidImplied Theo Theta

MidImpliedVanna

MidImplied Theo Vanna

MidImpliedVega

MidImplied Theo Vega

MidImpliedVol

MidImplied Theo Vol

MidImpliedVomma

MidImplied Theo Vomma

MidImpliedZomma

MidImplied Theo Pct Zomma

NotSet
OpenInterst
OpenPrice

Opening price

OptionType

Instrument Option Type

OtcTradePrice

Price of the last wholesale trade for the contract

OtcTradeQuantity

Quantity of the last wholesale trade

SeriesStatus

Status of the contract on the Exchange, such as Trading, Pretrade, etc.

SettlementColor

Settlement Theo Pct Color

SettlementDelta

Settlement Theo Delta

SettlementDeltaDecay

Settlement Theo Delta Decay

SettlementFormattedTheoPrice

Settlement Theo Formatted Theo Price

SettlementGamma

Settlement Theo Gamma

SettlementOev

Settlement Theo Oev

SettlementPctGamma

Settlement Theo Pct Gamma

SettlementPrice

Exchange-supplied final price for the previous trading session

SettlementRho

Settlement Theo Rho

SettlementTV

Settlement Theo TV

SettlementTheta

Settlement Theo Theta

SettlementTime

Datetime the settlement price was published

SettlementVanna

Settlement Theo Vanna

SettlementVega

Settlement Theo Vega

SettlementVol

Settlement Theo Vol

SettlementVomma

Settlement Theo Vomma

SettlementZomma

Settlement Theo Pct Zomma

StdDev

Standard Deviation

Strike

Instrument Strike Price

TotalTradedQuantity

Total number of contracts traded for the trading day

UserColor

User Theo Pct Color

UserDelta

User Theo Delta

UserDeltaDecay

User Theo Delta Decay

UserFormattedTheoPrice

User Theo Formatted Theo Price

UserGamma

User Theo Gamma

UserOev

User Theo Oev

UserPctGamma

User Theo Pct Gamma

UserRho

User Theo Rho

UserTV

User Theo TV

UserTheta

User Theo Theta

UserVanna

User Theo Vanna

UserVega

User Theo Vega

UserVol

User Theo Vol

UserVomma

User Theo Vomma

UserZomma

User Theo Pct Zomma

WorkupPrice

(BrokerTec only) Current workup price

WorkupState

(BrokerTec only) Current workup state

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