Enum FieldId
Values that represent field Identifiers.
Namespace: tt_net_sdk
Assembly: tt-net-api.dll
Syntax
public enum FieldId
Fields
Name | Description |
---|---|
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 |
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 |