FRAMES NO FRAMES | |||||||
| |||||||
SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member summary | |
---|---|
string | symbol
The symbol, stock code, bond or currency pair to trade. |
sequence<float> | bidPrices
Ordered list of bid (buy) prices, best (i.e. highest) first. |
sequence<float> | askPrices
Ordered list of ask (sell) prices, best (i.e. lowest) first. |
sequence<float> | midPrices
Average of bid and ask prices (ordered, best first). |
sequence<integer> | bidQuantities
Ordered list of bid quantities, should correspond directly to entries in bidPrices. |
sequence<integer> | askQuantities
Ordered list of ask quantities, should correspond directly to entries in askPrices. |
dictionary<string, string> | extraParams
Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "StopPrice", "Account", etc. The key SERVICE_NAME may be used to provide the service that the depth comes from. |
Member detail |
---|
sequence<float> askPricesOrdered list of ask (sell) prices, best (i.e. lowest) first.
sequence<integer> askQuantitiesOrdered list of ask quantities, should correspond directly to entries in askPrices.
sequence<float> bidPricesOrdered list of bid (buy) prices, best (i.e. highest) first.
sequence<integer> bidQuantitiesOrdered list of bid quantities, should correspond directly to entries in bidPrices.
dictionary<string, string> extraParamsExtra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "StopPrice", "Account", etc. The key SERVICE_NAME may be used to provide the service that the depth comes from.
sequence<float> midPricesAverage of bid and ask prices (ordered, best first).
string symbolThe symbol, stock code, bond or currency pair to trade.
FRAMES NO FRAMES | |||||||
| |||||||
SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |