Event Summary |
ADVRequest | An event routed for a request of getting the ADV for the given symbol. |
ADVResponse | An event routed in response to a request of getting the ADV for the given symbol. |
GotADV | Event routed by the service that requested an ADV and got the ADV response back. |
GotVolumeCurve | Event routed by the service that requested a curve and got the curve response back. |
SlicerUnit | Slicer unit represents all the functionality required for slicing a given quantity based on a given volume curve. The slicer unit draws on the slicerUnit Parameters and can be used within a block for algo scenarios. |
SlicerUnitParams | A collection of the slicer unit's parameters. These parameters accord to the ones that should be used in a block that uses the slicer unit (i.e. slicing block). |
SubslicerUnit | Subslicer unit represents all the functionality required for subslicing a given slice based on the parameters set for the subslicing unit. The subslicer unit draws on the subslicerUnit Parameters and can be used within a block for algo scenarios. |
SubslicerUnitParams | A collection of the subslicer unit's parameters. These parameters accord to the ones that should be used in a block that uses the subslicer unit (i.e. subslicing block). |
VolumeCurve | The volumeCurve holds the details for a curve which is produced based on historical data. |
VWAPGetCurveRequest | An event routed for a request of getting a curve with the given name. |
VWAPGetCurveResponse | An event routed in response to a request of getting a curve with the given name. |
VWAPSlice | An event representing the details associated with a slice which is created based on a given volume curve and includes the index, quantity, starting time and duration of the slice. |
VWAPSubSlice | An event representing the details associated with a subslice which is created based on splitting a slice of order into smaller portions. It includes the slice/subslice index, quantity, starting time and duration of the slice. |