MDEntryType

class roq.fix.MDEntryType

Members:

UNDEFINED

UNKNOWN

BID

OFFER

TRADE

INDEX_VALUE

OPENING_PRICE

CLOSING_PRICE

SETTLEMENT_PRICE

TRADING_SESSION_HIGH_PRICE

TRADING_SESSION_LOW_PRICE

TRADING_SESSION_VWAP_PRICE

IMBALANCE

TRADE_VOLUME

OPEN_INTEREST

COMPOSITE_UNDERLYING_PRICE

SIMULATED_SELL_PRICE

SIMULATED_BUY_PRICE

MARGIN_RATE

MID_PRICE

EMPTY_BOOK

SETTLE_HIGH_PRICE

SETTLE_LOW_PRICE

PRIOR_SETTLE_PRICE

SESSION_HIGH_BID

SESSION_LOW_OFFER

SESSION_EARLY_PRICES

AUCTION_CLEARING_PRICE

DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS

SWAP_VALUE_FACTOR

CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS

DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS

CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS

FIXING_PRICE

CASH_RATE

RECOVERY_RATE

RECOVERY_RATE_FOR_LONG

RECOVERY_RATE_FOR_SHORT

__init__(self: roq.fix.MDEntryType, value: int) → None

property name