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#