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Moved TickTypes to the enums.jl file
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oliviermilla committed Jul 11, 2024
1 parent 103e9b7 commit 10c35c2
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Showing 3 changed files with 122 additions and 128 deletions.
1 change: 0 additions & 1 deletion src/InteractiveBrokers.jl
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,6 @@ include("types_private.jl")
include("wrapper.jl")
include("reader.jl") ; using .Reader: check_all, start_reader
include("utils.jl")
include("TickTypes.jl")

"""
Connection()
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115 changes: 0 additions & 115 deletions src/TickTypes.jl

This file was deleted.

134 changes: 122 additions & 12 deletions src/enums.jl
Original file line number Diff line number Diff line change
@@ -1,26 +1,136 @@
@enum AuctionStrategy UNSET MATCH IMPROVEMENT TRANSPARENT

@enum FaDataType GROUPS=1 ALIASES=3
@enum FaDataType GROUPS = 1 ALIASES = 3

@enum LegOpenClose SAME OPEN CLOSE UNKNOWN_POS

@enum MarketDataType REALTIME=1 FROZEN=2 DELAYED=3 DELAYED_FROZEN=4
@enum MarketDataType REALTIME = 1 FROZEN = 2 DELAYED = 3 DELAYED_FROZEN = 4

@enum Origin CUSTOMER FIRM UNKNOWN

@enum ConditionType PRICE=1 TIME=3 MARGIN=4 EXECUTION=5 VOLUME=6 PERCENTCHANGE=7
@enum ConditionType PRICE = 1 TIME = 3 MARGIN = 4 EXECUTION = 5 VOLUME = 6 PERCENTCHANGE = 7


funddist(v) = v == "N" ? "Accumulation Fund" :
v == "Y" ? "Income Fund" :
"None"
v == "Y" ? "Income Fund" :
"None"

fundtype(v) = v == "000" ? "Others" :
fundtype(v) = v == "000" ? "Others" :
v == "001" ? "Money Market" :
v == "002" ? "Fixed Income" :
v == "003" ? "Multi-asset" :
v == "004" ? "Equity" :
v == "005" ? "Sector" :
v == "006" ? "Guaranteed" :
v == "007" ? "Alternative" :
"None"
v == "003" ? "Multi-asset" :
v == "004" ? "Equity" :
v == "005" ? "Sector" :
v == "006" ? "Guaranteed" :
v == "007" ? "Alternative" :
"None"

tickname(i) = string(TICK_TYPES(i))

@enum TICK_TYPES::Int begin
BID_SIZE = 0
BID = 1
ASK = 2
ASK_SIZE = 3
LAST = 4
LAST_SIZE = 5
HIGH = 6
LOW = 7
VOLUME = 8
CLOSE = 9
BID_OPTION = 10
ASK_OPTION = 11
LAST_OPTION = 12
MODEL_OPTION = 13
OPEN = 14
LOW_13_WEEK = 15
HIGH_13_WEEK = 16
LOW_26_WEEK = 17
HIGH_26_WEEK = 18
LOW_52_WEEK = 19
HIGH_52_WEEK = 20
AVG_VOLUME = 21
OPEN_INTEREST = 22
OPTION_HISTORICAL_VOL = 23
OPTION_IMPLIED_VOL = 24
OPTION_BID_EXCH = 25
OPTION_ASK_EXCH = 26
OPTION_CALL_OPEN_INTEREST = 27
OPTION_PUT_OPEN_INTEREST = 28
OPTION_CALL_VOLUME = 29
OPTION_PUT_VOLUME = 30
INDEX_FUTURE_PREMIUM = 31
BID_EXCH = 32
ASK_EXCH = 33
AUCTION_VOLUME = 34
AUCTION_PRICE = 35
AUCTION_IMBALANCE = 36
MARK_PRICE = 37
BID_EFP_COMPUTATION = 38
ASK_EFP_COMPUTATION = 39
LAST_EFP_COMPUTATION = 40
OPEN_EFP_COMPUTATION = 41
HIGH_EFP_COMPUTATION = 42
LOW_EFP_COMPUTATION = 43
CLOSE_EFP_COMPUTATION = 44
LAST_TIMESTAMP = 45
SHORTABLE = 46
FUNDAMENTAL_RATIOS = 47
RT_VOLUME = 48
HALTED = 49
BID_YIELD = 50
ASK_YIELD = 51
LAST_YIELD = 52
CUST_OPTION_COMPUTATION = 53
TRADE_COUNT = 54
TRADE_RATE = 55
VOLUME_RATE = 56
LAST_RTH_TRADE = 57
RT_HISTORICAL_VOL = 58
IB_DIVIDENDS = 59
BOND_FACTOR_MULTIPLIER = 60
REGULATORY_IMBALANCE = 61
NEWS_TICK = 62
SHORT_TERM_VOLUME_3_MIN = 63
SHORT_TERM_VOLUME_5_MIN = 64
SHORT_TERM_VOLUME_10_MIN = 65
DELAYED_BID = 66
DELAYED_ASK = 67
DELAYED_LAST = 68
DELAYED_BID_SIZE = 69
DELAYED_ASK_SIZE = 70
DELAYED_LAST_SIZE = 71
DELAYED_HIGH = 72
DELAYED_LOW = 73
DELAYED_VOLUME = 74
DELAYED_CLOSE = 75
DELAYED_OPEN = 76
RT_TRD_VOLUME = 77
CREDITMAN_MARK_PRICE = 78
CREDITMAN_SLOW_MARK_PRICE = 79
DELAYED_BID_OPTION = 80
DELAYED_ASK_OPTION = 81
DELAYED_LAST_OPTION = 82
DELAYED_MODEL_OPTION = 83
LAST_EXCH = 84
LAST_REG_TIME = 85
FUTURES_OPEN_INTEREST = 86
AVG_OPT_VOLUME = 87
DELAYED_LAST_TIMESTAMP = 88
SHORTABLE_SHARES = 89
DELAYED_HALTED = 90
REUTERS_2_MUTUAL_FUNDS = 91
ETF_NAV_CLOSE = 92
ETF_NAV_PRIOR_CLOSE = 93
ETF_NAV_BID = 94
ETF_NAV_ASK = 95
ETF_NAV_LAST = 96
ETF_FROZEN_NAV_LAST = 97
ETF_NAV_HIGH = 98
ETF_NAV_LOW = 99
SOCIAL_MARKET_ANALYTICS = 100
ESTIMATED_IPO_MIDPOINT = 101
FINAL_IPO_LAST = 102
DELAYED_YIELD_BID = 103
DELAYED_YIELD_ASK = 104
end

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