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Moved TickTypes to the enums.jl file
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Original file line number | Diff line number | Diff line change |
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@enum AuctionStrategy UNSET MATCH IMPROVEMENT TRANSPARENT | ||
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@enum FaDataType GROUPS=1 ALIASES=3 | ||
@enum FaDataType GROUPS = 1 ALIASES = 3 | ||
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@enum LegOpenClose SAME OPEN CLOSE UNKNOWN_POS | ||
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@enum MarketDataType REALTIME=1 FROZEN=2 DELAYED=3 DELAYED_FROZEN=4 | ||
@enum MarketDataType REALTIME = 1 FROZEN = 2 DELAYED = 3 DELAYED_FROZEN = 4 | ||
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@enum Origin CUSTOMER FIRM UNKNOWN | ||
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@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 | ||
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funddist(v) = v == "N" ? "Accumulation Fund" : | ||
v == "Y" ? "Income Fund" : | ||
"None" | ||
v == "Y" ? "Income Fund" : | ||
"None" | ||
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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" | ||
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tickname(i) = string(TICK_TYPES(i)) | ||
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@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 |