Classes
| Class | Description | |
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Account |
Class representing an individual trading account.
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AccountList |
Class providing a list of the accounts.
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AccountList..::..PositionUpdateList |
Account position update list class.
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AccountList..::..PositionUpdateList..::..PositionUpdate |
Class to hold the positon / account pair.
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AccountList..::..UpdateList |
Account update list class.
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ActiveMarketRequest |
Determines the most active market (based on ttv) for the contract.
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Brand |
Class holding the branding information.
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ChartDataMarketVolumeRequest |
Requests market volume summary information from the chart server.
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ChartDataMarketVolumeRequest..::..MarketTTV |
TTV data for a single market.
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Contract |
Class representing a single contract.
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Contract..::..ContractChartData |
Class that holds blocks of historical bar data.
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ContractList |
List of contracts.
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ContractLoader |
Class that gets a specified contract asynchronously.
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ContractRelation |
Class that holds the details of a single related contract. e.g. when a contract moves
from one exchange to another, the option contract that is related to this future and
vice versa.
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ContractRelationList |
Class that holds a list of all the contracts related to the parent contract.
e.g. when a contract moves from one exchange to another, the option contract
that is related to this future and vice versa.
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Exchange |
Class representing a single exchange.
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ExchangeList |
List of exchanges.
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ExchangeLoader |
Class that asynchonously loads an exchange.
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Host |
Main API class. This provides access to everything else.
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Market |
Class representing a single tradable market.
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Market..::..BarData |
Class that holds blocks of historical bar data.
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Market..::..Depth |
Class representing the depth data.
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Market..::..Depth..::..DepthItem |
Child class containing the details of a single bid or offer depth row.
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Market..::..Depth..::..DepthList |
Collection class for holding depth items.
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Market..::..HighLow |
Class representing the high low data.
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Market..::..LegItem |
Class representing a single leg of the strategy.
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Market..::..LegList |
List of the legs in the strategy.
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Market..::..PriceLimits |
Class representing the price limits data.
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Market..::..Settlement |
Class representing the settlement data.
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Market..::..TickData |
Class that holds blocks of historical tick data.
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Market..::..TradeHistory |
Class representing the trade history data.
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Market..::..TradeHistory..::..HistoryItem |
Class representing a single trade volume item.
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Market..::..TradeVolume |
Class representing the trade volume data.
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Market..::..TradeVolume..::..VolumeItem |
Class representing a single trade volume item for a specific price.
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MarketChartData |
Class that holds blocks of historical bar data.
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MarketData |
Class that holds all the market data information.
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MarketList |
Class holding a list of markets, either all those loaded or a requested list.
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MarketLoader |
Class that gets a specified market asynchronously. Allows the option of returning an
alternate market if the specified one is not found, e.g. following market expiry the
next valid month is returned.
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Order |
Class that represents an order, both for submitting and getting updates of.
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Order..::..History |
Class containing a historical state of the order.
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Order..::..HistoryList |
Order History list.
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Order..::..Speed |
Class that holds the speed details for submission, revision or pull
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Order..::..Trade |
Trade Fill class.
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Order..::..TradeData |
Trade fill list.
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Order..::..TradeData..::..AggregateTradeList |
Class that holds an aggregated list of the fills received for the order.
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Order..::..TradeData..::..TradeLegList |
Class that holds the list of leg fills for the order.
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Order..::..TradeData..::..TradeList |
Class that holds the list of all the fills received for the order.
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Order..::..TradeLeg |
Trade leg Fill class.
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OrderList |
Class that deals with all the orders for an account's position.
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OrderList..::..AccountRouting |
Class to specify the account routing details.
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OrderList..::..Pull |
Class for dealing with batch pull.
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OrderList..::..Revision |
Class for dealing with batch revision.
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OrderList..::..StatusRequest |
Class for dealing with batch status requests.
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OrderList..::..Submission |
Class for dealing with batch submission.
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OrderList..::..UpdateList |
Order Update list class.
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OrderList..::..UserRouting |
Class to specify the user routing details.
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Position |
Class representing a single market position for an account.
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PositionList | |
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User |
Class that contains the details of a single user that is logged in.
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UserList |
Class that holds the list of users that are logged in.
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Interfaces
| Interface | Description | |
|---|---|---|
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IChartDataRequest |
Interface for chart data requests.
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