Classes

  Class Description
Public class Account
Class representing an individual trading account.
Public class AccountList
Class providing a list of the accounts.
Public class AccountList..::..PositionUpdateList
Account position update list class.
Public class AccountList..::..PositionUpdateList..::..PositionUpdate
Class to hold the positon / account pair.
Public class AccountList..::..UpdateList
Account update list class.
Public class ActiveMarketRequest
Determines the most active market (based on ttv) for the contract.
Public class Brand
Class holding the branding information.
Public class ChartDataMarketVolumeRequest
Requests market volume summary information from the chart server.
Public class ChartDataMarketVolumeRequest..::..MarketTTV
TTV data for a single market.
Public class Contract
Class representing a single contract.
Public class Contract..::..ContractChartData
Class that holds blocks of historical bar data.
Public class ContractList
List of contracts.
Public class ContractLoader
Class that gets a specified contract asynchronously.
Public class 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.
Public class 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.
Public class Exchange
Class representing a single exchange.
Public class ExchangeList
List of exchanges.
Public class ExchangeLoader
Class that asynchonously loads an exchange.
Public class Host
Main API class. This provides access to everything else.
Public class Market
Class representing a single tradable market.
Public class Market..::..BarData
Class that holds blocks of historical bar data.
Public class Market..::..Depth
Class representing the depth data.
Public class Market..::..Depth..::..DepthItem
Child class containing the details of a single bid or offer depth row.
Public class Market..::..Depth..::..DepthList
Collection class for holding depth items.
Public class Market..::..HighLow
Class representing the high low data.
Public class Market..::..LegItem
Class representing a single leg of the strategy.
Public class Market..::..LegList
List of the legs in the strategy.
Public class Market..::..PriceLimits
Class representing the price limits data.
Public class Market..::..Settlement
Class representing the settlement data.
Public class Market..::..TickData
Class that holds blocks of historical tick data.
Public class Market..::..TradeHistory
Class representing the trade history data.
Public class Market..::..TradeHistory..::..HistoryItem
Class representing a single trade volume item.
Public class Market..::..TradeVolume
Class representing the trade volume data.
Public class Market..::..TradeVolume..::..VolumeItem
Class representing a single trade volume item for a specific price.
Public class MarketChartData
Class that holds blocks of historical bar data.
Public class MarketData
Class that holds all the market data information.
Public class MarketList
Class holding a list of markets, either all those loaded or a requested list.
Public class 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.
Public class Order
Class that represents an order, both for submitting and getting updates of.
Public class Order..::..History
Class containing a historical state of the order.
Public class Order..::..HistoryList
Order History list.
Public class Order..::..Speed
Class that holds the speed details for submission, revision or pull
Public class Order..::..Trade
Trade Fill class.
Public class Order..::..TradeData
Trade fill list.
Public class Order..::..TradeData..::..AggregateTradeList
Class that holds an aggregated list of the fills received for the order.
Public class Order..::..TradeData..::..TradeLegList
Class that holds the list of leg fills for the order.
Public class Order..::..TradeData..::..TradeList
Class that holds the list of all the fills received for the order.
Public class Order..::..TradeLeg
Trade leg Fill class.
Public class OrderList
Class that deals with all the orders for an account's position.
Public class OrderList..::..AccountRouting
Class to specify the account routing details.
Public class OrderList..::..Pull
Class for dealing with batch pull.
Public class OrderList..::..Revision
Class for dealing with batch revision.
Public class OrderList..::..StatusRequest
Class for dealing with batch status requests.
Public class OrderList..::..Submission
Class for dealing with batch submission.
Public class OrderList..::..UpdateList
Order Update list class.
Public class OrderList..::..UserRouting
Class to specify the user routing details.
Public class Position
Class representing a single market position for an account.
Public class PositionList
Public class User
Class that contains the details of a single user that is logged in.
Public class UserList
Class that holds the list of users that are logged in.

Interfaces

  Interface Description
Public interface IChartDataRequest
Interface for chart data requests.

Delegates

  Delegate Description
Public delegate Account..::..AccountCompleteEventHandler
Public delegate Account..::..AccountDetailsEventHandler
Public delegate Account..::..AccountNotifyEventHandler
Public delegate Account..::..AccountUpdateEventHandler
Public delegate Account..::..OrderAddedEventHandler
Public delegate Account..::..OrderFillEventHandler
Public delegate Account..::..OrderFillLegEventHandler
Public delegate Account..::..OrderPerformanceEventHandler
Public delegate Account..::..OrderRemovedEventHandler
Public delegate Account..::..OrderUpdateEventHandler
Public delegate Account..::..PositionUpdateEventHandler
Public delegate AccountList..::..AccountCompleteEventHandler
Public delegate AccountList..::..AccountDetailsEventHandler
Public delegate AccountList..::..AccountListCompleteEventHandler
Public delegate AccountList..::..AccountNotifyEventHandler
Public delegate AccountList..::..AccountUpdateEventHandler
Public delegate AccountList..::..OrderAddedEventHandler
Public delegate AccountList..::..OrderFillEventHandler
Public delegate AccountList..::..OrderFillLegEventHandler
Public delegate AccountList..::..OrderPerformanceEventHandler
Public delegate AccountList..::..OrderRemovedEventHandler
Public delegate AccountList..::..OrderUpdateEventHandler
Public delegate AccountList..::..PositionUpdateEventHandler
Public delegate ActiveMarketRequest..::..ChartDataCompleteEventHandler
Delegate defining a handler for the ChartDataComplete event.
Public delegate ChartDataMarketVolumeRequest..::..ChartDataCompleteEventHandler
Delegate defining a handler for the ChartDataComplete event.
Public delegate Contract..::..ChartDataRequestFailedEventHandler
Public delegate Contract..::..ChartDataResponseEventHandler
Public delegate Contract..::..ContractUpdateEventHandler
Public delegate ContractList..::..ContractListCompleteEventHandler
Public delegate ContractList..::..ContractUpdateEventHandler
Public delegate ContractLoader..::..ContractLoadCompleteEventHandler
Public delegate ContractRelationList..::..ContractRelationListCompleteEventHandler
Public delegate Exchange..::..ExchangeUpdateEventHandler
Public delegate ExchangeList..::..ExchangeListCompleteEventHandler
Public delegate ExchangeList..::..ExchangeUpdateEventHandler
Public delegate ExchangeLoader..::..ExchangeLoadCompleteEventHandler
Public delegate Host..::..LoginFailureEventHandler
Public delegate Host..::..LoginSuccessEventHandler
Public delegate Host..::..NotificationEventHandler
Public delegate IChartDataRequest..::..ChartDataCompleteEventHandler
Delegate for the ChartDataComplete event handler.
Public delegate Market..::..ChartDataRequestFailedEventHandler
Public delegate Market..::..MarketBarDataEventHandler
Public delegate Market..::..MarketCheckSubscriptionEventHandler
Public delegate Market..::..MarketDepthTradeEventHandler
Public delegate Market..::..MarketDepthUpdateEventHandler
Public delegate Market..::..MarketDetailsEventHandler
Public delegate Market..::..MarketHighLowEventHandler
Public delegate Market..::..MarketPriceLimitsEventHandler
Public delegate Market..::..MarketSettlementEventHandler
Public delegate Market..::..MarketTickDataEventHandler
Public delegate Market..::..MarketTradeHistoryEventHandler
Public delegate Market..::..MarketTradeVolumeEventHandler
Public delegate MarketData..::..MarketDepthUpdateEventHandler
Public delegate MarketData..::..MarketDetailsEventHandler
Public delegate MarketData..::..MarketHighLowEventHandler
Public delegate MarketData..::..MarketRFQEventHandler
Public delegate MarketData..::..MarketSettlementEventHandler
Public delegate MarketData..::..MarketTradeHistoryEventHandler
Public delegate MarketData..::..MarketTradeVolumeEventHandler
Public delegate MarketList..::..ChartDataRequestFailedEventHandler
Public delegate MarketList..::..FilterMarketDetailsEventHandler
Public delegate MarketList..::..MarketBarDataEventHandler
Public delegate MarketList..::..MarketCheckSubscriptionEventHandler
Public delegate MarketList..::..MarketDepthTradeEventHandler
Public delegate MarketList..::..MarketDepthUpdateEventHandler
Public delegate MarketList..::..MarketDetailsEventHandler
Public delegate MarketList..::..MarketHighLowEventHandler
Public delegate MarketList..::..MarketListCompleteEventHandler
Public delegate MarketList..::..MarketSettlementEventHandler
Public delegate MarketList..::..MarketTickDataEventHandler
Public delegate MarketList..::..MarketTradeHistoryEventHandler
Public delegate MarketList..::..MarketTradeVolumeEventHandler
Public delegate MarketLoader..::..MarketLoadCompleteEventHandler
Public delegate Order..::..HistoryLoadedEventHandler
Public delegate Order..::..OrderFillEventHandler
Public delegate Order..::..OrderFillLegEventHandler
Public delegate Order..::..OrderPerformanceEventHandler
Public delegate Order..::..OrderUpdateEventHandler
Public delegate Position..::..OrderAddedEventHandler
Public delegate Position..::..OrderFillEventHandler
Public delegate Position..::..OrderFillLegEventHandler
Public delegate Position..::..OrderPerformanceEventHandler
Public delegate Position..::..OrderRemovedEventHandler
Public delegate Position..::..OrderUpdateEventHandler
Public delegate Position..::..PositionDayChangeEventHandler
Public delegate Position..::..PositionUpdateEventHandler
Public delegate User..::..LoginFailureEventHandler
Public delegate User..::..LoginSuccessEventHandler
Public delegate User..::..PasswordChangeResponseEventHandler
Public delegate UserList..::..LoginFailureEventHandler
Public delegate UserList..::..LoginSuccessEventHandler