Crate dxfeed Copy item path Source ConfigurationData Event OrderEventData ProfileEventData SpreadOrderData TimeAndSaleData _IO_FILE __fsid_t __locale_data __locale_struct __mbstate_t __va_list_tag dx_candle Candle dx_configuration Configuration dx_event_subscription_param Event subscription param dx_event_subscription_param_list Event subscription param list dx_greeks Greeks dx_market_maker Market maker dx_order Order dx_order_source_array Order source array dx_profile Profile dx_quote Quote dx_series Series dx_spread_order Spread order dx_suffix Suffix dx_summary Summary dx_theo_price @brief Theo price dx_time_and_sale Time & sale dx_trade Trade dx_underlying Underlying dxf_byte_array_t Byte array dxf_candle_t @brief Candle dxf_configuration Configuration event with application-specific attachment dxf_event_params Event params dxf_greeks @brief Greeks
@details Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the
most recent information that is available about the corresponding values on the market at any given moment of time. dxf_order_t Order dxf_price_level_book_data Price level book data dxf_price_level_element Price level element dxf_profile @brief Profile dxf_property_item_t Property item dxf_quote_t @brief Quote. dxf_series @brief Series dxf_snapshot_data Snapshot dxf_summary @brief Summary dxf_time_and_sale Time & sale dxf_trade_t Trade event is a snapshot of the price and size of the last trade during regular trading hours and an overall day
volume and day turnover. It represents the most recent information that is available about the regular last trade on
the market at any given moment of time. dxf_underlying @brief Underlying tm Error EventData EventType AIO_PRIO_DELTA_MAX ARG_MAX BC_BASE_MAX BC_DIM_MAX BC_SCALE_MAX BC_STRING_MAX CHARCLASS_NAME_MAX COLL_WEIGHTS_MAX DELAYTIMER_MAX DXF_CANDLE_EXCHANGE_CODE_ATTRIBUTE_DEFAULT DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE DXF_CANDLE_PERIOD_VALUE_ATTRIBUTE_DEFAULT DXF_ET_CANDLE Candle event DXF_ET_CONFIGURATION Configuration event DXF_ET_GREEKS Greeks event DXF_ET_ORDER Order event DXF_ET_PROFILE Profile event DXF_ET_QUOTE Quote event DXF_ET_SERIES Series event DXF_ET_SPREAD_ORDER Spread order event DXF_ET_SUMMARY Summary event DXF_ET_THEO_PRICE Theo price event DXF_ET_TIME_AND_SALE Time & sale event DXF_ET_TRADE DXF_ET_TRADE_ETH Trade eth event DXF_ET_UNDERLYING Underlying event DXF_ET_UNUSED DXF_FAILURE DXF_RECORD_SUFFIX_SIZE DXF_SUCCESS DX_RECORD_ID_INVALID EXPR_NEST_MAX HOST_NAME_MAX INT8_MAX INT8_MIN INT16_MAX INT16_MIN INT32_MAX INT32_MIN INTPTR_MAX INTPTR_MIN INT_FAST8_MAX INT_FAST8_MIN INT_FAST16_MAX INT_FAST16_MIN INT_FAST32_MAX INT_FAST32_MIN INT_LEAST8_MAX INT_LEAST8_MIN INT_LEAST16_MAX INT_LEAST16_MIN INT_LEAST32_MAX INT_LEAST32_MIN LINE_MAX LINK_MAX LOGIN_NAME_MAX MAX_CANON MAX_INPUT MB_LEN_MAX MQ_PRIO_MAX NAME_MAX NGROUPS_MAX NR_OPEN PATH_MAX PIPE_BUF PTHREAD_DESTRUCTOR_ITERATIONS PTHREAD_KEYS_MAX PTHREAD_STACK_MIN PTRDIFF_MAX PTRDIFF_MIN RE_DUP_MAX RTSIG_MAX SEM_VALUE_MAX SIG_ATOMIC_MAX SIG_ATOMIC_MIN SIZE_MAX TTY_NAME_MAX UINT8_MAX UINT16_MAX UINT32_MAX UINTPTR_MAX UINT_FAST8_MAX UINT_FAST16_MAX UINT_FAST32_MAX UINT_LEAST8_MAX UINT_LEAST16_MAX UINT_LEAST32_MAX WEOF WINT_MAX WINT_MIN XATTR_LIST_MAX XATTR_NAME_MAX XATTR_SIZE_MAX _ATFILE_SOURCE _BITS_LIBM_SIMD_DECL_STUBS_H _BITS_POSIX1_LIM_H _BITS_POSIX2_LIM_H _BITS_STDINT_INTN_H _BITS_STDINT_LEAST_H _BITS_STDINT_UINTN_H _BITS_TIME64_H _BITS_TYPESIZES_H _BITS_TYPES_H _BITS_TYPES_LOCALE_T_H _BITS_TYPES___LOCALE_T_H _BITS_WCHAR_H _DEFAULT_SOURCE _FEATURES_H _LIBC_LIMITS_H_ _POSIX2_BC_BASE_MAX _POSIX2_BC_DIM_MAX _POSIX2_BC_SCALE_MAX _POSIX2_BC_STRING_MAX _POSIX2_CHARCLASS_NAME_MAX _POSIX2_COLL_WEIGHTS_MAX _POSIX2_EXPR_NEST_MAX _POSIX2_LINE_MAX _POSIX2_RE_DUP_MAX _POSIX_AIO_LISTIO_MAX _POSIX_AIO_MAX _POSIX_ARG_MAX _POSIX_CHILD_MAX _POSIX_CLOCKRES_MIN _POSIX_C_SOURCE _POSIX_DELAYTIMER_MAX _POSIX_HOST_NAME_MAX _POSIX_LINK_MAX _POSIX_LOGIN_NAME_MAX _POSIX_MAX_CANON _POSIX_MAX_INPUT _POSIX_MQ_OPEN_MAX _POSIX_MQ_PRIO_MAX _POSIX_NAME_MAX _POSIX_NGROUPS_MAX _POSIX_OPEN_MAX _POSIX_PATH_MAX _POSIX_PIPE_BUF _POSIX_RE_DUP_MAX _POSIX_RTSIG_MAX _POSIX_SEM_NSEMS_MAX _POSIX_SEM_VALUE_MAX _POSIX_SIGQUEUE_MAX _POSIX_SOURCE _POSIX_SSIZE_MAX _POSIX_STREAM_MAX _POSIX_SYMLINK_MAX _POSIX_SYMLOOP_MAX _POSIX_THREAD_DESTRUCTOR_ITERATIONS _POSIX_THREAD_KEYS_MAX _POSIX_THREAD_THREADS_MAX _POSIX_TIMER_MAX _POSIX_TTY_NAME_MAX _POSIX_TZNAME_MAX _STDC_PREDEF_H _STDINT_H _SYS_CDEFS_H _WCHAR_H _WINT_T __FD_SETSIZE __FILE_defined __FP_LOGB0_IS_MIN __FP_LOGBNAN_IS_MIN __GLIBC_MINOR__ __GLIBC_USE_C2X_STRTOL __GLIBC_USE_DEPRECATED_GETS __GLIBC_USE_DEPRECATED_SCANF __GLIBC_USE_IEC_60559_BFP_EXT __GLIBC_USE_IEC_60559_BFP_EXT_C2X __GLIBC_USE_IEC_60559_EXT __GLIBC_USE_IEC_60559_FUNCS_EXT __GLIBC_USE_IEC_60559_FUNCS_EXT_C2X __GLIBC_USE_IEC_60559_TYPES_EXT __GLIBC_USE_ISOC2X __GLIBC_USE_LIB_EXT2 __GLIBC__ __GNU_LIBRARY__ __HAVE_DISTINCT_FLOAT16 __HAVE_DISTINCT_FLOAT32 __HAVE_DISTINCT_FLOAT64 __HAVE_DISTINCT_FLOAT32X __HAVE_DISTINCT_FLOAT64X __HAVE_DISTINCT_FLOAT128 __HAVE_DISTINCT_FLOAT128X __HAVE_FLOAT16 __HAVE_FLOAT32 __HAVE_FLOAT64 __HAVE_FLOAT32X __HAVE_FLOAT64X __HAVE_FLOAT64X_LONG_DOUBLE __HAVE_FLOAT128 __HAVE_FLOAT128X __HAVE_FLOATN_NOT_TYPEDEF __HAVE_GENERIC_SELECTION __INO_T_MATCHES_INO64_T __KERNEL_OLD_TIMEVAL_MATCHES_TIMEVAL64 __LDOUBLE_REDIRECTS_TO_FLOAT128_ABI __OFF_T_MATCHES_OFF64_T __RLIM_T_MATCHES_RLIM64_T __STATFS_MATCHES_STATFS64 __STDC_IEC_559_COMPLEX__ __STDC_IEC_559__ __STDC_IEC_60559_BFP__ __STDC_IEC_60559_COMPLEX__ __STDC_ISO_10646__ __SYSCALL_WORDSIZE __TIMESIZE __USE_ATFILE __USE_FORTIFY_LEVEL __USE_ISOC11 __USE_ISOC95 __USE_ISOC99 __USE_MISC __USE_POSIX __USE_POSIX2 __USE_POSIX199309 __USE_POSIX199506 __USE_POSIX_IMPLICITLY __USE_XOPEN2K __USE_XOPEN2K8 __WORDSIZE __WORDSIZE_TIME64_COMPAT32 ____FILE_defined ____mbstate_t_defined __glibc_c99_flexarr_available __mbstate_t_defined __wint_t_defined dx_error_code_t_dx_bioec_buffer_not_initialized dx_error_code_t_dx_bioec_buffer_overflow dx_error_code_t_dx_bioec_buffer_underflow dx_error_code_t_dx_bioec_index_out_of_bounds dx_error_code_t_dx_cec_connection_context_not_initialized dx_error_code_t_dx_cec_invalid_connection_context_subsystem_id dx_error_code_t_dx_cec_invalid_connection_handle dx_error_code_t_dx_cec_invalid_connection_handle_internal dx_error_code_t_dx_ceec_invalid_candle_period_value dx_error_code_t_dx_cfgec_empty_config_file_name dx_error_code_t_dx_cfgec_empty_config_string dx_error_code_t_dx_cfgec_toml_parser_error dx_error_code_t_dx_csdec_protocol_error dx_error_code_t_dx_csdec_unsupported_version dx_error_code_t_dx_ec_count dx_error_code_t_dx_ec_error_subsystem_failure dx_error_code_t_dx_ec_internal_assert_violation dx_error_code_t_dx_ec_invalid_func_param dx_error_code_t_dx_ec_invalid_func_param_internal dx_error_code_t_dx_ec_success dx_error_code_t_dx_esec_invalid_event_type dx_error_code_t_dx_esec_invalid_listener dx_error_code_t_dx_esec_invalid_subscr_id dx_error_code_t_dx_esec_invalid_symbol_name dx_error_code_t_dx_lec_failed_to_open_file dx_error_code_t_dx_mec_insufficient_memory dx_error_code_t_dx_nec_connection_closed dx_error_code_t_dx_nec_invalid_function_arg dx_error_code_t_dx_nec_invalid_port_value dx_error_code_t_dx_nec_open_connection_error dx_error_code_t_dx_nec_unknown_codec dx_error_code_t_dx_pcec_invalid_event_flag dx_error_code_t_dx_pcec_invalid_symbol_length dx_error_code_t_dx_pcec_reserved_bit_sequence dx_error_code_t_dx_pec_authentication_error dx_error_code_t_dx_pec_credentials_required dx_error_code_t_dx_pec_descr_record_field_info_corrupted dx_error_code_t_dx_pec_describe_protocol_message_corrupted dx_error_code_t_dx_pec_inconsistent_message_support dx_error_code_t_dx_pec_invalid_message_length dx_error_code_t_dx_pec_invalid_symbol dx_error_code_t_dx_pec_local_message_not_supported_by_server dx_error_code_t_dx_pec_message_incomplete dx_error_code_t_dx_pec_record_description_not_received dx_error_code_t_dx_pec_record_field_type_not_supported dx_error_code_t_dx_pec_record_info_corrupted dx_error_code_t_dx_pec_record_not_supported dx_error_code_t_dx_pec_server_message_not_supported dx_error_code_t_dx_pec_unexpected_message_sequence_internal dx_error_code_t_dx_pec_unexpected_message_type dx_error_code_t_dx_pec_unexpected_message_type_internal dx_error_code_t_dx_pec_unknown_record_name dx_error_code_t_dx_plbec_invalid_book_handle dx_error_code_t_dx_plbec_invalid_book_ptr dx_error_code_t_dx_plbec_invalid_source dx_error_code_t_dx_plbec_invalid_symbol dx_error_code_t_dx_pmec_invalid_message_type dx_error_code_t_dx_sec_addr_already_in_use dx_error_code_t_dx_sec_addr_family_not_supported dx_error_code_t_dx_sec_addr_not_valid dx_error_code_t_dx_sec_blocking_call_in_progress dx_error_code_t_dx_sec_blocking_call_interrupted dx_error_code_t_dx_sec_connection_aborted dx_error_code_t_dx_sec_connection_gracefully_closed dx_error_code_t_dx_sec_connection_refused dx_error_code_t_dx_sec_connection_reset dx_error_code_t_dx_sec_connection_timed_out dx_error_code_t_dx_sec_generic_error dx_error_code_t_dx_sec_host_not_found dx_error_code_t_dx_sec_invalid_arg dx_error_code_t_dx_sec_invalid_ptr_arg dx_error_code_t_dx_sec_message_too_long dx_error_code_t_dx_sec_network_dropped_connection dx_error_code_t_dx_sec_network_is_down dx_error_code_t_dx_sec_network_is_unreachable dx_error_code_t_dx_sec_no_buffer_space_available dx_error_code_t_dx_sec_no_data_on_host dx_error_code_t_dx_sec_no_route_to_host dx_error_code_t_dx_sec_no_sockets_available dx_error_code_t_dx_sec_nonblocking_oper_pending dx_error_code_t_dx_sec_not_enough_memory dx_error_code_t_dx_sec_operation_not_supported dx_error_code_t_dx_sec_permission_denied dx_error_code_t_dx_sec_persistent_temp_error dx_error_code_t_dx_sec_proto_not_supported dx_error_code_t_dx_sec_res_temporarily_unavail dx_error_code_t_dx_sec_sock_already_connected dx_error_code_t_dx_sec_sock_oper_on_nonsocket dx_error_code_t_dx_sec_socket_not_connected dx_error_code_t_dx_sec_socket_shutdown dx_error_code_t_dx_sec_socket_subsystem_incompatible_version dx_error_code_t_dx_sec_socket_subsystem_init_failed dx_error_code_t_dx_sec_socket_subsystem_init_required dx_error_code_t_dx_sec_socket_type_addrfam_incompat dx_error_code_t_dx_sec_socket_type_proto_incompat dx_error_code_t_dx_sec_unrecoverable_error dx_error_code_t_dx_ssec_duplicate_record dx_error_code_t_dx_ssec_invalid_event_id dx_error_code_t_dx_ssec_invalid_listener dx_error_code_t_dx_ssec_invalid_snapshot_id dx_error_code_t_dx_ssec_invalid_symbol dx_error_code_t_dx_ssec_snapshot_exist dx_error_code_t_dx_ssec_unknown_state dx_error_code_t_dx_tec_deadlock_detected dx_error_code_t_dx_tec_generic_error dx_error_code_t_dx_tec_invalid_res_operation dx_error_code_t_dx_tec_invalid_resource_id dx_error_code_t_dx_tec_not_enough_memory dx_error_code_t_dx_tec_not_enough_sys_resources dx_error_code_t_dx_tec_permission_denied dx_error_code_t_dx_tec_resource_busy dx_error_code_t_dx_utfec_bad_utf_data_format dx_error_code_t_dx_utfec_bad_utf_data_format_server dx_event_id_dx_eid_begin dx_event_id_dx_eid_candle Candle event ID dx_event_id_dx_eid_configuration Configuration event ID dx_event_id_dx_eid_count Configuration event ID dx_event_id_dx_eid_greeks Greeks event ID dx_event_id_dx_eid_invalid Configuration event ID dx_event_id_dx_eid_order Order event ID dx_event_id_dx_eid_profile Profile event ID dx_event_id_dx_eid_quote Quote event ID dx_event_id_dx_eid_series Series event ID dx_event_id_dx_eid_spread_order Spread Order event ID dx_event_id_dx_eid_summary Summary event ID dx_event_id_dx_eid_theo_price Theo Price event ID dx_event_id_dx_eid_time_and_sale T&S event ID dx_event_id_dx_eid_trade Trade event ID dx_event_id_dx_eid_trade_eth TradeETH event ID dx_event_id_dx_eid_underlying Underlying event ID dx_event_subscr_flag_t_dx_esf_default (0x0) Used for default subscription dx_event_subscr_flag_t_dx_esf_force_history (0x80) Used for forcing subscription to history data dx_event_subscr_flag_t_dx_esf_force_stream (0x40) Used for forcing subscription to stream data dx_event_subscr_flag_t_dx_esf_force_ticker (0x20) Used for forcing subscription to ticker data dx_event_subscr_flag_t_dx_esf_quotes_regional (0x8) Used for regional quotes dx_event_subscr_flag_t_dx_esf_single_record (0x1) Used for subscribing on one record only in case of snapshots dx_event_subscr_flag_t_dx_esf_sr_market_maker_order (0x2) Used with #dx_esf_single_record flag and for #dx_eid_order (Order) event dx_event_subscr_flag_t_dx_esf_time_series (0x4) Used for time series subscription dx_event_subscr_flag_t_dx_esf_wildcard (0x10) Used for wildcard (“*”) subscription dx_log_level_t_dx_ll_debug dx_log_level_t_dx_ll_error dx_log_level_t_dx_ll_info dx_log_level_t_dx_ll_trace dx_log_level_t_dx_ll_warn dx_record_info_id_t_dx_rid_begin dx_record_info_id_t_dx_rid_candle dx_record_info_id_t_dx_rid_configuration dx_record_info_id_t_dx_rid_count dx_record_info_id_t_dx_rid_greeks dx_record_info_id_t_dx_rid_invalid dx_record_info_id_t_dx_rid_market_maker dx_record_info_id_t_dx_rid_order dx_record_info_id_t_dx_rid_profile dx_record_info_id_t_dx_rid_quote dx_record_info_id_t_dx_rid_series dx_record_info_id_t_dx_rid_spread_order dx_record_info_id_t_dx_rid_summary dx_record_info_id_t_dx_rid_theo_price dx_record_info_id_t_dx_rid_time_and_sale dx_record_info_id_t_dx_rid_trade dx_record_info_id_t_dx_rid_trade_eth dx_record_info_id_t_dx_rid_underlying dx_subscription_type_dx_st_begin dx_subscription_type_dx_st_count @brief HISTORY subscription type dx_subscription_type_dx_st_history @brief HISTORY subscription type dx_subscription_type_dx_st_stream @brief STREAM subscription type dx_subscription_type_dx_st_ticker @brief TICKER subscription type dxf_candle_alignment_attribute_dxf_caa_count Align candles on session. a=s dxf_candle_alignment_attribute_dxf_caa_default Default alignment attribute value. a=m dxf_candle_alignment_attribute_dxf_caa_midnight Align candles on midnight. a=m dxf_candle_alignment_attribute_dxf_caa_session Align candles on session. a=s dxf_candle_price_attribute_dxf_cpa_ask Quote ask price. price=ask dxf_candle_price_attribute_dxf_cpa_bid Quote bid price. price=bid dxf_candle_price_attribute_dxf_cpa_count Official settlement price that is defined by exchange or last trading price otherwise. price=s dxf_candle_price_attribute_dxf_cpa_default Default price attribute value. price=last dxf_candle_price_attribute_dxf_cpa_last Last trading price. price=last dxf_candle_price_attribute_dxf_cpa_mark Market price defined as average between quote bid and ask prices. price=mark dxf_candle_price_attribute_dxf_cpa_settlement Official settlement price that is defined by exchange or last trading price otherwise. price=s dxf_candle_session_attribute_dxf_csa_any tho=falsedxf_candle_session_attribute_dxf_csa_count tho=truedxf_candle_session_attribute_dxf_csa_default tho=falsedxf_candle_session_attribute_dxf_csa_regular tho=truedxf_candle_type_period_attribute_dxf_ctpa_count Certain price change, calculated according to the following rules: dxf_candle_type_period_attribute_dxf_ctpa_day Days. =<amount>d dxf_candle_type_period_attribute_dxf_ctpa_default Default type period attribute. =<amount>t dxf_candle_type_period_attribute_dxf_ctpa_hour Hours. =<amount>h dxf_candle_type_period_attribute_dxf_ctpa_minute Minutes. =<amount>m dxf_candle_type_period_attribute_dxf_ctpa_month Months. =<amount>mo dxf_candle_type_period_attribute_dxf_ctpa_optexp Option expirations. =<amount>o dxf_candle_type_period_attribute_dxf_ctpa_price Certain price change, calculated according to the following rules: dxf_candle_type_period_attribute_dxf_ctpa_price_momentum Certain price change, calculated according to the following rules: dxf_candle_type_period_attribute_dxf_ctpa_price_renko Certain price change, calculated according to the following rules: dxf_candle_type_period_attribute_dxf_ctpa_second Seconds. =<amount>s dxf_candle_type_period_attribute_dxf_ctpa_tick Ticks. =<amount>t dxf_candle_type_period_attribute_dxf_ctpa_volume Volume of trades. =<amount>v dxf_candle_type_period_attribute_dxf_ctpa_week Weeks. =<amount>w dxf_candle_type_period_attribute_dxf_ctpa_year Years. =<amount>y dxf_connection_status_t_dxf_cs_authorized dxf_connection_status_t_dxf_cs_connected dxf_connection_status_t_dxf_cs_login_required dxf_connection_status_t_dxf_cs_not_connected dxf_direction_t_dxf_dir_down Current price is lower than previous price. Integer value = 1 dxf_direction_t_dxf_dir_undefined Direction is undefined, unknown or inapplicable. Integer value = 0 dxf_direction_t_dxf_dir_up Current price is higher than previous price. Integer value = 5 dxf_direction_t_dxf_dir_zero Current price is equal to the only known price value suitable for price direction computation. Integer value = 3 dxf_direction_t_dxf_dir_zero_down Current price is the same as previous price and is lower than the last known price of different value. Integer
value = 2 dxf_direction_t_dxf_dir_zero_up Current price is the same as previous price and is higher than the last known price of different value. Integer
value = 4 dxf_event_flag_t_dxf_ef_remove_event (0x02) REMOVE_EVENT indicates that the event with the corresponding index has to be removed dxf_event_flag_t_dxf_ef_remove_symbol @} dxf_event_flag_t_dxf_ef_snapshot_begin (0x04) SNAPSHOT_BEGIN indicates when the loading of a snapshot starts. Snapshot load starts on new subscription and
the first indexed event that arrives for each exchange code (in the case of a regional record) on a new
subscription may have SNAPSHOT_BEGIN set to true. It means that an ongoing snapshot consisting of multiple
events is incoming dxf_event_flag_t_dxf_ef_snapshot_end (0x08) SNAPSHOT_END or (0x10) SNAPSHOT_SNIP indicates the end of a snapshot. The difference between SNAPSHOT_END and
SNAPSHOT_SNIP is the following: SNAPSHOT_END indicates that the data source sent all the data pertaining to
the subscription for the corresponding indexed event, while SNAPSHOT_SNIP indicates that some limit on the
amount of data was reached and while there still might be more data available, it will not be provided
@{ dxf_event_flag_t_dxf_ef_snapshot_snip (0x08) SNAPSHOT_END or (0x10) SNAPSHOT_SNIP indicates the end of a snapshot. The difference between SNAPSHOT_END and
SNAPSHOT_SNIP is the following: SNAPSHOT_END indicates that the data source sent all the data pertaining to
the subscription for the corresponding indexed event, while SNAPSHOT_SNIP indicates that some limit on the
amount of data was reached and while there still might be more data available, it will not be provided
@{ dxf_event_flag_t_dxf_ef_tx_pending (0x01) TX_PENDING indicates a pending transactional update. When TX_PENDING is 1, it means that an ongoing transaction
update, that spans multiple events, is in process dxf_order_action_t_dxf_oa_bust Prior Trade/Order Execution bust.
Order’s \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0. dxf_order_action_t_dxf_oa_delete Order is fully canceled and removed from Order Book.
Order’s \ref dxf_order_t.size will be equal to 0. dxf_order_action_t_dxf_oa_execute Order is fully executed and removed from Order Book.
Order’s \ref dxf_order_t.size will be equals to 0. dxf_order_action_t_dxf_oa_last Prior Trade/Order Execution bust.
Order’s \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0. dxf_order_action_t_dxf_oa_modify Order is modified without changing its price-time-priority (usually due to partial cancel by user).
Order’s \ref dxf_order_t.size will contain new updated size. dxf_order_action_t_dxf_oa_new New Order is added to Order Book. dxf_order_action_t_dxf_oa_partial Size is changed (usually reduced) due to partial order execution.
Order’s \ref dxf_order_t.size will be updated to show current outstanding size. dxf_order_action_t_dxf_oa_replace Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book).
Order symbol and \ref dxf_order_t.side will remain the same. dxf_order_action_t_dxf_oa_trade Non-Book Trade - this Trade not refers to any entry in Order Book.
Order’s \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0. dxf_order_action_t_dxf_oa_undefined Default enum value for orders that do not support “Full Order Book” and for backward compatibility -
action must be derived from other dxf_order_t fields. dxf_order_scope_t_dxf_osc_aggregate Represents aggregate information for a given price level or best bid or best offer for a given market maker.
Integer value = 2 dxf_order_scope_t_dxf_osc_composite Represents best bid or best offer for the whole market. Integer value = 0 dxf_order_scope_t_dxf_osc_order Represents individual order on the market. Integer value = 3 dxf_order_scope_t_dxf_osc_regional Represents best bid or best offer for a given exchange code. Integer value = 1 dxf_order_side_t_dxf_osd_buy Buy side (bid). Integer value = 1 dxf_order_side_t_dxf_osd_sell Sell side (ask or offer). Integer value = 2 dxf_order_side_t_dxf_osd_undefined Side is undefined, unknown or inapplicable. Integer value = 0 dxf_price_type_t_dxf_pt_final Final price (final settlement price). Integer value = 3. dxf_price_type_t_dxf_pt_indicative Indicative price (derived via math formula). Integer value = 1. dxf_price_type_t_dxf_pt_preliminary Preliminary price (preliminary settlement price), usually posted prior to dxf_pt_final price. Integer value = 2. dxf_price_type_t_dxf_pt_regular Regular price. Integer value = 0. dxf_short_sale_restriction_dxf_ssr_active Short sale restriction is active. Integer value = 1. dxf_short_sale_restriction_dxf_ssr_inactive Short sale restriction is inactive. Integer value = 2. dxf_short_sale_restriction_dxf_ssr_undefined Short sale restriction is undefined, unknown or inapplicable. Integer value = 0. dxf_tns_type_dxf_tnst_cancel Represents cancel time and sale event. Integer value = 2. dxf_tns_type_dxf_tnst_correction Represents correction time and sale event. Integer value = 1. dxf_tns_type_dxf_tnst_new Represents new time and sale event. Integer value = 0. dxf_trading_status_dxf_ts_active Trading is active. Integer value = 2. dxf_trading_status_dxf_ts_halted Trading is halted. Integer value = 1. dxf_trading_status_dxf_ts_undefined Trading status is undefined, unknown or inapplicable. Integer value = 0. DXF_ORDER_AGGREGATE_ASK_STR DXF_ORDER_AGGREGATE_BID_STR __mbrlen ⚠ add btowc ⚠ dx_event_type_to_string ⚠ @ingroup c-api-event-listener-functions dx_get_error_description ⚠ @ingroup c-api-common dx_get_event_data_item ⚠ @ingroup c-api-event-listener-functions dx_get_event_data_struct_size ⚠ @ingroup c-api-event-listener-functions dx_get_event_id_by_bitmask ⚠ @ingroup c-api-event-listener-functions dx_get_event_subscription_params ⚠ @ingroup c-api-basic-subscription-functions dx_get_log_level ⚠ @ingroup c-api-common dxf_add_candle_symbol ⚠ @ingroup c-api-symbol-subscription-functions dxf_add_order_source ⚠ @ingroup c-api-orders dxf_add_symbol ⚠ @ingroup c-api-symbol-subscription-functions dxf_add_symbols ⚠ @ingroup c-api-symbol-subscription-functions dxf_attach_event_listener ⚠ @ingroup c-api-event-listener-functions dxf_attach_event_listener_v2 ⚠ @ingroup c-api-event-listener-functions dxf_attach_price_level_book_listener ⚠ @ingroup c-api-price-level-book dxf_attach_regional_book_listener ⚠ @ingroup c-api-regional-book dxf_attach_regional_book_listener_v2 ⚠ @ingroup c-api-regional-book dxf_attach_snapshot_inc_listener ⚠ @ingroup c-api-snapshots dxf_attach_snapshot_listener ⚠ @ingroup c-api-snapshots dxf_clear_symbols ⚠ @ingroup c-api-symbol-subscription-functions dxf_close_connection ⚠ @ingroup c-api-connection-functions dxf_close_price_level_book ⚠ @ingroup c-api-price-level-book dxf_close_price_level_book_v2 ⚠ @ingroup c-api-price-level-book dxf_close_regional_book ⚠ @ingroup c-api-regional-book dxf_close_snapshot ⚠ @ingroup c-api-snapshots dxf_close_subscription ⚠ @ingroup c-api-basic-subscription-functions dxf_create_candle_snapshot ⚠ @ingroup c-api-snapshots dxf_create_candle_symbol_attributes ⚠ @ingroup c-api-candle-attributes dxf_create_connection ⚠ @ingroup c-api-connection-functions dxf_create_connection_auth_basic ⚠ @ingroup c-api-connection-functions dxf_create_connection_auth_bearer ⚠ @ingroup c-api-connection-functions dxf_create_connection_auth_custom ⚠ @ingroup c-api-connection-functions dxf_create_order_snapshot ⚠ @ingroup c-api-snapshots dxf_create_price_level_book ⚠ @ingroup c-api-price-level-book dxf_create_price_level_book_v2 ⚠ @ingroup c-api-price-level-book dxf_create_price_level_book_v3 ⚠ @ingroup c-api-price-level-book dxf_create_regional_book ⚠ @ingroup c-api-regional-book dxf_create_snapshot ⚠ @ingroup c-api-snapshots dxf_create_subscription ⚠ @ingroup c-api-basic-subscription-functions dxf_create_subscription_timed ⚠ @ingroup c-api-basic-subscription-functions dxf_create_subscription_timed_with_flags ⚠ @ingroup c-api-basic-subscription-functions dxf_create_subscription_with_flags ⚠ @ingroup c-api-basic-subscription-functions dxf_delete_candle_symbol_attributes ⚠ @ingroup c-api-candle-attributes dxf_detach_event_listener ⚠ @ingroup c-api-event-listener-functions dxf_detach_event_listener_v2 ⚠ @ingroup c-api-event-listener-functions dxf_detach_price_level_book_listener ⚠ @ingroup c-api-price-level-book dxf_detach_regional_book_listener ⚠ @ingroup c-api-regional-book dxf_detach_regional_book_listener_v2 ⚠ @ingroup c-api-regional-book dxf_detach_snapshot_inc_listener ⚠ @ingroup c-api-snapshots dxf_detach_snapshot_listener ⚠ @ingroup c-api-snapshots dxf_free ⚠ @ingroup c-api-common dxf_free_connection_properties_snapshot ⚠ @ingroup c-api-connection-functions dxf_get_connection_properties_snapshot ⚠ @ingroup c-api-connection-functions dxf_get_current_connected_address ⚠ @ingroup c-api-connection-functions dxf_get_current_connection_status ⚠ @ingroup c-api-connection-functions dxf_get_last_error ⚠ @ingroup c-api-common dxf_get_last_event ⚠ @ingroup c-api-event-listener-functions dxf_get_order_action_string_name ⚠ @ingroup c-api-common dxf_get_order_action_wstring_name ⚠ @ingroup c-api-common dxf_get_snapshot_symbol ⚠ @ingroup c-api-snapshots dxf_get_subscription_event_types ⚠ @ingroup c-api-event-listener-functions dxf_get_symbols ⚠ @ingroup c-api-symbol-subscription-functions dxf_initialize_logger ⚠ @ingroup c-api-common dxf_initialize_logger_v2 ⚠ @ingroup c-api-common dxf_load_config_from_file ⚠ @ingroup c-api-config dxf_load_config_from_string ⚠ @ingroup c-api-config dxf_load_config_from_wstring ⚠ @ingroup c-api-config dxf_remove_candle_symbol ⚠ @ingroup c-api-symbol-subscription-functions dxf_remove_symbol ⚠ @ingroup c-api-symbol-subscription-functions dxf_remove_symbols ⚠ @ingroup c-api-symbol-subscription-functions dxf_set_on_server_heartbeat_notifier ⚠ @ingroup c-api-connection-functions dxf_set_order_source ⚠ @ingroup c-api-orders dxf_set_price_level_book_listeners_v2 ⚠ @ingroup c-api-price-level-book dxf_set_symbols ⚠ @ingroup c-api-symbol-subscription-functions dxf_write_raw_data ⚠ @ingroup c-api-common fgetwc ⚠ fgetws ⚠ fputwc ⚠ fputws ⚠ fwide ⚠ fwprintf ⚠ fwscanf ⚠ fwscanf1 ⚠ getwc ⚠ getwchar ⚠ mbrlen ⚠ mbrtowc ⚠ mbsinit ⚠ mbsnrtowcs ⚠ mbsrtowcs ⚠ open_wmemstream ⚠ putwc ⚠ putwchar ⚠ swprintf ⚠ swscanf ⚠ swscanf1 ⚠ ungetwc ⚠ vfwprintf ⚠ vfwscanf ⚠ vfwscanf1 ⚠ vswprintf ⚠ vswscanf ⚠ vswscanf1 ⚠ vwprintf ⚠ vwscanf ⚠ vwscanf1 ⚠ wcpcpy ⚠ wcpncpy ⚠ wcrtomb ⚠ wcscasecmp ⚠ wcscasecmp_l ⚠ wcscat ⚠ wcschr ⚠ wcscmp ⚠ wcscoll ⚠ wcscoll_l ⚠ wcscpy ⚠ wcscspn ⚠ wcsdup ⚠ wcsftime ⚠ wcslcat ⚠ wcslcpy ⚠ wcslen ⚠ wcsncasecmp ⚠ wcsncasecmp_l ⚠ wcsncat ⚠ wcsncmp ⚠ wcsncpy ⚠ wcsnlen ⚠ wcsnrtombs ⚠ wcspbrk ⚠ wcsrchr ⚠ wcsrtombs ⚠ wcsspn ⚠ wcsstr ⚠ wcstod ⚠ wcstof ⚠ wcstok ⚠ wcstol ⚠ wcstoll ⚠ wcstoul ⚠ wcstoull ⚠ wcsxfrm ⚠ wcsxfrm_l ⚠ wctob ⚠ wmemchr ⚠ wmemcmp ⚠ wmemcpy ⚠ wmemmove ⚠ wmemset ⚠ wprintf ⚠ wscanf ⚠ wscanf1 ⚠ ERRORCODE Error code FILE _Float32 _Float64 _Float32x _Float64x __FILE __blkcnt64_t __blkcnt_t __blksize_t __builtin_va_list __caddr_t __clock_t __clockid_t __daddr_t __dev_t __fsblkcnt64_t __fsblkcnt_t __fsfilcnt64_t __fsfilcnt_t __fsword_t __gid_t __gnuc_va_list __id_t __ino64_t __ino_t __int8_t __int16_t __int32_t __int64_t __int_least8_t __int_least16_t __int_least32_t __int_least64_t __intmax_t __intptr_t __key_t __locale_t __loff_t __mode_t __nlink_t __off64_t __off_t __pid_t __quad_t __rlim64_t __rlim_t __sig_atomic_t __socklen_t __ssize_t __suseconds64_t __suseconds_t __syscall_slong_t __syscall_ulong_t __time_t __timer_t __u_char __u_int __u_long __u_quad_t __u_short __uid_t __uint8_t __uint16_t __uint32_t __uint64_t __uint_least8_t __uint_least16_t __uint_least32_t __uint_least64_t __uintmax_t __useconds_t dx_candle_t Candle dx_configuration_t Configuration dx_error_code_t Error code dx_event_id @brief Event ID dx_event_id_t @brief Event ID dx_event_subscr_flag @ingroup event-data-structures-event-subscription-stuff dx_event_subscr_flag_t @ingroup event-data-structures-event-subscription-stuff dx_event_subscription_param_list_t Event subscription param list dx_event_subscription_param_t Event subscription param dx_greeks_t Greeks dx_log_level_t Error level dx_market_maker_t Market maker dx_order_source_array_ptr_t Pointer to an order source array dx_order_source_array_t Order source array dx_order_t Order dx_profile_t Profile dx_quote_t Quote dx_record_id_t Record ID dx_record_info_id_t Record info ID dx_series_t Series dx_spread_order_t Spread order dx_subscription_type Subscription type dx_subscription_type_t Subscription type dx_suffix_t Suffix dx_summary_t Summary dx_theo_price_t @brief Theo price dx_time_and_sale_t Time & sale dx_trade_eth_t TradeETH dx_trade_t Trade dx_underlying_t Underlying dxf_bool_t Boolean dxf_byte_t Byte dxf_candle_alignment_attribute Candle alignment attribute. Defines how candle are aligned with respect to time. a=<value> dxf_candle_alignment_attribute_t Candle alignment attribute. Defines how candle are aligned with respect to time. a=<value> dxf_candle_attributes_t Candle attributes dxf_candle_price_attribute Candle price attribute. Defines price that is used to build the candles. price=<value> dxf_candle_price_attribute_t Candle price attribute. Defines price that is used to build the candles. price=<value> dxf_candle_session_attribute Candle session attribute. Defines trading that is used to build the candles. tho=<value> dxf_candle_session_attribute_t Candle session attribute. Defines trading that is used to build the candles. tho=<value> dxf_candle_type_period_attribute Candle type period attribute. Defines type of aggregation period of the candles =<amount><type>,
Where - double value dxf_candle_type_period_attribute_t Candle type period attribute. Defines type of aggregation period of the candles =<amount><type>,
Where - double value dxf_char_t Char dxf_configuration_t Configuration event with application-specific attachment dxf_conn_on_server_heartbeat_notifier_t @ingroup callback-types dxf_conn_status_notifier_t @ingroup callback-types dxf_conn_termination_notifier_t @ingroup callback-types dxf_connection_status_t Connection status dxf_connection_t Connection dxf_const_event_data_t dxf_const_string_t Const String dxf_dayid_t DayId dxf_direction_t Direction of the price movement. For example tick direction for last trade price. dxf_double_t Double dxf_event_data_t Event data dxf_event_flag Event flag. EventFlags description dxf_event_flag_t Event flag. EventFlags description dxf_event_flags_t Event flags dxf_event_listener_t Event listener prototype dxf_event_listener_v2_t Event listener prototype v. 2 dxf_event_params_t Event params dxf_float_t Float dxf_greeks_t @brief Greeks
@details Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the
most recent information that is available about the corresponding values on the market at any given moment of time. dxf_int_t Int dxf_long_t Long dxf_order_action_t Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the dxf_order_t event:
whether order was added or replaced, partially or fully executed, etc. dxf_order_scope_t Scope of an order. dxf_order_side_t Side of an order or a trade. dxf_price_level_book_const_data_ptr_t dxf_price_level_book_data_ptr_t Price level book data dxf_price_level_book_data_t Price level book data dxf_price_level_book_inc_listener_t @ingroup c-api-price-level-book dxf_price_level_book_listener_t @ingroup c-api-price-level-book dxf_price_level_book_t Price level book dxf_price_level_book_v2_t dxf_price_level_element_t Price level element dxf_price_type_t Type of the price value. dxf_profile_t @brief Profile dxf_regional_book_t Regional book dxf_regional_quote_listener_t @ingroup c-api-regional-book dxf_series_t @brief Series dxf_short_sale_restriction Short sale restriction on an instrument. dxf_short_sale_restriction_t Short sale restriction on an instrument. dxf_short_t Short dxf_snapshot_data_ptr_t Snapshot dxf_snapshot_data_t Snapshot dxf_snapshot_inc_listener_t @brief Incremental Snapshot listener prototype dxf_snapshot_listener_t @ingroup c-api-snapshots dxf_snapshot_t Snapshot dxf_socket_thread_creation_notifier_t @ingroup callback-types dxf_socket_thread_destruction_notifier_t @ingroup callback-types dxf_string_t String dxf_subscription_t Subscription dxf_summary_t @brief Summary dxf_theo_price_t Theo price. Event and record are the same dxf_time_and_sale_t Time & sale dxf_time_int_field_t dxf_tns_type Type of a time and sale event. dxf_tns_type_t Type of a time and sale event. dxf_trade_eth_t TradeETH dxf_trading_status Trading status of an instrument. dxf_trading_status_t Trading status of an instrument. dxf_ubyte_t Unsigned byte dxf_uint_t Unsigned int dxf_ulong_t Unsigned long dxf_underlying_t @brief Underlying dxf_ushort_t Unsigned short int_fast8_t int_fast16_t int_fast32_t int_fast64_t int_least8_t int_least16_t int_least32_t int_least64_t intmax_t locale_t mbstate_t uint_fast8_t uint_fast16_t uint_fast32_t uint_fast64_t uint_least8_t uint_least16_t uint_least32_t uint_least64_t uintmax_t va_list wchar_t wint_t __mbstate_t__bindgen_ty_1 dxf_order_t__bindgen_ty_1 Market maker of this order or spread symbol of this spread order