Candle event ID
Configuration event ID
Configuration event ID
Greeks event ID
Configuration event ID
Order event ID
Profile event ID
Quote event ID
Series event ID
Spread Order event ID
Summary event ID
Theo Price event ID
T&S event ID
Trade event ID
TradeETH event ID
Underlying event ID
(0x0) Used for default subscription
(0x80) Used for forcing subscription to history data
(0x40) Used for forcing subscription to stream data
(0x20) Used for forcing subscription to ticker data
(0x8) Used for regional quotes
(0x1) Used for subscribing on one record only in case of snapshots
(0x2) Used with #dx_esf_single_record flag and for #dx_eid_order (Order) event
(0x4) Used for time series subscription
(0x10) Used for wildcard (“*”) subscription
@brief HISTORY subscription type
@brief HISTORY subscription type
@brief STREAM subscription type
@brief TICKER subscription type
Align candles on session. a=s
Default alignment attribute value. a=m
Align candles on midnight. a=m
Align candles on session. a=s
Quote ask price. price=ask
Quote bid price. price=bid
Official settlement price that is defined by exchange or last trading price otherwise. price=s
Default price attribute value. price=last
Last trading price. price=last
Market price defined as average between quote bid and ask prices. price=mark
Official settlement price that is defined by exchange or last trading price otherwise. price=s
tho=false
tho=true
tho=false
tho=true
Certain price change, calculated according to the following rules:
Days. =<amount>d
Default type period attribute. =<amount>t
Hours. =<amount>h
Minutes. =<amount>m
Months. =<amount>mo
Option expirations. =<amount>o
Certain price change, calculated according to the following rules:
Certain price change, calculated according to the following rules:
Certain price change, calculated according to the following rules:
Seconds. =<amount>s
Ticks. =<amount>t
Volume of trades. =<amount>v
Weeks. =<amount>w
Years. =<amount>y
Current price is lower than previous price. Integer value = 1
Direction is undefined, unknown or inapplicable. Integer value = 0
Current price is higher than previous price. Integer value = 5
Current price is equal to the only known price value suitable for price direction computation. Integer value = 3
Current price is the same as previous price and is lower than the last known price of different value. Integer
value = 2
Current price is the same as previous price and is higher than the last known price of different value. Integer
value = 4
(0x02) REMOVE_EVENT indicates that the event with the corresponding index has to be removed
@}
(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
(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
@{
(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
@{
(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
Prior Trade/Order Execution bust.
Order’s \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0.
Order is fully canceled and removed from Order Book.
Order’s \ref dxf_order_t.size will be equal to 0.
Order is fully executed and removed from Order Book.
Order’s \ref dxf_order_t.size will be equals to 0.
Prior Trade/Order Execution bust.
Order’s \ref dxf_order_t.size and \ref dxf_order_t.price will be equals to 0.
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.
New Order is added to Order Book.
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.
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.
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.
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.
Represents aggregate information for a given price level or best bid or best offer for a given market maker.
Integer value = 2
Represents best bid or best offer for the whole market. Integer value = 0
Represents individual order on the market. Integer value = 3
Represents best bid or best offer for a given exchange code. Integer value = 1
Buy side (bid). Integer value = 1
Sell side (ask or offer). Integer value = 2
Side is undefined, unknown or inapplicable. Integer value = 0
Final price (final settlement price). Integer value = 3.
Indicative price (derived via math formula). Integer value = 1.
Preliminary price (preliminary settlement price), usually posted prior to dxf_pt_final price. Integer value = 2.
Regular price. Integer value = 0.
Short sale restriction is active. Integer value = 1.
Short sale restriction is inactive. Integer value = 2.
Short sale restriction is undefined, unknown or inapplicable. Integer value = 0.
Represents cancel time and sale event. Integer value = 2.
Represents correction time and sale event. Integer value = 1.
Represents new time and sale event. Integer value = 0.
Trading is active. Integer value = 2.
Trading is halted. Integer value = 1.
Trading status is undefined, unknown or inapplicable. Integer value = 0.
@ingroup c-api-event-listener-functions
@ingroup c-api-common
@ingroup c-api-event-listener-functions
@ingroup c-api-event-listener-functions
@ingroup c-api-event-listener-functions
@ingroup c-api-basic-subscription-functions
@ingroup c-api-common
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-orders
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-event-listener-functions
@ingroup c-api-event-listener-functions
@ingroup c-api-price-level-book
@ingroup c-api-regional-book
@ingroup c-api-regional-book
@ingroup c-api-snapshots
@ingroup c-api-snapshots
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-connection-functions
@ingroup c-api-price-level-book
@ingroup c-api-price-level-book
@ingroup c-api-regional-book
@ingroup c-api-snapshots
@ingroup c-api-basic-subscription-functions
@ingroup c-api-snapshots
@ingroup c-api-candle-attributes
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-snapshots
@ingroup c-api-price-level-book
@ingroup c-api-price-level-book
@ingroup c-api-price-level-book
@ingroup c-api-regional-book
@ingroup c-api-snapshots
@ingroup c-api-basic-subscription-functions
@ingroup c-api-basic-subscription-functions
@ingroup c-api-basic-subscription-functions
@ingroup c-api-basic-subscription-functions
@ingroup c-api-candle-attributes
@ingroup c-api-event-listener-functions
@ingroup c-api-event-listener-functions
@ingroup c-api-price-level-book
@ingroup c-api-regional-book
@ingroup c-api-regional-book
@ingroup c-api-snapshots
@ingroup c-api-snapshots
@ingroup c-api-common
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-connection-functions
@ingroup c-api-common
@ingroup c-api-event-listener-functions
@ingroup c-api-common
@ingroup c-api-common
@ingroup c-api-snapshots
@ingroup c-api-event-listener-functions
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-common
@ingroup c-api-common
@ingroup c-api-config
@ingroup c-api-config
@ingroup c-api-config
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-connection-functions
@ingroup c-api-orders
@ingroup c-api-price-level-book
@ingroup c-api-symbol-subscription-functions
@ingroup c-api-common
Error code
Candle
Configuration
Error code
@brief Event ID
@ingroup event-data-structures-event-subscription-stuff
Event subscription param list
Event subscription param
Greeks
Error level
Market maker
Pointer to an order source array
Order source array
Order
Profile
Quote
Record ID
Record info ID
Series
Spread order
Subscription type
Suffix
Summary
@brief Theo price
Time & sale
TradeETH
Trade
Underlying
Boolean
Byte
Candle alignment attribute. Defines how candle are aligned with respect to time. a=<value>
Candle attributes
Candle price attribute. Defines price that is used to build the candles. price=<value>
Candle session attribute. Defines trading that is used to build the candles. tho=<value>
Candle type period attribute. Defines type of aggregation period of the candles
=<amount><type>,
Where
- double valueChar
Configuration event with application-specific attachment
@ingroup callback-types
@ingroup callback-types
@ingroup callback-types
Connection status
Connection
Const String
DayId
Direction of the price movement. For example tick direction for last trade price.
Double
Event data
Event flags
Event listener prototype
Event listener prototype v. 2
Event params
Float
@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.
Int
Long
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.
Scope of an order.
Side of an order or a trade.
Price level book data
Price level book data
@ingroup c-api-price-level-book
@ingroup c-api-price-level-book
Price level book
Price level element
Type of the price value.
@brief Profile
Regional book
@ingroup c-api-regional-book
@brief Series
Short sale restriction on an instrument.
Short
Snapshot
Snapshot
@brief Incremental Snapshot listener prototype
@ingroup c-api-snapshots
Snapshot
@ingroup callback-types
@ingroup callback-types
String
Subscription
@brief Summary
Theo price. Event and record are the same
Time & sale
Type of a time and sale event.
TradeETH
Trading status of an instrument.
Unsigned byte
Unsigned int
Unsigned long
@brief Underlying
Unsigned short