R/ticktype.R

# tick_types 

#' @export
`.tick_type` <- 
    list(
      BID_SIZE = 0L,
      BID = 1L,
      ASK = 2L,
      ASK_SIZE = 3L,
      LAST = 4L,
      LAST_SIZE = 5L,
      HIGH = 6L,
      LOW = 7L,
      VOLUME = 8L,
      CLOSE = 9L,
      BID_OPTION = 10L,
      ASK_OPTION = 11L,
      LAST_OPTION = 12L,
      MODEL_OPTION = 13L,
      OPEN = 14L,
      LOW_13_WEEK = 15L,
      HIGH_13_WEEK = 16L,
      LOW_26_WEEK = 17L,
      HIGH_26_WEEK = 18L,
      LOW_52_WEEK = 19L,
      HIGH_52_WEEK = 20L,
      AVG_VOLUME = 21L,
      OPEN_INTEREST = 22L,
      OPTION_HISTORICAL_VOL = 23L,
      OPTION_IMPLIED_VOL = 24L,
      OPTION_BID_EXCH = 25L,
      OPTION_ASK_EXCH = 26L,
      OPTION_CALL_OPEN_INTEREST = 27L,
      OPTION_PUT_OPEN_INTEREST = 28L,
      OPTION_CALL_VOLUME = 29L,
      OPTION_PUT_VOLUME = 30L,
      INDEX_FUTURE_PREMIUM = 31L,
      BID_EXCH = 32L,
      ASK_EXCH = 33L,
      AUCTION_VOLUME = 34L,
      AUCTION_PRICE = 35L,
      AUCTION_IMBALANCE = 36L,
      MARK_PRICE = 37L,
      BID_EFP_COMPUTATION = 38L,
      ASK_EFP_COMPUTATION = 39L,
      LAST_EFP_COMPUTATION = 40L,
      OPEN_EFP_COMPUTATION = 41L,
      HIGH_EFP_COMPUTATION = 42L,
      LOW_EFP_COMPUTATION = 43L,
      CLOSE_EFP_COMPUTATION = 44L,
      LAST_TIMESTAMP = 45L,
      SHORTABLE = 46L,
      FUNDAMENTAL_RATIOS = 47L,
      RT_VOLUME = 48L,
      HALTED = 49L,
      BID_YIELD = 50L,
      ASK_YIELD = 51L,
      LAST_YIELD = 52L,
      CUST_OPTION_COMPUTATION = 53L,
      TRADE_COUNT = 54L,
      TRADE_RATE = 55L,
      VOLUME_RATE = 56L,
      LAST_RTH_TRADE = 57L,
      RT_HISTORICAL_VOL = 58L,
      IB_DIVIDENDS = 59L,
      BOND_FACTOR_MULTIPLIER = 60L,
      REGULATORY_IMBALANCE = 61L,
      NEWS_TICK = 62L,
      SHORT_TERM_VOLUME_3_MIN = 63L,
      SHORT_TERM_VOLUME_5_MIN = 64L,
      SHORT_TERM_VOLUME_10_MIN = 65L,
      DELAYED_BID = 66L,
      DELAYED_ASK = 67L,
      DELAYED_LAST = 68L,
      DELAYED_BID_SIZE = 69L,
      DELAYED_ASK_SIZE = 70L,
      DELAYED_LAST_SIZE = 71L,
      DELAYED_HIGH = 72L,
      DELAYED_LOW = 73L,
      DELAYED_VOLUME = 74L,
      DELAYED_CLOSE = 75L,
      DELAYED_OPEN = 76L,
      RT_TRD_VOLUME = 77L,
      CREDITMAN_MARK_PRICE = 78L,
      CREDITMAN_SLOW_MARK_PRICE = 79L,
      DELAYED_BID_OPTION = 80L,
      DELAYED_ASK_OPTION = 81L,
      DELAYED_LAST_OPTION = 82L,
      DELAYED_MODEL_OPTION = 83L,
      LAST_EXCH = 84L,
      LAST_REG_TIME = 85L,
      FUTURES_OPEN_INTEREST = 86L,
      AVG_OPT_VOLUME = 87L,
      DELAYED_LAST_TIMESTAMP = 88L,
      SHORTABLE_SHARES = 89L,
      NOT_SET = 90L
    )
pverspeelt/Ibrokers2 documentation built on May 23, 2019, 8:05 p.m.