R/ib_tick_type.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/ibapir documentation built on March 29, 2022, 11:57 a.m.