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If a user has access to private data they have access to PrivateOrder, PrivateTrade and PrivateTradeReport in the Tick data and access to Alarms from alert that are based on private data.

Ticks (and their codes) for all users

  • Order

    • Insert: New order that enters the market.

    • Update: Update to an order.

    • Delete: Order removed from market.

  • Order (by level)

    • Insert: New level that enters the market.

    • Update: Update to a level.

    • Delete: Level depleted from market.

  • Trade

    • Standard: Trades achieved through order matching.

    • Non Standard: Trades achieved through trade reports.

  • News

    • no code: just news title

  • Bookmark

    • no code: just bookmark comment

  • Alert (Global and Public Alerts)

    • no code: just alert title

Ticks (and their codes) for Private data users

  • Alert (Private Alerts)

    • no code: just alert title

  • PrivateOrder

    • New: New order.

    • PendingCancel: An order that is pending cancellation.

    • Replaced: An order that has been replaced.

    • Cancelled: A cancelled order.

    • Rejected: An order that has been rejected.

    • Filled: A filled order

    • Expired: An expired order.

    • PartiallyFilled: A partially filled order.

    • PendingNew: …………

  • PrivateTrade

    • Execution: A standard trade.

  • PrivateTradeReport

    • TRReceivedU: Trade report received unmatched.

    • TRSentU: Trade report sent unmatched.

    • TRReject: Trade report rejected.

    • TRCancel: Trade report cancelled.

    • TRMatched: Trade report matched.

    • TRSentB: Trade report sent broken.

    • TRReceivedB: Trade report received break.

    • TRBroken: Trade report broken.