Tickdata codes
Tickdata type | Public/Private | Info |
|---|---|---|
Trade | Public | Standard and non-standard trades that occur in the market. |
Insert/Update | Public | New order (or level in case of MBL) that enters the market or and update to an order (or level in case of MBL). |
Deleted | Public | Order removed from market (or level depleted in case of MBL). |
News | Public | Official news released by issuer. |
Alert | Public/Private | Indicates an alert. |
New | Private | New order |
Filled | Private | A filled order |
PartiallyFilled | Private | A partially filled order |
Cancelled | Private | A cancelled order |
PendingCancel | Private | An order that is pending cancellation |
Replaced | Private | An order that has been replaced |
Rejected | Private | An order that has been rejected |
Execution | Private | A standard trade |
TRReceivedU | Private | Trade report received unmatched |
TRSentU | Private | Trade report sent unmatched |
TRReceivedB | Private | Trade report received break |
TRSentB | Private | Trade report sent break |
TRReject | Private | Trade report rejected |
TRCancel | Private | Trade report cancelled |
TRBroken | Private | Trade report broken |
TRMatched | Private | Trade report matched |