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2.0.0
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ATServerAPIDefines.h
Go to the documentation of this file.
1
#pragma once
2
#include <stdint.h>
3
4
#pragma pack(push)
5
#pragma pack(1)
6
7
#ifdef _WIN32
8
#ifdef ACTIVETICKSERVERAPI_EXPORTS
9
#define ACTIVETICKSERVERAPI_API __declspec(dllexport)
10
#else
11
#define ACTIVETICKSERVERAPI_API __declspec(dllimport)
12
#endif
13
14
#define wchar16_t wchar_t
15
16
#else
17
#ifdef __GNUC__
18
#define ACTIVETICKSERVERAPI_API __attribute__ ((visibility("default")))
19
#else
20
#define ACTIVETICKSERVERAPI_API
21
#endif
22
23
#define wchar16_t uint16_t
24
#endif
25
26
static
const
int32_t
ATFundamentalNameMaxLength
= 100;
27
static
const
int32_t
ATSymbolMaxLength
= 30;
28
static
const
int32_t
ATMarketMoversMaxRecords
= 15;
29
static
const
int32_t
ATSectorNameMaxLength
= 100;
30
static
const
int32_t
ATIndustryNameMaxLength
= 100;
31
static
const
int32_t
ATTradeConditionsCount
= 4;
32
33
//ActiveTick enums
34
enum
ATSessionStatusType
35
{
36
SessionStatusDisconnected
= 1,
37
SessionStatusDisconnectedDuplicateLogin
,
38
SessionStatusConnected
39
};
40
41
enum
ATLoginResponseType
42
{
43
LoginResponseSuccess
= 1,
44
LoginResponseInvalidUserid
,
45
LoginResponseInvalidPassword
,
46
LoginResponseInvalidRequest
,
47
LoginResponseLoginDenied
,
48
LoginResponseServerError
49
};
50
51
enum
ATPermissionType
52
{
53
PermissionExchangeNYSE
,
54
PermissionExchangeNASDAQ
,
55
PermissionExchangeAMEX
,
56
PermissionExchangeFOREX
,
57
PermissionExchangeTSXToronto
,
58
PermissionExchangeTSXVenture
,
59
PermissionExchangeBATS
,
60
PermissionExchangeOPRA
,
61
PermissionLogin
= 10,
62
PermissionQuoteDb
,
63
PermissionQuoteStream
,
64
PermissionHistoryDb
,
65
PermissionMarketMoversDb
,
66
PermissionMarketMoversStream
,
67
PermissionLiveTrading
= 20,
68
PermissionVirtualTrading
,
69
PermissionTradingSystemBackTesting
,
70
PermissionTradingSystemLiveRun
71
72
};
73
74
enum
ATMarketMoversDbResponseType
75
{
76
MarketMoversDbResponseSuccess
= 1,
77
MarketMoversDbResponseInvalidRequest
,
78
MarketMoversDbResponseDenied
79
};
80
81
enum
ATQuoteDbResponseType
82
{
83
QuoteDbResponseSuccess
= 1,
84
QuoteDbResponseInvalidRequest
,
85
QuoteDbResponseDenied
,
86
QuoteDbResponseUnavailable
87
};
88
89
enum
ATSymbolStatus
90
{
91
SymbolStatusSuccess
= 1,
92
SymbolStatusInvalid
,
93
SymbolStatusUnavailable
,
94
SymbolStatusNoPermission
95
};
96
97
enum
ATFieldStatus
98
{
99
FieldStatusSuccess
= 1,
100
FieldStatusInvalid
,
101
FieldStatusUnavailable
,
102
FieldStatusDenied
103
};
104
105
enum
ATQuoteFieldType
106
{
107
//Intraday fields
108
QuoteFieldSymbol
= 1,
109
QuoteFieldOpenPrice
,
110
QuoteFieldPreviousClosePrice
,
111
QuoteFieldClosePrice
,
112
QuoteFieldLastPrice
,
113
QuoteFieldBidPrice
,
114
QuoteFieldAskPrice
,
115
QuoteFieldHighPrice
,
116
QuoteFieldLowPrice
,
117
QuoteFieldDayHighPrice
,
118
QuoteFieldDayLowPrice
,
119
QuoteFieldPreMarketOpenPrice
,
120
QuoteFieldExtendedHoursLastPrice
,
121
QuoteFieldAfterMarketClosePrice
,
122
QuoteFieldBidExchange
,
123
QuoteFieldAskExchange
,
124
QuoteFieldLastExchange
,
125
QuoteFieldLastCondition
,
126
QuoteFieldQuoteCondition
,
127
QuoteFieldLastTradeDateTime
,
128
QuoteFieldLastQuoteDateTime
,
129
QuoteFieldDayHighDateTime
,
130
QuoteFieldDayLowDateTime
,
131
QuoteFieldLastSize
,
132
QuoteFieldBidSize
,
133
QuoteFieldAskSize
,
134
QuoteFieldVolume
,
135
QuoteFieldPreMarketVolume
,
136
QuoteFieldAfterMarketVolume
,
137
QuoteFieldTradeCount
,
138
QuoteFieldPreMarketTradeCount
,
139
QuoteFieldAfterMarketTradeCount
,
140
141
//Profile fields
142
QuoteFieldProfileShortName
,
143
QuoteFieldProfilePrimaryExchange
,
144
QuoteFieldProfileLongName
,
145
QuoteFieldProfileSector
,
146
QuoteFieldProfileIndustry
,
147
148
//Option fields
149
QuoteFieldOptionOpenInterest
= 100,
150
QuoteFieldOptionStrikePrice
,
151
152
//Financials - Income statement fields
153
QuoteFieldIncomeStatementBasicEPSFromContinuingOperations
= 200,
154
QuoteFieldIncomeStatementBasicEPSFromDiscontinuedOperations
,
155
QuoteFieldIncomeStatementBasicEPSFromTotalOperations
,
156
QuoteFieldIncomeStatementBasicEPSFromExtraordinaryIncome
,
157
QuoteFieldIncomeStatementBasicEPSFromCumEffectOfAccountingChange
,
158
QuoteFieldIncomeStatementBasicEPSFromOtherGains
,
159
QuoteFieldIncomeStatementBasicEPSTotal
,
160
QuoteFieldIncomeStatementBasicNormalizedNetIncomePerShare
,
161
QuoteFieldIncomeStatementDilutedEPSFromContinuingOperations
,
162
QuoteFieldIncomeStatementDilutedEPSFromDiscontinuedOperations
,
163
QuoteFieldIncomeStatementDilutedEPSFromTotalOperations
,
164
QuoteFieldIncomeStatementDilutedEPSFromExtraordinaryIncome
,
165
QuoteFieldIncomeStatementDilutedEPSFromOtherGains
,
166
QuoteFieldIncomeStatementDilutedEPSTotal
,
167
QuoteFieldIncomeStatementDilutedNormalizedNetIncomePerShare
,
168
QuoteFieldIncomeStatementDividendsPaidPerShare
,
169
QuoteFieldIncomeStatementIncomeAcquiredInProcessRD
,
170
QuoteFieldIncomeStatementOtherSpecialCharges
,
171
QuoteFieldIncomeStatementIncomeTaxes
,
172
QuoteFieldIncomeStatementMinorityInterest
,
173
QuoteFieldIncomeStatementNetIncomeFromContinuingOperations
,
174
QuoteFieldIncomeStatementNetIncomeFromDiscontinuedOperations
,
175
QuoteFieldIncomeStatementNetIncomeFromTotalOperations
,
176
QuoteFieldIncomeStatementIncomeFromTaxLossCarryforward
,
177
QuoteFieldIncomeStatementOtherGainsLosses
,
178
QuoteFieldIncomeStatementTotalNetIncome
,
179
QuoteFieldIncomeStatementNormalizedIncome
,
180
QuoteFieldIncomeStatementNetIncomeAvailableForCommon
,
181
QuoteFieldIncomeStatementPreferredDividends
,
182
QuoteFieldIncomeStatementStandardOperatingRevenue
,
183
QuoteFieldIncomeStatementStandardTotalRevenue
,
184
QuoteFieldIncomeStatementStandardAdjustmentToRevenue
,
185
QuoteFieldIncomeStatementStandardCostOfSales
,
186
QuoteFieldIncomeStatementStandardCostOfSalesWithDepreciation
,
187
QuoteFieldIncomeStatementStandardGrossMargin
,
188
QuoteFieldIncomeStatementStandardGrossOperatingProfit
,
189
QuoteFieldIncomeStatementStandardResearchAndDevelopment
,
190
QuoteFieldIncomeStatementStandardSellingGeneralAndAdminExpense
,
191
QuoteFieldIncomeStatementStandardAdvertising
,
192
QuoteFieldIncomeStatementStandardOperatingProfit
,
193
QuoteFieldIncomeStatementStandardOperatingProfitBeforeDepreciation
,
194
QuoteFieldIncomeStatementStandardDepreciation
,
195
QuoteFieldIncomeStatementStandardDepreciationUnreconciled
,
196
QuoteFieldIncomeStatementStandardAmortization
,
197
QuoteFieldIncomeStatementStandardAmortizationOfIntangibles
,
198
QuoteFieldIncomeStatementStandardOperatingIncomeAfterDepreciation
,
199
QuoteFieldIncomeStatementStandardInterestIncome
,
200
QuoteFieldIncomeStatementStandardEarningsFromEquityInterest
,
201
QuoteFieldIncomeStatementStandardOtherIncomeNet
,
202
QuoteFieldIncomeStatementStandardInterestRestructuringAndMA
,
203
QuoteFieldIncomeStatementStandardTotalIncomeAvailForInterestExpense
,
204
QuoteFieldIncomeStatementStandardInterestExpense
,
205
QuoteFieldIncomeStatementStandardIncomeBeforeTax
,
206
QuoteFieldIncomeStatementStandardPreferredSecuritiesOfSubsidiaryTrust
,
207
QuoteFieldIncomeStatementStandardExtraordinaryIncomeOrLosses
,
208
QuoteFieldIncomeStatementStandardIncomeFromCumEffectOfAccountChange
,
209
QuoteFieldIncomeStatementStandardExciseTaxes
,
210
QuoteFieldIncomeStatementFinancialLoans
,
211
QuoteFieldIncomeStatementFinancialInvestmentSecurities
,
212
QuoteFieldIncomeStatementFinancialLeaseFinancingIncome
,
213
QuoteFieldIncomeStatementFinancialOtherInterestIncome
,
214
QuoteFieldIncomeStatementFinancialFedFundsSoldPurchased
,
215
QuoteFieldIncomeStatementFinancialInterestBearingDeposits
,
216
QuoteFieldIncomeStatementFinancialLoansHeldForResale
,
217
QuoteFieldIncomeStatementFinancialTradingAccountSecurities
,
218
QuoteFieldIncomeStatementFinancialTimeDepositsPlaced
,
219
QuoteFieldIncomeStatementFinancialOtherMoneyMarketInvestments
,
220
QuoteFieldIncomeStatementFinancialTotalMoneyMarketInvestments
,
221
QuoteFieldIncomeStatementFinancialTotalInterestIncome
,
222
QuoteFieldIncomeStatementFinancialDeposits
,
223
QuoteFieldIncomeStatementFinancialFedFundsPurchasedSecSold
,
224
QuoteFieldIncomeStatementFinancialCapitalizedLeaseObligations
,
225
QuoteFieldIncomeStatementFinancialOtherInterestExpense
,
226
QuoteFieldIncomeStatementFinancialTotalInterestExpense
,
227
QuoteFieldIncomeStatementFinancialNetInterestIncomeExpense
,
228
QuoteFieldIncomeStatementFinancialProvisionForLoanLoss
,
229
QuoteFieldIncomeStatementFinancialTrustFeesByCommissions
,
230
QuoteFieldIncomeStatementFinancialServiceChargeOnDepositAccounts
,
231
QuoteFieldIncomeStatementFinancialOtherServiceCharges
,
232
QuoteFieldIncomeStatementFinancialSecurityTransactions
,
233
QuoteFieldIncomeStatementFinancialPremiumsEarned
,
234
QuoteFieldIncomeStatementFinancialNetRealizedCapitalGains
,
235
QuoteFieldIncomeStatementFinancialInvestmentBankingProfit
,
236
QuoteFieldIncomeStatementFinancialOtherNonInterestIncome
,
237
QuoteFieldIncomeStatementFinancialTotalNonInterestIncome
,
238
QuoteFieldIncomeStatementFinancialSalariesAndEmployeeBenefits
,
239
QuoteFieldIncomeStatementFinancialNetOccupancyExpense
,
240
QuoteFieldIncomeStatementFinancialPromotionsAndAdvertising
,
241
QuoteFieldIncomeStatementFinancialPropLiabInsuranceClaims
,
242
QuoteFieldIncomeStatementFinancialPolicyAcquisitionCosts
,
243
QuoteFieldIncomeStatementFinancialAmortDefPolicyAcqCost
,
244
QuoteFieldIncomeStatementFinancialCurrentAndFutureBenefits
,
245
QuoteFieldIncomeStatementFinancialOtherNonInterestExpense
,
246
QuoteFieldIncomeStatementFinancialTotalNonInterestExpense
,
247
QuoteFieldIncomeStatementFinancialPremiumTaxCredit
,
248
QuoteFieldIncomeStatementFinancialIncomeRestructuringAndMA
,
249
QuoteFieldIncomeStatementFinancialSpecialIncomeCharges
,
250
QuoteFieldIncomeStatementFinancialExtraordinaryIncomeLosses
,
251
QuoteFieldIncomeStatementFinancialIncomeFromCumEffectOfAcctChg
,
252
QuoteFieldIncomeStatementDate
,
253
254
//Financials - Balance sheets fields
255
QuoteFieldBalanceSheetsAssetsRestrictedCash
= 500,
256
QuoteFieldBalanceSheetsAssetsOtherReceivable
,
257
QuoteFieldBalanceSheetsAssetsTotalAssets
,
258
QuoteFieldBalanceSheetsLiabilitiesShortTermDebt
,
259
QuoteFieldBalanceSheetsLiabilitiesLongTermDebt
,
260
QuoteFieldBalanceSheetsLiabilitiesCapitalLeaseObligations
,
261
QuoteFieldBalanceSheetsLiabilitiesMinorityInterest
,
262
QuoteFieldBalanceSheetsLiabilitiesTotalLiabilities
,
263
QuoteFieldBalanceSheetsShareDataSharesOutstandingCommonClassOnly
,
264
QuoteFieldBalanceSheetsShareDataPreferredShares
,
265
QuoteFieldBalanceSheetsShareDataTotalOrdinaryShares
,
266
QuoteFieldBalanceSheetsShareDataTotalCommonSharesOutstanding
,
267
QuoteFieldBalanceSheetsShareDataTreasuryShares
,
268
QuoteFieldBalanceSheetsEquityPreferredStockEquity
,
269
QuoteFieldBalanceSheetsEquityCommonStockEquity
,
270
QuoteFieldBalanceSheetsEquityCommonPar
,
271
QuoteFieldBalanceSheetsEquityAdditionalPaidInCapital
,
272
QuoteFieldBalanceSheetsEquityCumulativeTranslationAdjustment
,
273
QuoteFieldBalanceSheetsEquityRetainedEarnings
,
274
QuoteFieldBalanceSheetsEquityTreasuryStock
,
275
QuoteFieldBalanceSheetsEquityOtherEquityAdjustments
,
276
QuoteFieldBalanceSheetsEquityTotalEquity
,
277
QuoteFieldBalanceSheetsEquityTotalCapitalization
,
278
QuoteFieldBalanceSheetsEquityTotalLiabilitiesAndStockEquity
,
279
QuoteFieldBalanceSheetsNumberOfEmployees
,
280
QuoteFieldBalanceSheetsNumberOfPartTimeEmployees
,
281
QuoteFieldBalanceSheetsStandardAssetsCashAndEquivalents
,
282
QuoteFieldBalanceSheetsStandardAssetsMarketableSecurities
,
283
QuoteFieldBalanceSheetsStandardAssetsAccountsReceivable
,
284
QuoteFieldBalanceSheetsStandardAssetsLoansReceivable
,
285
QuoteFieldBalanceSheetsStandardAssetsReceivables
,
286
QuoteFieldBalanceSheetsStandardAssetsRawMaterials
,
287
QuoteFieldBalanceSheetsStandardAssetsWorkInProgress
,
288
QuoteFieldBalanceSheetsStandardAssetsPurchasedComponents
,
289
QuoteFieldBalanceSheetsStandardAssetsFinishedGoods
,
290
QuoteFieldBalanceSheetsStandardAssetsOtherInventories
,
291
QuoteFieldBalanceSheetsStandardAssetsInventoriesAdjAllowances
,
292
QuoteFieldBalanceSheetsStandardAssetsInventories
,
293
QuoteFieldBalanceSheetsStandardAssetsPrepaidExpenses
,
294
QuoteFieldBalanceSheetsStandardAssetsCurrentDeferredIncomeTaxes
,
295
QuoteFieldBalanceSheetsStandardAssetsOtherCurrentAssets
,
296
QuoteFieldBalanceSheetsStandardAssetsTotalCurrentAssets
,
297
QuoteFieldBalanceSheetsStandardAssetsGrossFixedAssets
,
298
QuoteFieldBalanceSheetsStandardAssetsAccumulatedDepreciationAndDepletion
,
299
QuoteFieldBalanceSheetsStandardAssetsNetFixedAssets
,
300
QuoteFieldBalanceSheetsStandardAssetsIntangibles
,
301
QuoteFieldBalanceSheetsStandardAssetsCostInExcess
,
302
QuoteFieldBalanceSheetsStandardAssetsNonCurrentDeferredIncomeTaxes
,
303
QuoteFieldBalanceSheetsStandardAssetsOtherNonCurrentAssets
,
304
QuoteFieldBalanceSheetsStandardAssetsTotalNonCurrentAssets
,
305
QuoteFieldBalanceSheetsStandardLiabilitiesAccountsPayable
,
306
QuoteFieldBalanceSheetsStandardLiabilitiesNotesPayable
,
307
QuoteFieldBalanceSheetsStandardLiabilitiesAccruedExpenses
,
308
QuoteFieldBalanceSheetsStandardLiabilitiesAccruedLiabilities
,
309
QuoteFieldBalanceSheetsStandardLiabilitiesDeferredRevenues
,
310
QuoteFieldBalanceSheetsStandardLiabilitiesCurrentDeferredIncomeTaxes
,
311
QuoteFieldBalanceSheetsStandardLiabilitiesOtherCurrentLiabilities
,
312
QuoteFieldBalanceSheetsStandardLiabilitiesTotalCurrentLiabilities
,
313
QuoteFieldBalanceSheetsStandardLiabilitiesDeferredIncomeTaxes
,
314
QuoteFieldBalanceSheetsStandardLiabilitiesOtherNonCurrentLiabilities
,
315
QuoteFieldBalanceSheetsStandardLiabilitiesPreferredSecuritiesOfSubsidiaryTrust
,
316
QuoteFieldBalanceSheetsStandardLiabilitiesPreferredEquityOutsideStockEquity
,
317
QuoteFieldBalanceSheetsStandardLiabilitiesTotalNonCurrentLiabilities
,
318
QuoteFieldBalanceSheetsStandardCashFlow
,
319
QuoteFieldBalanceSheetsStandardWorkingCapital
,
320
QuoteFieldBalanceSheetsStandardFreeCashFlow
,
321
QuoteFieldBalanceSheetsStandardInvestedCapital
,
322
QuoteFieldBalanceSheetsFinancialAssetsCashAndDueFromBanks
,
323
QuoteFieldBalanceSheetsFinancialAssetsFedFundsSoldSecuritiesPurchased
,
324
QuoteFieldBalanceSheetsFinancialAssetsInterestBearingDepAtOtherBanks
,
325
QuoteFieldBalanceSheetsFinancialAssetsInvestmentSecuritiesNet
,
326
QuoteFieldBalanceSheetsFinancialAssetsLoans
,
327
QuoteFieldBalanceSheetsFinancialAssetsUnearnedPremiums
,
328
QuoteFieldBalanceSheetsFinancialAssetsAllowanceForLoansAndLeaseLosses
,
329
QuoteFieldBalanceSheetsFinancialAssetsNetLoans
,
330
QuoteFieldBalanceSheetsFinancialAssetsPremisesAndEquipment
,
331
QuoteFieldBalanceSheetsFinancialAssetsDueFromCustomersAcceptance
,
332
QuoteFieldBalanceSheetsFinancialAssetsTradingAccountSecurities
,
333
QuoteFieldBalanceSheetsFinancialAssetsAccruedInterest
,
334
QuoteFieldBalanceSheetsFinancialAssetsDeferredAcquisitionCost
,
335
QuoteFieldBalanceSheetsFinancialAssetsAccruedInvestmentIncome
,
336
QuoteFieldBalanceSheetsFinancialAssetsSeparateAccountBusiness
,
337
QuoteFieldBalanceSheetsFinancialAssetsTimeDepositsPlaced
,
338
QuoteFieldBalanceSheetsFinancialAssetsIntangibleAssets
,
339
QuoteFieldBalanceSheetsFinancialAssetsOtherAssets
,
340
QuoteFieldBalanceSheetsFinancialLiabilitiesNonInterestBearingDeposits
,
341
QuoteFieldBalanceSheetsFinancialLiabilitiesInterestBearingDeposits
,
342
QuoteFieldBalanceSheetsFinancialLiabilitiesOtherLiabilities
,
343
QuoteFieldBalanceSheetsFinancialLiabilitiesBankersAcceptanceOutstanding
,
344
QuoteFieldBalanceSheetsFinancialLiabilitiesFedFundsPurchasedSecuritiesSold
,
345
QuoteFieldBalanceSheetsFinancialLiabilitiesAccruedTaxes
,
346
QuoteFieldBalanceSheetsFinancialLiabilitiesAccruedInterestPayables
,
347
QuoteFieldBalanceSheetsFinancialLiabilitiesOtherPayables
,
348
QuoteFieldBalanceSheetsFinancialLiabilitiesClaimsAndClaimExpense
,
349
QuoteFieldBalanceSheetsFinancialLiabilitiesFuturePolicyBenefits
,
350
QuoteFieldBalanceSheetsFinancialLiabilitiesUnearnedPremiums
,
351
QuoteFieldBalanceSheetsFinancialLiabilitiesPolicyHolderFunds
,
352
QuoteFieldBalanceSheetsFinancialLiabilitiesParticipatingPolicyholderEquity
,
353
QuoteFieldBalanceSheetsFinancialLiabilitiesSeparateAccountsBusiness
,
354
QuoteFieldBalanceSheetsFinancialEquityForeignCurrencyAdjustments
,
355
QuoteFieldBalanceSheetsFinancialEquityNetUnrealizedLossGainOnInvestments
,
356
QuoteFieldBalanceSheetsFinancialEquityNetUnrealizedLossGainOnForeignCurrency
,
357
QuoteFieldBalanceSheetsFinancialEquityNetOtherUnearnedLossesGains
,
358
QuoteFieldBalanceSheetsDate
,
359
360
//Financials - Cash flow fields
361
QuoteFieldCashFlowOperatingActivitiesNetIncomeOrLoss
= 800,
362
QuoteFieldCashFlowOperatingActivitiesDeferredIncomeTaxes
,
363
QuoteFieldCashFlowOperatingActivitiesOtherNonCashItems
,
364
QuoteFieldCashFlowInvestingActivitiesAcquisitions
,
365
QuoteFieldCashFlowInvestingActivitiesOtherInvestingChangesNet
,
366
QuoteFieldCashFlowInvestingActivitiesNetCashFromInvestingActivities
,
367
QuoteFieldCashFlowFinancingActivitiesNetCashFromFinancingActivities
,
368
QuoteFieldCashFlowFinancingActivitiesEffectOfExchangeRateChanges
,
369
QuoteFieldCashFlowFinancingActivitiesCashAtBeginningOfPeriod
,
370
QuoteFieldCashFlowFinancingActivitiesCashAtEndOfPeriod
,
371
QuoteFieldCashFlowStandardOperatingActivitiesDepreciation
,
372
QuoteFieldCashFlowStandardOperatingActivitiesAmortization
,
373
QuoteFieldCashFlowStandardOperatingActivitiesAmortizationOfIntangibles
,
374
QuoteFieldCashFlowStandardOperatingActivitiesOperatingGainsOrLosses
,
375
QuoteFieldCashFlowStandardOperatingActivitiesExtraordinaryGainsOrLosses
,
376
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInReceivables
,
377
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInInventories
,
378
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInPrepaidExpenses
,
379
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInOtherCurrentAssets
,
380
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInPayables
,
381
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInOtherCurrLiabilities
,
382
QuoteFieldCashFlowStandardOperatingActivitiesIncreaseOrDecreaseInOtherWorkingCapital
,
383
QuoteFieldCashFlowStandardOperatingActivitiesNetCashFromContinuingOperations
,
384
QuoteFieldCashFlowStandardOperatingActivitiesNetCashFromDiscontinuedOperations
,
385
QuoteFieldCashFlowStandardOperatingActivitiesNetCashFromOperatingActivities
,
386
QuoteFieldCashFlowStandardInvestingActivitiesSaleOfPropertyPlantEquipment
,
387
QuoteFieldCashFlowStandardInvestingActivitiesSaleOfLongTermInvestments
,
388
QuoteFieldCashFlowStandardInvestingActivitiesSaleOfShortTermInvestments
,
389
QuoteFieldCashFlowStandardInvestingActivitiesPurchaseOfPropertyPlantEquipment
,
390
QuoteFieldCashFlowStandardInvestingActivitiesPurchaseOfLongTermInvestments
,
391
QuoteFieldCashFlowStandardInvestingActivitiesPurchaseOfShortTermInvestments
,
392
QuoteFieldCashFlowStandardInvestingActivitiesCashFromDiscInvestingActivities
,
393
QuoteFieldCashFlowStandardFinancingActivitiesIssuanceOfDebt
,
394
QuoteFieldCashFlowStandardFinancingActivitiesIssuanceOfCapitalStock
,
395
QuoteFieldCashFlowStandardFinancingActivitiesRepaymentOfDebt
,
396
QuoteFieldCashFlowStandardFinancingActivitiesRepurchaseOfCapitalStock
,
397
QuoteFieldCashFlowStandardFinancingActivitiesPaymentOfCashDividends
,
398
QuoteFieldCashFlowStandardFinancingActivitiesOtherFinancingChargesNet
,
399
QuoteFieldCashFlowStandardFinancingActivitiesCashFromDiscFinancingActivities
,
400
QuoteFieldCashFlowStandardFinancingActivitiesNetChangeInCashAndCashEquivalents
,
401
QuoteFieldCashFlowFinancialOperatingActivitiesProvisionForLoanLosses
,
402
QuoteFieldCashFlowFinancialOperatingActivitiesDepreciationandAmortization
,
403
QuoteFieldCashFlowFinancialOperatingActivitiesChangeInAssetsReceivables
,
404
QuoteFieldCashFlowFinancialOperatingActivitiesChangeInLiabilitiesPayables
,
405
QuoteFieldCashFlowFinancialOperatingActivitiesInvestmentSecuritiesGain
,
406
QuoteFieldCashFlowFinancialOperatingActivitiesNetPolicyAcquisitionCosts
,
407
QuoteFieldCashFlowFinancialOperatingActivitiesRealizedInvestmentGains
,
408
QuoteFieldCashFlowFinancialOperatingActivitiesNetPremiumsReceivables
,
409
QuoteFieldCashFlowFinancialOperatingActivitiesChangeInIncomeTaxes
,
410
QuoteFieldCashFlowFinancialOperatingActivitiesNetCashFromOperatingActivities
,
411
QuoteFieldCashFlowFinancialInvestingActivitiesProceedsFromSaleMatInv
,
412
QuoteFieldCashFlowFinancialInvestingActivitiesPurchaseOfInvestmentSecurities
,
413
QuoteFieldCashFlowFinancialInvestingActivitiesNetIncreaseFedFundsSold
,
414
QuoteFieldCashFlowFinancialInvestingActivitiesPurchaseOfPropertyAndEquipment
,
415
QuoteFieldCashFlowFinancialFinancingActivitiesNetChangeInDeposits
,
416
QuoteFieldCashFlowFinancialFinancingActivitiesCashDividendsPaid
,
417
QuoteFieldCashFlowFinancialFinancingActivitiesRepaymentOfLongTermDebt
,
418
QuoteFieldCashFlowFinancialFinancingActivitiesChangeOfShortTermDebt
,
419
QuoteFieldCashFlowFinancialFinancingActivitiesIssuanceOfLongTermDebt
,
420
QuoteFieldCashFlowFinancialFinancingActivitiesIssuanceOfPreferredStock
,
421
QuoteFieldCashFlowFinancialFinancingActivitiesIssuanceOfCommonStock
,
422
QuoteFieldCashFlowFinancialFinancingActivitiesPurchaseOfTreasuryStock
,
423
QuoteFieldCashFlowFinancialFinancingActivitiesOtherFinancingActivities
,
424
QuoteFieldCashFlowFinancialFinancingActivitiesNetChangeInCashAndEquivalents
,
425
QuoteFieldCashFlowDate
426
};
427
428
enum
ATDataType
429
{
430
DataByte
= 1,
431
DataByteArray
,
432
DataUInteger32
,
433
DataUInteger64
,
434
DataInteger32
,
435
DataInteger64
,
436
DataPrice
,
437
DataString
,
438
DataUnicodeString
,
439
DataDateTime
,
440
DataDouble
441
};
442
443
enum
ATSymbolType
444
{
445
SymbolStock
=
'S'
,
446
SymbolIndex
=
'I'
,
447
SymbolStockOption
=
'O'
,
448
SymbolBond
=
'B'
,
449
SymbolMutualFund
=
'M'
,
450
SymbolTopMarketMovers
=
'T'
,
451
SymbolCurrency
=
'C'
452
};
453
454
enum
ATOptionType
455
{
456
OptionTypeCall
=
'C'
,
457
OptionTypePut
=
'P'
458
};
459
460
enum
ATExchangeType
461
{
462
ExchangeAMEX
=
'A'
,
463
ExchangeNasdaqOmxBx
=
'B'
,
464
ExchangeNationalStockExchange
=
'C'
,
465
ExchangeFinraAdf
=
'D'
,
466
ExchangeCQS
=
'E'
,
467
ExchangeForex
=
'F'
,
468
ExchangeInternationalSecuritiesExchange
=
'I'
,
469
ExchangeEdgaExchange
=
'J'
,
470
ExchangeEdgxExchange
=
'K'
,
471
ExchangeChicagoStockExchange
=
'M'
,
472
ExchangeNyseEuronext
=
'N'
,
473
ExchangeNyseArcaExchange
=
'P'
,
474
ExchangeNasdaqOmx
=
'Q'
,
475
ExchangeCTS
=
'S'
,
476
ExchangeCTANasdaqOMX
=
'T'
,
477
ExchangeOTCBB
=
'U'
,
478
ExchangeNNOTC
=
'u'
,
479
ExchangeChicagoBoardOptionsExchange
=
'W'
,
480
ExchangeNasdaqOmxPhlx
=
'X'
,
481
ExchangeBatsYExchange
=
'Y'
,
482
ExchangeBatsExchange
=
'Z'
,
483
ExchangeCanadaToronto
=
'T'
,
484
ExchangeCanadaVenture
=
'V'
,
485
ExchangeOpra
=
'O'
,
486
ExchangeOptionBoston
=
'B'
,
487
ExchangeOptionCboe
=
'C'
,
488
ExchangeOptionNyseArca
=
'N'
,
489
ExchangeOptionC2
=
'W'
,
490
ExchangeOptionNasdaqOmxBx
=
'T'
,
491
ExchangeComposite
=
' '
492
};
493
494
enum
ATCountryType
495
{
496
CountryInternational
=
'I'
,
497
CountryUnitedStates
=
'U'
,
498
CountryCanada
=
'C'
499
};
500
501
enum
ATTradeMessageFlags
502
{
503
TradeMessageFlagRegularMarketLastPrice
= 0x1,
504
TradeMessageFlagRegularMarketVolume
= 0x2,
505
506
TradeMessageFlagHighPrice
= 0x4,
507
TradeMessageFlagLowPrice
= 0x8,
508
TradeMessageFlagDayHighPrice
= 0x10,
509
TradeMessageFlagDayLowPrice
= 0x20,
510
511
TradeMessageFlagExtendedMarketLastPrice
= 0x40,
512
TradeMessageFlagPreMarketVolume
= 0x80,
513
TradeMessageFlagAfterMarketVolume
= 0x100,
514
TradeMessageFlagPreMarketOpenPrice
= 0x200,
515
TradeMessageFlagOpenPrice
= 0x400
516
};
517
518
enum
ATTradeConditionType
519
{
520
TradeConditionRegular
,
521
TradeConditionAcquisition
,
522
TradeConditionAveragePrice
,
523
TradeConditionAutomaticExecution
,
524
TradeConditionBunched
,
525
TradeConditionBunchSold
,
526
TradeConditionCAPElection
,
527
TradeConditionCash
,
528
TradeConditionClosing
,
529
TradeConditionCross
,
530
TradeConditionDerivativelyPriced
,
531
TradeConditionDistribution
,
532
TradeConditionFormT
,
533
TradeConditionFormTOutOfSequence
,
534
TradeConditionInterMarketSweep
,
535
TradeConditionMarketCenterOfficialClose
,
536
TradeConditionMarketCenterOfficialOpen
,
537
TradeConditionMarketCenterOpening
,
538
TradeConditionMarketCenterReOpenning
,
539
TradeConditionMarketCenterClosing
,
540
TradeConditionNextDay
,
541
TradeConditionPriceVariation
,
542
TradeConditionPriorReferencePrice
,
543
TradeConditionRule155Amex
,
544
TradeConditionRule127Nyse
,
545
TradeConditionOpening
,
546
TradeConditionOpened
,
547
TradeConditionRegularStoppedStock
,
548
TradeConditionReOpening
,
549
TradeConditionSeller
,
550
TradeConditionSoldLast
,
551
TradeConditionSoldLastStoppedStock
,
552
TradeConditionSoldOutOfSequence
,
553
TradeConditionSoldOutOfSequenceStoppedStock
,
554
TradeConditionSplit
,
555
TradeConditionStockOption
,
556
TradeConditionYellowFlag
557
};
558
559
enum
ATQuoteConditionType
560
{
561
QuoteConditionRegular
,
562
QuoteConditionRegularTwoSidedOpen
,
563
QuoteConditionRegularOneSidedOpen
,
564
QuoteConditionSlowAsk
,
565
QuoteConditionSlowBid
,
566
QuoteConditionSlowBidAsk
,
567
QuoteConditionSlowDueLRPBid
,
568
QuoteConditionSlowDueLRPAsk
,
569
QuoteConditionSlowDueNYSELRP
,
570
QuoteConditionSlowDueSetSlowListBidAsk
,
571
QuoteConditionManualAskAutomaticBid
,
572
QuoteConditionManualBidAutomaticAsk
,
573
QuoteConditionManualBidAndAsk
,
574
QuoteConditionOpening
,
575
QuoteConditionClosing
,
576
QuoteConditionClosed
,
577
QuoteConditionResume
,
578
QuoteConditionFastTrading
,
579
QuoteConditionTradingRangeIndication
,
580
QuoteConditionMarketMakerQuotesClosed
,
581
QuoteConditionNonFirm
,
582
QuoteConditionNewsDissemination
,
583
QuoteConditionOrderInflux
,
584
QuoteConditionOrderImbalance
,
585
QuoteConditionDueToRelatedSecurityNewsDissemination
,
586
QuoteConditionDueToRelatedSecurityNewsPending
,
587
QuoteConditionAdditionalInformation
,
588
QuoteConditionNewsPending
,
589
QuoteConditionAdditionalInformationDueToRelatedSecurity
,
590
QuoteConditionDueToRelatedSecurity
,
591
QuoteConditionInViewOfCommon
,
592
QuoteConditionEquipmentChangeover
,
593
QuoteConditionNoOpenNoResume
,
594
QuoteConditionSubPennyTrading
,
595
QuoteConditionAutomatedBidNoOfferNoBid
596
};
597
598
enum
ATStreamRequestType
599
{
600
StreamRequestSubscribe
= 1,
601
StreamRequestUnsubscribe
,
602
StreamRequestSubscribeQuotesOnly
,
603
StreamRequestUnsubscribeQuotesOnly
,
604
StreamRequestSubscribeTradesOnly
,
605
StreamRequestUnsubscribeTradesOnly
606
};
607
608
enum
ATStreamResponseType
609
{
610
StreamResponseSuccess
= 1,
611
StreamResponseInvalidRequest
,
612
StreamResponseDenied
613
};
614
615
enum
ATStreamUpdateType
616
{
617
StreamUpdateTrade
= 1,
618
StreamUpdateQuote
,
619
StreamUpdateRefresh
,
620
StreamUpdateTopMarketMovers
621
};
622
623
enum
ATBarHistoryType
624
{
625
BarHistoryIntraday
,
626
BarHistoryDaily
,
627
BarHistoryWeekly
628
};
629
630
enum
ATBarHistoryResponseType
631
{
632
BarHistoryResponseSuccess
= 1,
633
BarHistoryResponseInvalidRequest
,
634
BarHistoryResponseMaxLimitReached
,
635
BarHistoryResponseDenied
636
};
637
638
enum
ATTickHistoryRecordType
639
{
640
TickHistoryRecordTrade
= 1,
641
TickHistoryRecordQuote
642
};
643
644
enum
ATTickHistoryResponseType
645
{
646
TickHistoryResponseSuccess
= 1,
647
TickHistoryResponseInvalidRequest
,
648
TickHistoryResponseMaxLimitReached
,
649
TickHistoryResponseDenied
650
};
651
652
enum
ATCursorType
653
{
654
CursorForward
= 1,
655
CursorBackward
656
};
657
658
enum
ATConstituentListType
659
{
660
ATConstituentListIndex
= 1,
661
ATConstituentListSector
,
662
ATConstituentListOptionChain
663
};
664
665
enum
ATSessionTotalRecvedMsgType
666
{
667
ATSessionTotalRecvedMsgQuote
,
668
ATSessionTotalRecvedMsgTrade
,
669
ATSessionTotalRecvedMsgRefresh
670
};
671
672
//ActiveTick structures
673
//
674
675
typedef
struct
_ATTIME
676
{
677
uint16_t
year
;
678
uint16_t
month
;
679
uint16_t
dayOfWeek
;
680
uint16_t
day
;
681
uint16_t
hour
;
682
uint16_t
minute
;
683
uint16_t
second
;
684
uint16_t
milliseconds
;
685
}
ATTIME
, *
LPATTIME
;
686
687
typedef
struct
_ATGUID
688
{
689
uint32_t
Data1
;
690
uint16_t
Data2
;
691
uint16_t
Data3
;
692
uint8_t
Data4
[8];
693
}
ATGUID
, *
LPATGUID
;
694
695
typedef
struct
_ATOPTION_SYMBOL
696
{
697
wchar16_t
symbol
[6];
698
wchar16_t
year
[2];
699
wchar16_t
month
[2];
700
wchar16_t
day
[2];
701
wchar16_t
type
;
702
wchar16_t
strikePrice
[5];
703
wchar16_t
strikeDecimal
[3];
704
}
ATOPTION_SYMBOL
, *
LPATOPTION_SYMBOL
;
705
706
typedef
struct
_ATSYMBOL
707
{
708
wchar16_t
symbol
[
ATSymbolMaxLength
];
709
uint8_t
symbolType
;
710
uint8_t
exchangeType
;
711
uint8_t
countryType
;
712
}
ATSYMBOL
, *
LPATSYMBOL
;
713
714
typedef
struct
_ATPRICE
715
{
716
double
price
;
717
uint8_t
precision
;
718
}
ATPRICE
, *
LPATPRICE
;
719
720
typedef
struct
_ATLOGIN_RESPONSE
721
{
722
ATLoginResponseType
loginResponse
;
723
uint8_t
permissions
[255];
724
ATTIME
serverTime
;
725
}
ATLOGIN_RESPONSE
, *
LPATLOGIN_RESPONSE
;
726
727
typedef
struct
_ATSECTORLIST_RESPONSE
728
{
729
uint32_t
records
;
730
}
ATSECTORLIST_RESPONSE
, *
LPATSECTORLIST_RESPONSE
;
731
732
typedef
struct
_ATSECTORLIST_RECORD
733
{
734
wchar16_t
sector
[
ATSectorNameMaxLength
];
735
wchar16_t
industry
[
ATIndustryNameMaxLength
];
736
}
ATSECTORLIST_RECORD
, *
LPATSECTORLIST_RECORD
;
737
738
typedef
struct
_ATCONSTITUENTSLIST_RESPONSE
739
{
740
uint32_t
symbols
;
741
}
ATCONSTITUENTSLIST_RESPONSE
, *
LPATCONSTITUENTSLIST_RESPONSE
;
742
743
//HistoryDb structures
744
typedef
struct
_ATBARHISTORY_RESPONSE
745
{
746
ATSYMBOL
symbol
;
747
ATSymbolStatus
status
;
748
uint32_t
recordCount
;
749
}
ATBARHISTORY_RESPONSE
, *
LPATBARHISTORY_RESPONSE
;
750
751
typedef
struct
_ATBARHISTORY_RECORD
752
{
753
ATPRICE
open
;
754
ATPRICE
high
;
755
ATPRICE
low
;
756
ATPRICE
close
;
757
uint64_t
volume
;
758
ATTIME
barTime
;
759
}
ATBARHISTORY_RECORD
, *
LPATBARHISTORY_RECORD
;
760
761
typedef
struct
_ATTICKHISTORY_RESPONSE
762
{
763
ATSYMBOL
symbol
;
764
ATSymbolStatus
status
;
765
uint32_t
recordCount
;
766
uint64_t
nextOffset
;
767
ATTIME
offsetDatabaseDate
;
768
}
ATTICKHISTORY_RESPONSE
, *
LPATTICKHISTORY_RESPONSE
;
769
770
typedef
struct
_ATTICKHISTORY_TRADE_RECORD
771
{
772
ATTickHistoryRecordType
recordType
;
773
ATExchangeType
lastExchange
;
774
ATTradeConditionType
lastCondition
[
ATTradeConditionsCount
];
775
ATPRICE
lastPrice
;
776
uint32_t
lastSize
;
777
ATTIME
lastDateTime
;
778
}
ATTICKHISTORY_TRADE_RECORD
, *
LPATTICKHISTORY_TRADE_RECORD
;
779
780
typedef
struct
_ATTICKHISTORY_QUOTE_RECORD
781
{
782
ATTickHistoryRecordType
recordType
;
783
ATExchangeType
bidExchange
;
784
ATExchangeType
askExchange
;
785
ATQuoteConditionType
quoteCondition
;
786
ATPRICE
bidPrice
;
787
ATPRICE
askPrice
;
788
uint32_t
bidSize
;
789
uint32_t
askSize
;
790
ATTIME
quoteDateTime
;
791
}
ATTICKHISTORY_QUOTE_RECORD
, *
LPATTICKHISTORY_QUOTE_RECORD
;
792
793
typedef
struct
_ATTICKHISTORY_RECORD
794
{
795
union
796
{
797
ATTickHistoryRecordType
recordType
;
798
ATTICKHISTORY_TRADE_RECORD
trade
;
799
ATTICKHISTORY_QUOTE_RECORD
quote
;
800
};
801
}
ATTICKHISTORY_RECORD
, *
LPATTICKHISTORY_RECORD
;
802
803
//Market holidays structures
804
typedef
struct
_ATMARKET_HOLIDAYSLIST_ITEM
805
{
806
ATSymbolType
symbolType
;
807
ATExchangeType
exchangeType
;
808
ATCountryType
countryType
;
809
ATTIME
beginDateTime
;
810
ATTIME
endDateTime
;
811
}
ATMARKET_HOLIDAYSLIST_ITEM
, *
LPATMARKET_HOLIDAYSLIST_ITEM
;
812
813
//MarketMovers structures
814
typedef
struct
_ATMARKET_MOVERS_ITEM
815
{
816
ATSYMBOL
symbol
;
817
wchar16_t
name
[
ATFundamentalNameMaxLength
];
818
ATPRICE
lastPrice
;
819
ATPRICE
closePrice
;
820
uint64_t
volume
;
821
ATTIME
lastDateTime
;
822
}
ATMARKET_MOVERS_ITEM
, *
LPATMARKET_MOVERS_ITEM
;
823
824
typedef
struct
_ATMARKET_MOVERS_RECORD
825
{
826
ATSYMBOL
symbol
;
827
ATSymbolStatus
status
;
828
ATMARKET_MOVERS_ITEM
items
[
ATMarketMoversMaxRecords
];
829
}
ATMARKET_MOVERS_RECORD
, *
LPATMARKET_MOVERS_RECORD
;
830
831
typedef
struct
_ATMARKET_MOVERSDB_RESPONSE
832
{
833
ATMarketMoversDbResponseType
responseType
;
834
uint32_t
marketMoversCount
;
835
}
ATMARKET_MOVERSDB_RESPONSE
, *
LPATMARKET_MOVERSDB_RESPONSE
;
836
837
typedef
struct
_ATMARKET_MOVERS_STREAM_RESPONSE
838
{
839
ATStreamResponseType
responseType
;
840
}
ATMARKET_MOVERS_STREAM_RESPONSE
, *
LPATMARKET_MOVERS_STREAM_RESPONSE
;
841
842
typedef
struct
_ATMARKET_MOVERS_STREAM_UPDATE
843
{
844
ATMARKET_MOVERS_RECORD
marketMovers
;
845
ATTIME
lastUpdateTime
;
846
}
ATMARKET_MOVERS_STREAM_UPDATE
, *
LPATMARKET_MOVERS_STREAM_UPDATE
;
847
848
//QuoteDb structures
849
typedef
struct
_ATQUOTEDB_RESPONSE
850
{
851
ATSYMBOL
symbol
;
852
ATSymbolStatus
status
;
853
uint16_t
dataItemCount
;
854
}
ATQUOTEDB_RESPONSE
, *
LPATQUOTEDB_RESPONSE
;
855
856
typedef
struct
_ATQUOTEDB_DATA_ITEM
857
{
858
ATQuoteFieldType
fieldType
;
859
ATFieldStatus
fieldStatus
;
860
ATDataType
dataType
;
861
}
ATQUOTEDB_DATA_ITEM
, *
LPATQUOTEDB_DATA_ITEM
;
862
863
//QuoteStream structures
864
typedef
struct
_ATQUOTESTREAM_RESPONSE
865
{
866
ATStreamResponseType
responseType
;
867
uint16_t
dataItemCount
;
868
}
ATQUOTESTREAM_RESPONSE
, *
LPATQUOTESTREAM_RESPONSE
;
869
870
typedef
struct
_ATQUOTESTREAM_DATA_ITEM
871
{
872
ATSYMBOL
symbol
;
873
ATSymbolStatus
symbolStatus
;
874
}
ATQUOTESTREAM_DATA_ITEM
, *
LPATQUOTESTREAM_DATA_ITEM
;
875
876
typedef
struct
_ATQUOTESTREAM_TRADE_UPDATE
877
{
878
ATSYMBOL
symbol
;
879
ATTradeMessageFlags
flags
;
880
ATTradeConditionType
condition
[
ATTradeConditionsCount
];
881
ATExchangeType
lastExchange
;
882
ATPRICE
lastPrice
;
883
uint32_t
lastSize
;
884
ATTIME
lastDateTime
;
885
}
ATQUOTESTREAM_TRADE_UPDATE
, *
LPATQUOTESTREAM_TRADE_UPDATE
;
886
887
typedef
struct
_ATQUOTESTREAM_QUOTE_UPDATE
888
{
889
ATSYMBOL
symbol
;
890
ATQuoteConditionType
condition
;
891
ATExchangeType
bidExchange
;
892
ATExchangeType
askExchange
;
893
ATPRICE
bidPrice
;
894
ATPRICE
askPrice
;
895
uint32_t
bidSize
;
896
uint32_t
askSize
;
897
ATTIME
quoteDateTime
;
898
}
ATQUOTESTREAM_QUOTE_UPDATE
, *
LPATQUOTESTREAM_QUOTE_UPDATE
;
899
900
typedef
struct
_ATQUOTESTREAM_REFRESH_UPDATE
901
{
902
ATSYMBOL
symbol
;
903
ATTradeConditionType
lastCondition
[
ATTradeConditionsCount
];
904
ATQuoteConditionType
quoteCondition
;
905
ATPRICE
openPrice
;
906
ATPRICE
lastPrice
;
907
ATPRICE
highPrice
;
908
ATPRICE
lowPrice
;
909
ATPRICE
closePrice
;
910
ATPRICE
prevClosePrice
;
911
ATPRICE
afterMarketClosePrice
;
912
ATPRICE
bidPrice
;
913
ATPRICE
askPrice
;
914
ATExchangeType
lastExchange
;
915
ATExchangeType
bidExchange
;
916
ATExchangeType
askExchange
;
917
uint32_t
bidSize
;
918
uint32_t
askSize
;
919
uint32_t
lastSize
;
920
uint64_t
volume
;
921
}
ATQUOTESTREAM_REFRESH_UPDATE
, *
LPATQUOTESTREAM_REFRESH_UPDATE
;
922
923
typedef
struct
_ATSTREAM_UPDATE
924
{
925
ATStreamUpdateType
updateType
;
926
927
union
928
{
929
ATQUOTESTREAM_TRADE_UPDATE
trade
;
930
ATQUOTESTREAM_QUOTE_UPDATE
quote
;
931
ATQUOTESTREAM_REFRESH_UPDATE
refresh
;
932
ATMARKET_MOVERS_STREAM_UPDATE
marketMovers
;
933
};
934
}
ATSTREAM_UPDATE
, *
LPATSTREAM_UPDATE
;
935
936
937
#pragma pack(pop)
Shared
ATServerAPIDefines.h
Generated on Thu Mar 7 2013 11:32:11 for ActiveTick Feed C++ API SDK by
1.8.3.1