TickFilter

Enumeration Members

• none

  No filter.

• regularTrades

  Regular trades only.

• nonRegularTrades

  Non-regular trades only.

• trades

  Regular and non-regular trades.

• tradeCancelsAndCorrections

  Trade cancels and corrections.

• allTrades

  All trades. This is a combination of regular and non-regular trades, and trade cancels and corrections.

• luldAndTradingStatus

  Limit high/low (LULD), and trading status.

• bids

  Bids only.

• asks

  Asks only.

• quotes

  Bids and asks.

• quotesAndTrades

  All quotes and all trades including regular and non-regular trades, and trade cancel and corrections.