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NAQ Professional Data Feed API (Level I and Level II)

TradeType

The TradeType enum is passed by the ProcessTickHistory event.

enum TradeType{
    ttRecordOfTrade
    ttBid
    ttAsk
    ttPreMarketTrade
    ttPostMarketTrade
}TradeType;

Elements

ttRecordOfTrade
The data is a record of trade
ttBid
The data is a bid price
ttAsk
The data is a ask price
ttPreMarketTrade
The data is a pre-market trade
ttPostMarketTrade
The data is a post-market trade