Modulus Financial Engineering HomeModulus Financial Engineering
NAQ Professional Data Feed API (Level I and Level II)

Events


The following Events are used with the NAQ Professional Data Feed API.
Event Description
ConnectionStatus Returns connection status from the NAQ servers.
EnumField Returns field information requested by the EnumFields method.
ProcessNewsHeadline Returns news headlines requested by the GetNewsHeadlines method.
ProcessNewsStory Returns a news story body as requested by the GetNewsStory method.
UpdateAll Returns price, volume and other data as requested by the Watch method.
UpdatePriceVolume Returns price, volume and other data as requested by the Watch method.
ProcessStockInfo Returns PE ratio, Yield, and 52 week high/low during Level I recap (UpdateAll).
UpdateBidAsk Returns the bid, ask, and volume as requested by the Watch method.
LastWithBuyerSellerID Returns the last price with buyer/seller IDs (Canadian equities only).
FuturesClose Returns the futures Close 1 and Close 2 prices.
FuturesLastPrice Returns the futures last price.
FuturesSettlePrice Returns the futures settle price.
ProcessL2NASDAQRecap Level II NASDAQ recap message.
ProcessL2NASDAQUpdate Level II NASDAQ update message.
ProcessL2CanadianRecap Level II Canadian recap message.
ProcessL2CanadianUpdate Level II Canadian update message.
ProcessL2CanadianSale Level II Canadian sale message.
ProcessL2CanadianCancel Level II Canadian cancel message.
Level2Reset Level II reset message.
TickHistoryStart Fired once after GetTickHistory is requested.
ProcessTickHistory Returns tick history as requested by GetTickHistory.
TickHistoryEnd Fired once after ProcessTickHistory has completed sending tick history.
ProcessSecondHistory Returns second bar history as requested by GetSecHistoryBySpan.
ProcessMinuteHistory Returns minute bar history as requested by GetMinHistoryBySpan.
ProcessDayHistory Returns daily bar history as requested by GetDayHistoryBySpan.