package dtc-pb

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package dtc-pb
Legend:
Library
Module
Module type
Parameter
Class
Class type
type uint32 = int32
type float64 = float
type float32 = float
type uint64 = int64
type protobuf_int32 = int32
type int64_fixed = int64
type protobuf_int64 = int64
type int32_fixed = int32
type dtcversion = [
  1. | `dtc_version_unset
  2. | `current_version
]
type dtcmessage_type = [
  1. | `message_type_unset
  2. | `logon_request
  3. | `logon_response
  4. | `heartbeat
  5. | `logoff
  6. | `encoding_request
  7. | `encoding_response
  8. | `market_data_request
  9. | `market_data_reject
  10. | `market_data_snapshot
  11. | `market_data_snapshot_int
  12. | `market_data_update_trade
  13. | `market_data_update_trade_compact
  14. | `market_data_update_trade_int
  15. | `market_data_update_last_trade_snapshot
  16. | `market_data_update_trade_with_unbundled_indicator
  17. | `market_data_update_trade_no_timestamp
  18. | `market_data_update_bid_ask
  19. | `market_data_update_bid_ask_compact
  20. | `market_data_update_bid_ask_no_timestamp
  21. | `market_data_update_bid_ask_int
  22. | `market_data_update_session_open
  23. | `market_data_update_session_open_int
  24. | `market_data_update_session_high
  25. | `market_data_update_session_high_int
  26. | `market_data_update_session_low
  27. | `market_data_update_session_low_int
  28. | `market_data_update_session_volume
  29. | `market_data_update_open_interest
  30. | `market_data_update_session_settlement
  31. | `market_data_update_session_settlement_int
  32. | `market_data_update_session_num_trades
  33. | `market_data_update_trading_session_date
  34. | `market_depth_request
  35. | `market_depth_reject
  36. | `market_depth_snapshot_level
  37. | `market_depth_snapshot_level_int
  38. | `market_depth_snapshot_level_float
  39. | `market_depth_update_level
  40. | `market_depth_update_level_float_with_milliseconds
  41. | `market_depth_update_level_no_timestamp
  42. | `market_depth_update_level_int
  43. | `market_data_feed_status
  44. | `market_data_feed_symbol_status
  45. | `trading_symbol_status
  46. | `submit_new_single_order
  47. | `submit_new_single_order_int
  48. | `submit_new_oco_order
  49. | `submit_new_oco_order_int
  50. | `submit_flatten_position_order
  51. | `cancel_order
  52. | `cancel_replace_order
  53. | `cancel_replace_order_int
  54. | `open_orders_request
  55. | `open_orders_reject
  56. | `order_update
  57. | `historical_order_fills_request
  58. | `historical_order_fill_response
  59. | `historical_order_fills_reject
  60. | `current_positions_request
  61. | `current_positions_reject
  62. | `position_update
  63. | `trade_accounts_request
  64. | `trade_account_response
  65. | `exchange_list_request
  66. | `exchange_list_response
  67. | `symbols_for_exchange_request
  68. | `underlying_symbols_for_exchange_request
  69. | `symbols_for_underlying_request
  70. | `security_definition_for_symbol_request
  71. | `security_definition_response
  72. | `symbol_search_request
  73. | `security_definition_reject
  74. | `account_balance_request
  75. | `account_balance_reject
  76. | `account_balance_update
  77. | `account_balance_adjustment
  78. | `account_balance_adjustment_reject
  79. | `account_balance_adjustment_complete
  80. | `historical_account_balances_request
  81. | `historical_account_balances_reject
  82. | `historical_account_balance_response
  83. | `user_message
  84. | `general_log_message
  85. | `alert_message
  86. | `journal_entry_add
  87. | `journal_entries_request
  88. | `journal_entries_reject
  89. | `journal_entry_response
  90. | `historical_price_data_request
  91. | `historical_price_data_response_header
  92. | `historical_price_data_reject
  93. | `historical_price_data_record_response
  94. | `historical_price_data_tick_record_response
  95. | `historical_price_data_record_response_int
  96. | `historical_price_data_tick_record_response_int
]
type encoding_enum = [
  1. | `binary_encoding
  2. | `binary_with_variable_length_strings
  3. | `json_encoding
  4. | `json_compact_encoding
  5. | `protocol_buffers
]
type logon_status_enum = [
  1. | `logon_status_unset
  2. | `logon_success
  3. | `logon_error
  4. | `logon_error_no_reconnect
  5. | `logon_reconnect_new_address
]
type message_supported_enum = [
  1. | `message_unsupported
  2. | `message_supported
]
type trade_mode_enum = [
  1. | `trade_mode_unset
  2. | `trade_mode_demo
  3. | `trade_mode_simulated
  4. | `trade_mode_live
]
type request_action_enum = [
  1. | `request_action_unset
  2. | `subscribe
  3. | `unsubscribe
  4. | `snapshot
]
type unbundled_trade_indicator_enum = [
  1. | `unbundled_trade_none
  2. | `first_sub_trade_of_unbundled_trade
  3. | `last_sub_trade_of_unbundled_trade
]
type order_status_enum = [
  1. | `order_status_unspecified
  2. | `order_status_order_sent
  3. | `order_status_pending_open
  4. | `order_status_pending_child
  5. | `order_status_open
  6. | `order_status_pending_cancel_replace
  7. | `order_status_pending_cancel
  8. | `order_status_filled
  9. | `order_status_canceled
  10. | `order_status_rejected
  11. | `order_status_partially_filled
]
type order_update_reason_enum = [
  1. | `order_update_reason_unset
  2. | `open_orders_request_response
  3. | `new_order_accepted
  4. | `general_order_update
  5. | `order_filled
  6. | `order_filled_partially
  7. | `order_canceled
  8. | `order_cancel_replace_complete
  9. | `new_order_rejected
  10. | `order_cancel_rejected
  11. | `order_cancel_replace_rejected
]
type at_bid_or_ask_enum = [
  1. | `bid_ask_unset
  2. | `at_bid
  3. | `at_ask
]
type at_bid_or_ask_enum8 = [
  1. | `bid_ask_unset_8
  2. | `at_bid_8
  3. | `at_ask_8
]
type market_depth_update_type_enum = [
  1. | `depth_unset
  2. | `market_depth_insert_update_level
  3. | `market_depth_delete_level
]
type final_update_in_batch_enum = [
  1. | `final_update_unset
  2. | `final_update_true
  3. | `final_update_false
  4. | `final_update_begin_batch
]
type order_type_enum = [
  1. | `order_type_unset
  2. | `order_type_market
  3. | `order_type_limit
  4. | `order_type_stop
  5. | `order_type_stop_limit
  6. | `order_type_market_if_touched
  7. | `order_type_limit_if_touched
]
type time_in_force_enum = [
  1. | `tif_unset
  2. | `tif_day
  3. | `tif_good_till_canceled
  4. | `tif_good_till_date_time
  5. | `tif_immediate_or_cancel
  6. | `tif_all_or_none
  7. | `tif_fill_or_kill
]
type buy_sell_enum = [
  1. | `buy_sell_unset
  2. | `buy
  3. | `sell
]
type open_close_trade_enum = [
  1. | `trade_unset
  2. | `trade_open
  3. | `trade_close
]
type partial_fill_handling_enum = [
  1. | `partial_fill_unset
  2. | `partial_fill_handling_reduce_quantity
  3. | `partial_fill_handling_immediate_cancel
]
type market_data_feed_status_enum = [
  1. | `market_data_feed_status_unset
  2. | `market_data_feed_unavailable
  3. | `market_data_feed_available
]
type price_display_format_enum = [
  1. | `price_display_format_decimal_0
  2. | `price_display_format_decimal_1
  3. | `price_display_format_decimal_2
  4. | `price_display_format_decimal_3
  5. | `price_display_format_decimal_4
  6. | `price_display_format_decimal_5
  7. | `price_display_format_decimal_6
  8. | `price_display_format_decimal_7
  9. | `price_display_format_decimal_8
  10. | `price_display_format_decimal_9
  11. | `price_display_format_denominator_256
  12. | `price_display_format_denominator_128
  13. | `price_display_format_denominator_64
  14. | `price_display_format_denominator_32_quarters
  15. | `price_display_format_denominator_32_halves
  16. | `price_display_format_denominator_32
  17. | `price_display_format_denominator_16
  18. | `price_display_format_denominator_8
  19. | `price_display_format_denominator_4
  20. | `price_display_format_denominator_2
  21. | `price_display_format_unset
]
type security_type_enum = [
  1. | `security_type_unset
  2. | `security_type_future
  3. | `security_type_stock
  4. | `security_type_forex
  5. | `security_type_index
  6. | `security_type_futures_strategy
  7. | `security_type_futures_option
  8. | `security_type_stock_option
  9. | `security_type_index_option
  10. | `security_type_bond
  11. | `security_type_mutual_fund
]
type put_call_enum = [
  1. | `pc_unset
  2. | `pc_call
  3. | `pc_put
]
type search_type_enum = [
  1. | `search_type_unset
  2. | `search_type_by_symbol
  3. | `search_type_by_description
]
type historical_data_interval_enum = [
  1. | `interval_tick
  2. | `interval_1_second
  3. | `interval_2_seconds
  4. | `interval_4_seconds
  5. | `interval_5_seconds
  6. | `interval_10_seconds
  7. | `interval_30_seconds
  8. | `interval_1_minute
  9. | `interval_5_minute
  10. | `interval_10_minute
  11. | `interval_15_minute
  12. | `interval_30_minute
  13. | `interval_1_hour
  14. | `interval_2_hours
  15. | `interval_1_day
  16. | `interval_1_week
]
type historical_price_data_reject_reason_code_enum = [
  1. | `hpdr_unset
  2. | `hpdr_unable_to_serve_data_retry_later
  3. | `hpdr_unable_to_serve_data_do_not_retry
  4. | `hpdr_data_request_outside_bounds_of_available_data
  5. | `hpdr_general_reject_error
]
type trading_status_enum = [
  1. | `trading_status_unknown
  2. | `trading_status_pre_open
  3. | `trading_status_open
  4. | `trading_status_close
  5. | `trading_status_trading_halt
]
type encoding_request = Encoding_request.t
type encoding_response = Encoding_response.t
type logon_request = Logon_request.t
type logon_response = Logon_response.t
type logoff = Logoff.t
type heartbeat = Heartbeat.t
type market_data_feed_status = Market_data_feed_status.t
type market_data_feed_symbol_status = Market_data_feed_symbol_status.t
type trading_symbol_status = Trading_symbol_status.t
type market_data_request = Market_data_request.t
type market_depth_request = Market_depth_request.t
type market_data_reject = Market_data_reject.t
type market_data_snapshot = Market_data_snapshot.t
type market_data_snapshot_int = Market_data_snapshot_int.t
type market_depth_snapshot_level = Market_depth_snapshot_level.t
type market_depth_snapshot_level_float = Market_depth_snapshot_level_float.t
type market_depth_snapshot_level_int = Market_depth_snapshot_level_int.t
type market_depth_update_level = Market_depth_update_level.t
type market_depth_update_level_int = Market_depth_update_level_int.t
type market_depth_update_level_float_with_milliseconds = Market_depth_update_level_float_with_milliseconds.t
type market_depth_update_level_no_timestamp = Market_depth_update_level_no_timestamp.t
type market_data_update_session_settlement = Market_data_update_session_settlement.t
type market_data_update_session_settlement_int = Market_data_update_session_settlement_int.t
type market_data_update_session_open = Market_data_update_session_open.t
type market_data_update_session_open_int = Market_data_update_session_open_int.t
type market_data_update_session_num_trades = Market_data_update_session_num_trades.t
type market_data_update_trading_session_date = Market_data_update_trading_session_date.t
type market_depth_reject = Market_depth_reject.t
type market_data_update_trade = Market_data_update_trade.t
type market_data_update_trade_compact = Market_data_update_trade_compact.t
type market_data_update_trade_int = Market_data_update_trade_int.t
type market_data_update_last_trade_snapshot = Market_data_update_last_trade_snapshot.t
type market_data_update_trade_with_unbundled_indicator = Market_data_update_trade_with_unbundled_indicator.t
type market_data_update_trade_no_timestamp = Market_data_update_trade_no_timestamp.t
type market_data_update_bid_ask = Market_data_update_bid_ask.t
type market_data_update_bid_ask2 = Market_data_update_bid_ask2.t
type market_data_update_bid_ask_int = Market_data_update_bid_ask_int.t
type market_data_update_bid_ask_compact = Market_data_update_bid_ask_compact.t
type market_data_update_bid_ask_no_time_stamp = Market_data_update_bid_ask_no_time_stamp.t
type market_data_update_session_volume = Market_data_update_session_volume.t
type market_data_update_open_interest = Market_data_update_open_interest.t
type market_data_update_session_high = Market_data_update_session_high.t
type market_data_update_session_high_int = Market_data_update_session_high_int.t
type market_data_update_session_low = Market_data_update_session_low.t
type market_data_update_session_low_int = Market_data_update_session_low_int.t
type submit_new_single_order = Submit_new_single_order.t
type submit_new_single_order_int = Submit_new_single_order_int.t
type submit_flatten_position_order = Submit_flatten_position_order.t
type cancel_replace_order = Cancel_replace_order.t
type cancel_replace_order_int = Cancel_replace_order_int.t
type cancel_order = Cancel_order.t
type submit_new_ocoorder = Submit_new_ocoorder.t
type submit_new_ocoorder_int = Submit_new_ocoorder_int.t
type open_orders_request = Open_orders_request.t
type historical_order_fills_request = Historical_order_fills_request.t
type historical_order_fills_reject = Historical_order_fills_reject.t
type current_positions_request = Current_positions_request.t
type current_positions_reject = Current_positions_reject.t
type order_update = Order_update.t
type open_orders_reject = Open_orders_reject.t
type historical_order_fill_response = Historical_order_fill_response.t
type position_update = Position_update.t
type trade_accounts_request = Trade_accounts_request.t
type trade_account_response = Trade_account_response.t
type exchange_list_request = Exchange_list_request.t
type exchange_list_response = Exchange_list_response.t
type symbols_for_exchange_request = Symbols_for_exchange_request.t
type underlying_symbols_for_exchange_request = Underlying_symbols_for_exchange_request.t
type symbols_for_underlying_request = Symbols_for_underlying_request.t
type symbol_search_request = Symbol_search_request.t
type security_definition_for_symbol_request = Security_definition_for_symbol_request.t
type security_definition_response = Security_definition_response.t
type security_definition_reject = Security_definition_reject.t
type account_balance_request = Account_balance_request.t
type account_balance_reject = Account_balance_reject.t
type account_balance_update = Account_balance_update.t
type account_balance_adjustment = Account_balance_adjustment.t
type account_balance_adjustment_reject = Account_balance_adjustment_reject.t
type account_balance_adjustment_complete = Account_balance_adjustment_complete.t
type historical_account_balances_request = Historical_account_balances_request.t
type historical_account_balances_reject = Historical_account_balances_reject.t
type historical_account_balance_response = Historical_account_balance_response.t
type user_message = User_message.t
type general_log_message = General_log_message.t
type journal_entry_add = Journal_entry_add.t
type journal_entries_request = Journal_entries_request.t
type journal_entries_reject = Journal_entries_reject.t
type journal_entry_response = Journal_entry_response.t
type alert_message = Alert_message.t
type historical_price_data_request = Historical_price_data_request.t
type historical_price_data_response_header = Historical_price_data_response_header.t
type historical_price_data_reject = Historical_price_data_reject.t
type historical_price_data_record_response = Historical_price_data_record_response.t
type historical_price_data_tick_record_response = Historical_price_data_tick_record_response.t
type historical_price_data_record_response_int = Historical_price_data_record_response_int.t
type historical_price_data_tick_record_response_int = Historical_price_data_tick_record_response_int.t
type historical_price_data_response_trailer = Historical_price_data_response_trailer.t