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/**
* Market ata values.
*/
@model("Market data values.")
export class MarketData {
/** Number of contracts or lots offered at the bid price. */
@property("Number of contracts or lots offered at the bid price.")
BID_SIZE?: number;
/** Highest priced bid for the contract. */
@property("Highest priced bid for the contract.")
BID?: number;
/** Lowest price offer on the contract. */
@property("Lowest price offer on the contract.")
ASK?: number;
/** Number of contracts or lots offered at the ask price. */
@property("Number of contracts or lots offered at the ask price.")
ASK_SIZE?: number;
/** Last price at which the contract traded. */
@property("Last price at which the contract traded.")
LAST?: number;
/** Number of contracts or lots traded at the last price. */
@property("Number of contracts or lots traded at the last price.")
LAST_SIZE?: number;
/** High price for the day. */
@property("High price for the day.")
HIGH?: number;
/** Low price for the day. */
@property("Low price for the day.")
LOW?: number;
/** Trading volume for the day for the selected contract (US Stocks: multiplier 100). */
@property("Trading volume for the day for the selected contract.")
VOLUME?: number;
/**
* The last available closing price for the previous day.
* For US Equities, we use corporate action processing to get the closing price,
* so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends.
*/
@property("The last available closing price for the previous day.")
CLOSE?: number;
/** Today's opening price. */
@property("Today's opening price.")
OPEN?: number;
/** Lowest price for the last 13 weeks. */
@property("Lowest price for the last 13 weeks.")
LOW_13_WEEK?: number;
/** Highest price for the last 13 weeks. */
@property("Highest price for the last 13 weeks.")
HIGH_13_WEEK?: number;
/** Lowest price for the last 26 weeks. */
@property("Lowest price for the last 26 weeks.")
LOW_26_WEEK?: number;
/** Highest price for the last 26 weeks. */
@property("Highest price for the last 26 weeks.")
HIGH_26_WEEK?: number;
/** Lowest price for the last 52 weeks. */
@property("Lowest price for the last 52 weeks.")
LOW_52_WEEK?: number;
/** Highest price for the last 52 weeks. */
@property("Highest price for the last 52 weeks.")
HIGH_52_WEEK?: number;
/** The average daily trading volume over 90 days (multiply this value times 100). */
@property(
"The average daily trading volume over 90 days (multiply this value times 100).",
)
AVG_VOLUME?: number;
/** Total number of options that were not closed. */
@property("Total number of options that were not closed).")
OPEN_INTEREST?: number;
/** The 30-day historical volatility (currently for stocks). */
@property("The 30-day historical volatility (currently for stocks).")
OPTION_HISTORICAL_VOL?: number;
/**
* A prediction of how volatile an underlying will be in the future.
* The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day,
* and is based on option prices from two consecutive expiration months.
*/
@property("A prediction of how volatile an underlying will be in the future.")
OPTION_IMPLIED_VOL?: number;
/** Call option open interest. */
@property("Call option open interest.")
OPTION_CALL_OPEN_INTEREST?: number;
/** Put option open interest. */
@property("Put option open interest.")
OPTION_PUT_OPEN_INTEREST?: number;
/** Call option volume for the trading day. */
@property("Call option volume for the trading day.")
OPTION_CALL_VOLUME?: number;
/** Put option volume for the trading day. */
@property("Put option volume for the trading day.")
OPTION_PUT_VOLUME?: number;
/** The number of points that the index is over the cash index. */
@property("The number of points that the index is over the cash index.")
INDEX_FUTURE_PREMIUM?: number;
/** Identifies the options exchange(s) posting the best bid price on the options contract. */
@property(
"Identifies the options exchange(s) posting the best bid price on the options contract.",
)
BID_EXCH?: number;
/** Identifies the options exchange(s) posting the best ask price on the options contract. */
@property(
"Identifies the options exchange(s) posting the best ask price on the options contract.",
)
ASK_EXCH?: number;
/**
* The mark price is equal to the Last Price unless: Ask < Last - the mark price is equal to the Ask Price.
* Bid > Last - the mark price is equal to the Bid Price.
*/
@property("The mark price.")
MARK_PRICE?: number;
/** Time of the last trade (in UNIX time). */
@property("Time of the last trade (in UNIX time).")
LAST_TIMESTAMP?: number;
/** Describes the level of difficulty with which the contract can be sold short. */
@property(
"Describes the level of difficulty with which the contract can be sold short.",
)
SHORTABLE?: number;
/** Provides the available Reuter's Fundamental Ratios. */
@property("Provides the available Reuter's Fundamental Ratios.")
FUNDAMENTAL_RATIOS?: number;
/** Last trade details. */
@property("Last trade details.")
RT_VOLUME?: number;
/** Indicates if a contract is halted */
@property("Indicates if a contract is halted.")
HALTED?: number;
/** Trade count for the day. */
@property("Trade count for the day.")
TRADE_COUNT?: number;
/** Trade count per minute. */
@property("Trade count per minute.")
TRADE_RATE?: number;
/** Volume per minute. */
@property("Volume per minute.")
VOLUME_RATE?: number;
/** Last Regular Trading Hours traded price. */
@property("Last Regular Trading Hours traded price.")
LAST_RTH_TRADE?: number;
/** 30-day real time historical volatility. */
@property("30-day real time historical volatility.")
RT_HISTORICAL_VOL?: number;
/** Contract's dividends. */
@property("Contract's dividends.")
IB_DIVIDENDS?: number;
/** Contract's news feed. */
@property("Contract's news feed.")
NEWS_TICK?: number;
/** The past three minutes volume. Interpolation may be applied. */
@property("The past three minutes volume. Interpolation may be applied")
SHORT_TERM_VOLUME_3_MIN?: number;
/** The past five minutes volume. Interpolation may be applied. */
@property("The past five minutes volume. Interpolation may be applied.")
SHORT_TERM_VOLUME_5_MIN?: number;
/** The past ten minutes volume. Interpolation may be applied. */
@property("The past ten minutes volume. Interpolation may be applied.")
SHORT_TERM_VOLUME_10_MIN?: number;
/** Exchange of last traded price. */
@property("Exchange of last traded price.")
LAST_EXCH?: number;
/** Timestamp (in Unix ms time) of last trade returned with regulatory snapshot. */
@property(
"Timestamp (in Unix ms time) of last trade returned with regulatory snapshot",
)
LAST_REG_TIME?: number;
/** Total number of outstanding futures contracts (TWS v965+). *HSI open interest requested with generic tick 101. */
@property("Total number of outstanding futures contracts.")
FUTURES_OPEN_INTEREST?: number;
/** Average volume of the corresponding option contracts(TWS Build 970+ is required). */
@property(
"Average volume of the corresponding option contracts(TWS Build 970+ is required).",
)
AVG_OPT_VOLUME?: number;
/** Number of shares available to short (TWS Build 974+ is required) */
@property("Number of shares available to short.")
SHORTABLE_SHARES?: number;
/**
* Today's closing price of ETF's Net Asset Value (NAV).
* Calculation is based on prices of ETF's underlying securities.
*/
@property("Today's closing price of ETF's Net Asset Value (NAV).")
ETF_NAV_CLOSE?: number;
/**
* Yesterday's closing price of ETF's Net Asset Value (NAV).
* Calculation is based on prices of ETF's underlying securities.
*/
@property("Yesterday's closing price of ETF's Net Asset Value (NAV).")
ETF_NAV_PRIOR_CLOSE?: number;
/**
* The bid price of ETF's Net Asset Value (NAV).
* Calculation is based on prices of ETF's underlying securities.
*/
@property("The bid price of ETF's Net Asset Value (NAV).")
ETF_NAV_BID?: number;
/**
* The ask price of ETF's Net Asset Value (NAV).
* Calculation is based on prices of ETF's underlying securities.
*/
@property("The ask price of ETF's Net Asset Value (NAV).")
ETF_NAV_ASK?: number;
/**
* The last price of Net Asset Value (NAV).
* For ETFs: Calculation is based on prices of ETF's underlying securities.
* For NextShares: Value is provided by NASDAQ.
*/
@property("The ask price of ETF's Net Asset Value (NAV).")
ETF_NAV_LAST?: number;
/** ETF Nav Last for Frozen data. */
@property("ETF Nav Last for Frozen data.")
ETF_NAV_FROZEN_LAST?: number;
/** The high price of ETF's Net Asset Value (NAV). */
@property("The high price of ETF's Net Asset Value (NAV).")
ETF_NAV_HIGH?: number;
/** The low price of ETF's Net Asset Value (NAV). */
@property("The low price of ETF's Net Asset Value (NAV).")
ETF_NAV_LOW?: number;
/** The underlying asset price of an option. */
@property("The underlying asset price of an option.")
OPTION_UNDERLYING?: number;
/** The underlying asset price of an option. */
@property("The IV on the bid price of an option.")
BID_OPTION_IV?: number;
/** The bid price of an option. */
@property("The bid price of an option.")
BID_OPTION_PRICE?: number;
/** The delta on the bid price of an option. */
@property("The delta on the bid price of an option.")
BID_OPTION_DELTA?: number;
/** The gamma on the bid price of an option. */
@property("The gamma on the bid price of an option.")
BID_OPTION_GAMMA?: number;
/** The vega on the bid price of an option. */
@property("The vega on the bid price of an option.")
BID_OPTION_VEGA?: number;
/** The theta on the bid price of an option. */
@property("The theta on the bid price of an option.")
BID_OPTION_THETA?: number;
/** The IV on the ask price of an option. */
@property("The IV on the ask price of an option.")
ASK_OPTION_IV?: number;
/** The ask price of an option. */
@property("The ask price of an option.")
ASK_OPTION_PRICE?: number;
/** The delta on the ask price of an option. */
@property("The delta on the ask price of an option.")
ASK_OPTION_DELTA?: number;
/** The gamma on the ask price of an option. */
@property("The gamma on the ask price of an option.")
ASK_OPTION_GAMMA?: number;
/** The vega on the ask price of an option. */
@property("The vega on the ask price of an option.")
ASK_OPTION_VEGA?: number;
/** The theta on the ask price of an option. */
@property("The theta on the ask price of an option.")
ASK_OPTION_THETA?: number;
/** The IV on the last price of an option. */
@property("The IV on the last price of an option.")
LAST_OPTION_IV?: number;
/** The last price of an option. */
@property("The last price of an option.")
LAST_OPTION_PRICE?: number;
/**The delta on the last price of an option. */
@property("The delta on the last price of an option.")
LAST_OPTION_DELTA?: number;
/** The gamma on the last price of an option. */
@property("The gamma on the last price of an option.")
LAST_OPTION_GAMMA?: number;
/** The vega on the last price of an option. */
@property("The vega on the last price of an option.")
LAST_OPTION_VEGA?: number;
/** The theta on the last price of an option. */
@property("The theta on the last price of an option.")
LAST_OPTION_THETA?: number;
/** The IV on the pricing-model of an option. */
@property("The IV on the pricing-model of an option.")
MODEL_OPTION_IV?: number;
/** The price on the pricing-model of an option. */
@property("The price on the pricing-model of an option.")
MODEL_OPTION_PRICE?: number;
/** The delta on the pricing-model of an option. */
@property("The delta on the pricing-model of an option.")
MODEL_OPTION_DELTA?: number;
/** The gamma on the pricing-model of an option. */
@property("The gamma on the pricing-model of an option.")
MODEL_OPTION_GAMMA?: number;
/** The vega on the pricing-model of an option. */
@property("The vega on the pricing-model of an option.")
MODEL_OPTION_VEGA?: number;
/** The theta on the pricing-model of an option. */
@property("The theta on the pricing-model of an option.")
MODEL_OPTION_THETA?: number;
}
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