ASPEN_TICK_FLAGS

Purpose

Identifies modifiers for a tick.

Structure

typedef struct ASPEN_flag_struct {

   unsigned int regional_exchange :4;

   unsigned int up_tick :1;

   unsigned int down_tick :1;

   unsigned int side_tick :1;

   unsigned int new_high :1;

   unsigned int new_low :1;

   unsigned int bad_tick :1;

   unsigned int limit :1;

   unsigned int fast_market :1;

}ASPEN_TICK_FLAGS;

Fields

regional_exchange

regional_exchange contains an unsigned integer indicating the regional exchange where the tick originated. This flag is only valid for stocks, instrument type ASPEN_IT_STOCK. The regional exchanges may be one of the following:

ASPEN_RX_DEFAULT

ASPEN_RX_BOSTON

ASPEN_RX_CINCINNATI

ASPEN_RX_MIDWEST

ASPEN_RX_PACIFIC

ASPEN_RX_NASDAQ

ASPEN_RX_PHILADELPHIA

ASPEN_RX_INSTINET

ASPEN_RX_NYSE

ASPEN_RX_AMEX

up_tick

up_tick is an unsigned integer indicating whether a price is considered an up tick. This is a single bit and may be tested as either TRUE or FALSE.

down_tick

down_tick is an unsigned integer indicating whether a price is considered an down tick. This is a single bit and may be tested as either TRUE or FALSE.

side_tick

side_tick is an unsigned integer indicating whether a price is considered a side tick (tick is equal to the previous tick). This is a single bit and may be tested as either TRUE or FALSE.

new_high

new_high is an unsigned integer indicating whether a price represents a new daily high. This is a single bit and may be tested as either TRUE or FALSE.

new_low

new_low is an unsigned integer indicating whether a price represents a new daily low. This is a single bit and may be tested as either TRUE or FALSE.

bad_tick

bad_tick is an unsigned integer indicating whether a price is incorrect. This is a single bit and may be tested as either TRUE or FALSE.

limit

limit is an unsigned integer indicating whether a price has met the criteria for the instrument’s trading limit (up or down). This is a single bit and may be tested as either TRUE or FALSE.

fast_market

fast_market is an unsigned integer indicating whether a fast market criterion applies to this price. This is a single bit and may be tested as either TRUE or FALSE.

See Also

ASPEN_GetTickHistory

ASPEN_IT_STOCK

ASPEN_REPLACETICKS_INPUT

ASPEN_TICK