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Enumeration PriceType

Index

Enumeration members

Enumeration members

Ask

Ask:

Ask price.

Bid

Bid:

Bid price.

Close

Close:

Close price.

Last

Last:

Last price.

Mid

Mid:

Mid price, calculated as the arithmetic average of bid and ask prices.

MidEquivalent

MidEquivalent:

Mid equivalent price, calculated as a) the arithmetic average of bid and ask prices when both are available; b) either the bid or the ask price if any of them is available; c) the last price; or d) the close price.

MidSafe

MidSafe:

Safe Mid price, returns the mid price only if both bid and ask are available.