Table of Contents

Enum StockTopic

Namespace
MassiveDotNet.WebSocket
Assembly
MassiveDotNet.WebSocket.dll

A stock streaming topic.

public enum StockTopic

Fields

Imbalances = 4

Net order imbalance auction events, wire code NOI.

LimitUpLimitDown = 5

Limit up-limit down price band events, wire code LULD.

MinuteAggregates = 3

Minute-by-minute OHLC aggregate bars, wire code AM.

Quotes = 1

NBBO quotes, wire code Q.

SecondAggregates = 2

Second-by-second OHLC aggregate bars, wire code A.

Trades = 0

Tick-level trades, wire code T.

Remarks

An enum rather than a string because the server silently ignores a topic code it does not recognise: no acknowledgement, no error, and no data ever after. A caller who mistypes a string would see a healthy connection producing nothing, indefinitely. The mistake is made unrepresentable instead of validated (D-W1).