Connect connects to the server.

All instruments.

Futures only.

Book uses order-id.

Book uses price level.

BBO.

Market On Close Imbalance Buy.

Not available for trading.

DDF 3/C end-of-day commodity prices.

DDF 3/I end-of-day commodity volume and open interest message.

DDF 3/S end-of-day stock and forex prices and volume.

DDF 2/1 Exchange refresh.

DDF 2/6 Live Prices refresh.

Enum value maps for ActionType.

Enum value maps for ActionType.

Enum value maps for AdminMessage_Status.

Enum value maps for AdminMessage_Status.

Enum value maps for BookSide.

Enum value maps for BookSide.

Enum value maps for CrossType.

Enum value maps for CrossType.

Enum value maps for InstrumentDefinition_BookType.

Enum value maps for InstrumentDefinition_BookType.

Enum value maps for InstrumentDefinition_EventType.

Enum value maps for InstrumentDefinition_EventType.

Enum value maps for InstrumentDefinition_InstrumentType.

Enum value maps for InstrumentDefinition_InstrumentType.

Enum value maps for InstrumentDefinition_OptionStyle.

Enum value maps for InstrumentDefinition_OptionStyle.

Enum value maps for InstrumentDefinition_OptionType.

Enum value maps for InstrumentDefinition_OptionType.

Enum value maps for InstrumentDefinition_PriceFormat_SubFormat.

Enum value maps for InstrumentDefinition_PriceFormat_SubFormat.

Enum value maps for InstrumentDefinition_State.

Enum value maps for InstrumentDefinition_State.

Enum value maps for InstrumentTradingStatus.

Enum value maps for InstrumentTradingStatus.

Enum value maps for MarketSummary_ClearSet.

Enum value maps for MarketSummary_ClearSet.

Enum value maps for MarketSummary_SummaryType.

Enum value maps for MarketSummary_SummaryType.

Enum value maps for MarketWideStatus.

Enum value maps for MarketWideStatus.

Enum value maps for OpenCloseSettlementFlag.

Enum value maps for OpenCloseSettlementFlag.

Enum value maps for RegulationSHOShortSalePriceTest.

Enum value maps for RegulationSHOShortSalePriceTest.

Enum value maps for Result.

Enum value maps for Result.

Enum value maps for Service.

Enum value maps for Service.

Enum value maps for SettlementSource.

Enum value maps for SettlementSource.

Enum value maps for SettlementTerms.

Enum value maps for SettlementTerms.

Enum value maps for SnapshotRequest_SnapshotRequestType.

Enum value maps for SnapshotRequest_SnapshotRequestType.

Enum value maps for SnapshotRequestResult.

Enum value maps for SnapshotRequestResult.

Enum value maps for SubscriptionType.

Enum value maps for SubscriptionType.

Enum value maps for SymbolType.

Enum value maps for SymbolType.

Add an order to the order book.

Insert a new price level, pushing existing levels down.

Administrative Message.

Best Bid and Offer.

Bulk subscription filter.

Capital Distributions.

Channel Reset.

Clear all data from the order books that are configured for this market.

Connection is the main struct that holds the underpinning websocket connection.

Credentials encapsulates the username/password.

Delete an order from the order book.

Delete an existing price level, pulling existing levels up.

Depth By Order.

Depth Price Level.

Dividends and Income Distributions.

EOD commodity summary.

Exchange Request, returns ExchangeResponse.

Heart Beat.

24 hour rolling window.

For non-tradable index products.

Instrument Action.

Currency Pair.

Date and time with time zone.

Recommended display format for prices.

Typical trading week schedule.

A vendor's symbol for an instrument.

Trading session Times are in nanos since midnight UTC on the Sunday starting a given trading week.

Instrument Group Status.

Instrument References, returns InstrumentReferenceResponse(s).

Instrument Definition(s), will stream InstrumentDefinition(s).

Instrument Status .

Login.

Logout.

24 hour rolling window.

Session used in snapshot.

Snapshot for a market.

Used by market state to return snapshot.

Market Status.

Intra and EOD Market Summary.

Market Update for an instrument .

Modify the price or quantity of an order.

Modify the quantity or orderCount of an existing price level.

Total monetary value of trades.

.

News or informational message.

Total number of trades.

Open,High,Low,Close.

Openfeed Server Response.

Openfeed Server request.

A wrapper for Openfeed data.

Open interest.

Settlement value for futures and options markets.

.

Request for the snapshot to the Market state.

Serivce Messages .

Subscription Request.

TCP replay request.

Tracing.

A live trade.

Trade Cancel/Break .

Trade Correction.

Trades.

Total volume traded.

The VolumeAtPrice class encapsulates all of the trades throughout the day, and organizes a table of volume at prices.

Volume Weighted Average Price.

52 week.

52 week.

Instrument Actions.

Book side.

Market depth implementation type.

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Option style.

Option type.

Clears sets of fields.

Used to differentiate various ddf messages.

Symbol type for the subscription filter.