Includes or excludes the specified output in the requested timed bars.
Visual Basic |
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Public Sub IncludeOutput( _ ByVal timed_bar_output As eTimedBarsRequestOutputs, _ ByVal include_output As Boolean _ ) |
- timed_bar_output
Value Description tbrActualVolume Actual volume
tbrAskFlagVolume Volume of trade with 'buy' aggressor flag
tbrAskVolume Ask volume
tbrBidFlagVolume Volume of trade with 'sell' aggressor flag
tbrBidVolume Bid volume
tbrCommodityOpenInterest Commodity open interest
tbrCommodityTickVolume Commodity tick volume
tbrCommodityVolume Commodity volume
tbrContractOpenInterest Contract open interest
tbrContractTickVolume Contract tick volume
tbrContractVolume Contract volume
tbrOpenInterest Open interest
tbrTickVolume Tick volume
Timed bar output to include or exclude
- include_output
If True, the output specified in timed_bar_output will be included
If False, the output specified in timed_bar_output will be excluded
All output types are included by default.