Description
Specifies all possible quote types.
Members
| Member | Value | Description |
|---|---|---|
| qtAsk | 0 | Best ask. (Combined) |
| qtBid | 1 | Best bid. (Combined) |
| qtCohUndAsk | 4 | Coherent underlying price for the best ask. |
| qtCohUndBid | 5 | Coherent underlying price for the best bid. |
| qtDayHigh | 7 | Current day high price. |
| qtDayLow | 8 | Current day low price. |
| qtDayOpen | 6 | Day open price. |
| qtExchangeClose | 17 | Exchange close price. This is the theoretical close price distributed by several exchanges at the end of the trading session. This value might be helpful since, due to historical reasons, some contracts have settlements inside the trading session. |
| qtImpliedAsk | 9 | Implied best ask. |
| qtImpliedBid | 10 | Implied best bid. |
| qtIndicativeOpen | 14 | Indicative open. |
| qtMarker | 16 | Marker price, date time. |
| qtOutrightAsk | 11 | Outright best ask. |
| qtOutrightBid | 12 | Outright best bid. |
| qtSettlement | 3 | Settlement price. |
| qtTodayMarker | 15 | Marker price, date time. |
| qtTrade | 2 | Last trade price. |
| qtWholesaleTrade | 19 | Off-order book on-exchange trade price, volume, date time. It is an update-only quote; the snapshot value is unavailable. |
| qtYesterdayExchangeClose | 18 | Yesterday's exchange close price. The same as the qtExchangeClose, but for the previous trading day. |
| qtYesterdaySettlement | 13 | Yesterday's settlement price. |
Remarks
Note that setting the non-default value to the CQGAPIConfig.SnapshotPeriod config turns off updates of qtWholesaleTrade quotes.