wehub-resource-sync
203 lines
12 KiB
C#
203 lines
12 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.ComponentModel;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Flag system for quote conditions
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/// </summary>
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[Flags]
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public enum QuoteConditionFlags : long
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{
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/// <summary>
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/// No Condition
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/// </summary>
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None = 0,
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/// <summary>
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/// This condition is used for the majority of quotes to indicate a normal trading environment.
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/// </summary>
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[Description("This condition is used for the majority of quotes to indicate a normal trading environment.")]
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Regular = 1L << 0,
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/// <summary>
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/// This condition is used to indicate that the quote is a Slow Quote on both the Bid and Offer
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/// sides due to a Set Slow List that includes High Price securities.
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/// </summary>
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[Description("This condition is used to indicate that the quote is a Slow Quote on both the Bid and Offer " +
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"sides due to a Set Slow List that includes High Price securities.")]
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Slow = 1L << 1,
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/// <summary>
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/// While in this mode, auto-execution is not eligible, the quote is then considered manual and non-firm in the Bid and Offer and
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/// either or both sides can be traded through as per Regulation NMS.
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/// </summary>
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[Description("While in this mode, auto-execution is not eligible, the quote is then considered manual and non-firm in the Bid and Offer and " +
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"either or both sides can be traded through as per Regulation NMS.")]
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Gap = 1L << 2,
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/// <summary>
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/// This condition can be disseminated to indicate that this quote was the last quote for a security for that Participant.
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/// </summary>
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[Description("This condition can be disseminated to indicate that this quote was the last quote for a security for that Participant.")]
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Closing = 1L << 3,
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/// <summary>
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/// This regulatory Opening Delay or Trading Halt is used when relevant news influencing the security is being disseminated.
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/// Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.
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/// </summary>
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[Description("This regulatory Opening Delay or Trading Halt is used when relevant news influencing the security is being disseminated." +
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"Trading is suspended until the primary market determines that an adequate publication or disclosure of information has occurred.")]
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NewsDissemination = 1L << 4,
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/// <summary>
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/// This condition is used to indicate a regulatory Opening Delay or Trading Halt due to an expected news announcement,
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/// which may influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.
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/// </summary>
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[Description("This condition is used to indicate a regulatory Opening Delay or Trading Halt due to an expected news announcement, " +
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"which may influence the security. An Opening Delay or Trading Halt may be continued once the news has been disseminated.")]
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NewsPending = 1L << 5,
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/// <summary>
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/// The condition is used to denote the probable trading range (bid and offer prices, no sizes) of a security that is not Opening Delayed or
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/// Trading Halted. The Trading Range Indication is used prior to or after the opening of a security.
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/// </summary>
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[Description("The condition is used to denote the probable trading range (bid and offer prices, no sizes) of a security that is not Opening Delayed or" +
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"Trading Halted. The Trading Range Indication is used prior to or after the opening of a security.")]
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TradingRangeIndication = 1L << 6,
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/// <summary>
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/// This non-regulatory Opening Delay or Trading Halt is used when there is a significant imbalance of buy or sell orders.
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/// </summary>
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[Description("This non-regulatory Opening Delay or Trading Halt is used when there is a significant imbalance of buy or sell orders.")]
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OrderImbalance = 1L << 7,
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/// <summary>
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/// This condition is disseminated by each individual FINRA Market Maker to signify either the last quote of the day or
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/// the premature close of an individual Market Maker for the day.
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/// </summary>
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[Description("This condition is disseminated by each individual FINRA Market Maker to signify either the last quote of the day or" +
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"the premature close of an individual Market Maker for the day.")]
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ClosedMarketMaker = 1L << 8,
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/// <summary>
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/// This quote condition indicates a regulatory Opening Delay or Trading Halt due to conditions in which
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/// a security experiences a 10 % or more change in price over a five minute period.
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/// </summary>
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[Description("This quote condition indicates a regulatory Opening Delay or Trading Halt due to conditions in which " +
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"a security experiences a 10 % or more change in price over a five minute period.")]
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VolatilityTradingPause = 1L << 9,
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/// <summary>
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/// This quote condition suspends a Participant's firm quote obligation for a quote for a security.
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/// </summary>
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[Description("This quote condition suspends a Participant's firm quote obligation for a quote for a security.")]
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NonFirmQuote = 1L << 10,
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/// <summary>
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/// This condition can be disseminated to indicate that this quote was the opening quote for a security for that Participant.
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/// </summary>
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[Description("This condition can be disseminated to indicate that this quote was the opening quote for a security for that Participant.")]
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OpeningQuote = 1L << 11,
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/// <summary>
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/// This non-regulatory Opening Delay or Trading Halt is used when events relating to one security will affect the price and performance of
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/// another related security. This non-regulatory Opening Delay or Trading Halt is also used when non-regulatory halt reasons such as
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/// Order Imbalance, Order Influx and Equipment Changeover are combined with Due to Related Security on CTS.
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/// </summary>
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[Description("This non-regulatory Opening Delay or Trading Halt is used when events relating to one security will affect the price and performance of " +
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"another related security. This non-regulatory Opening Delay or Trading Halt is also used when non-regulatory halt reasons such as " +
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"Order Imbalance, Order Influx and Equipment Changeover are combined with Due to Related Security on CTS.")]
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DueToRelatedSecurity = 1L << 12,
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/// <summary>
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/// This quote condition along with zero-filled bid, offer and size fields is used to indicate that trading for a Participant is no longer
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/// suspended in a security which had been Opening Delayed or Trading Halted.
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/// </summary>
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[Description("This quote condition along with zero-filled bid, offer and size fields is used to indicate that trading for a Participant is no longer " +
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"suspended in a security which had been Opening Delayed or Trading Halted.")]
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Resume = 1L << 13,
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/// <summary>
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/// This quote condition is used when matters affecting the common stock of a company affect the performance of the non-common
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/// associated securities, e.g., warrants, rights, preferred, classes, etc.
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/// </summary>
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[Description("This quote condition is used when matters affecting the common stock of a company affect the performance of the non-common " +
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"associated securities, e.g., warrants, rights, preferred, classes, etc.")]
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InViewOfCommon = 1L << 14,
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/// <summary>
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/// This non-regulatory Opening Delay or Trading Halt is used when the ability to trade a security by a Participant is temporarily
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/// inhibited due to a systems, equipment or communications facility problem or for other technical reasons.
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/// </summary>
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[Description("This non-regulatory Opening Delay or Trading Halt is used when the ability to trade a security by a Participant is temporarily " +
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"inhibited due to a systems, equipment or communications facility problem or for other technical reasons.")]
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EquipmentChangeover = 1L << 15,
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/// <summary>
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/// This non-regulatory Opening Delay or Trading Halt is used to indicate an Opening Delay or Trading Halt for a security whose price
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/// may fall below $1.05, possibly leading to a sub-penny execution.
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/// </summary>
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[Description("This non-regulatory Opening Delay or Trading Halt is used to indicate an Opening Delay or Trading Halt for a security whose price" +
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" may fall below $1.05, possibly leading to a sub-penny execution.")]
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SubPennyTrading = 1L << 16,
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/// <summary>
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/// This quote condition is used to indicate that an Opening Delay or a Trading Halt is to be in effect for the rest
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/// of the trading day in a security for a Participant.
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/// </summary>
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[Description("This quote condition is used to indicate that an Opening Delay or a Trading Halt is to be in effect for the rest " +
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"of the trading day in a security for a Participant.")]
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NoOpenNoResume = 1L << 17,
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/// <summary>
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/// This quote condition is used to indicate that a Limit Up-Limit Down Price Band is applicable for a security.
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/// </summary>
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[Description("This quote condition is used to indicate that a Limit Up-Limit Down Price Band is applicable for a security.")]
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LimitUpLimitDownPriceBand = 1L << 18,
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/// <summary>
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/// This quote condition is used to indicate that a Limit Up-Limit Down Price Band that is being disseminated " +
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/// is a ‘republication’ of the latest Price Band for a security.
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/// </summary>
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[Description("This quote condition is used to indicate that a Limit Up-Limit Down Price Band that is being disseminated " +
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"is a ‘republication’ of the latest Price Band for a security.")]
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RepublishedLimitUpLimitDownPriceBand = 1L << 19,
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/// <summary>
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/// This indicates that the market participant is in a manual mode on both the Bid and Ask. While in this mode,
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/// automated execution is not eligible on the Bid and Ask side and can be traded through pursuant to Regulation NMS requirements.
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/// </summary>
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[Description("This indicates that the market participant is in a manual mode on both the Bid and Ask. While in this mode, " +
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"automated execution is not eligible on the Bid and Ask side and can be traded through pursuant to Regulation NMS requirements.")]
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Manual = 1L << 20,
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/// <summary>
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/// For extremely active periods of short duration. While in this mode, the UTP participant will enter quotations on a “best efforts” basis.
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/// </summary>
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[Description("For extremely active periods of short duration. While in this mode, the UTP participant will enter quotations on a “best efforts” basis.")]
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FastTrading = 1L << 21,
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/// <summary>
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/// A halt condition used when there is a sudden order influx. To prevent a disorderly market, trading is temporarily suspended by the UTP participant.
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/// </summary>
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[Description("A halt condition used when there is a sudden order influx. To prevent a disorderly market, trading is temporarily suspended by the UTP participant.")]
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OrderInflux = 1L << 22
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}
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}
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