NxST_ORDERIMBALANCETYPE(10) - Order Imbalance
#define | Value | Comments |
---|---|---|
Clear | 0 | |
BuySide | 1 | |
SellSide | 2 | |
ClearClosing | 3 | |
BuySideClosing | 4 | |
SellSideClosing | 5 | |
FastMarket | 6 |
You may use code from a helper header file
You may use the code below in your own program
// example
switch (ixMap)
{
case nxST_ORDERIMBALANCETYPE::Clear: break;
case nxST_ORDERIMBALANCETYPE::BuySide: break;
case nxST_ORDERIMBALANCETYPE::SellSide: break;
case nxST_ORDERIMBALANCETYPE::ClearClosing: break;
case nxST_ORDERIMBALANCETYPE::BuySideClosing: break;
case nxST_ORDERIMBALANCETYPE::SellSideClosing: break;
case nxST_ORDERIMBALANCETYPE::FastMarket: break;
}