File tree Expand file tree Collapse file tree 1 file changed +6
-3
lines changed
Expand file tree Collapse file tree 1 file changed +6
-3
lines changed Original file line number Diff line number Diff line change @@ -205,7 +205,8 @@ enum StatType : std::uint16_t {
205205 IndicativeOpeningPrice = 2 ,
206206 // The settlement price of an instrument. `price` will be set and `flags`
207207 // indicate whether the price is final or preliminary and actual or
208- // theoretical.
208+ // theoretical. `ts_ref` will indicate the trading date of the settlement
209+ // price.
209210 SettlementPrice = 3 ,
210211 // The lowest trade price of an instrument during the trading session.
211212 // `price` will be set.
@@ -214,7 +215,8 @@ enum StatType : std::uint16_t {
214215 // `price` will be set.
215216 TradingSessionHighPrice = 5 ,
216217 // The number of contracts cleared for an instrument on the previous trading
217- // date. `quantity` will be set.
218+ // date. `quantity` will be set. `ts_ref` will indicate the trading date of
219+ // the volume.
218220 ClearedVolume = 6 ,
219221 // The lowest offer price for an instrument during the trading session.
220222 // `price` will be set.
@@ -223,7 +225,8 @@ enum StatType : std::uint16_t {
223225 // `price` will be set.
224226 HighestBid = 8 ,
225227 // The current number of outstanding contracts of an instrument. `quantity`
226- // will be set.
228+ // will be set. `ts_ref` will indicate the trading date for which the open
229+ // interest was calculated.
227230 OpenInterest = 9 ,
228231 // The volume-weighted average price (VWAP) for a fixing period. `price` will
229232 // be set.
You can’t perform that action at this time.
0 commit comments