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DOC: Document when ts_ref is set
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include/databento/enums.hpp

Lines changed: 6 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -205,7 +205,8 @@ enum StatType : std::uint16_t {
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IndicativeOpeningPrice = 2,
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// The settlement price of an instrument. `price` will be set and `flags`
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// indicate whether the price is final or preliminary and actual or
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// theoretical.
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// theoretical. `ts_ref` will indicate the trading date of the settlement
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// price.
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SettlementPrice = 3,
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// The lowest trade price of an instrument during the trading session.
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// `price` will be set.
@@ -214,7 +215,8 @@ enum StatType : std::uint16_t {
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// `price` will be set.
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TradingSessionHighPrice = 5,
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// The number of contracts cleared for an instrument on the previous trading
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// date. `quantity` will be set.
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// date. `quantity` will be set. `ts_ref` will indicate the trading date of
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// the volume.
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ClearedVolume = 6,
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// The lowest offer price for an instrument during the trading session.
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// `price` will be set.
@@ -223,7 +225,8 @@ enum StatType : std::uint16_t {
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// `price` will be set.
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HighestBid = 8,
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// The current number of outstanding contracts of an instrument. `quantity`
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// will be set.
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// will be set. `ts_ref` will indicate the trading date for which the open
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// interest was calculated.
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OpenInterest = 9,
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// The volume-weighted average price (VWAP) for a fixing period. `price` will
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// be set.

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