52 lines
1.3 KiB
C
52 lines
1.3 KiB
C
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/* Copyright (C) 2013 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
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* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
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#pragma once
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#ifndef scanner_def
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#define scanner_def
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#include <float.h>
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#include <limits.h>
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#define UNSET_DOUBLE DBL_MAX
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#define UNSET_INTEGER INT_MAX
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#define NO_ROW_NUMBER_SPECIFIED -1;
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struct ScannerSubscription {
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ScannerSubscription() {
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numberOfRows = NO_ROW_NUMBER_SPECIFIED;
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abovePrice = DBL_MAX;
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belowPrice = DBL_MAX;
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aboveVolume = INT_MAX;
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marketCapAbove = DBL_MAX;
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marketCapBelow = DBL_MAX;
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couponRateAbove = DBL_MAX;
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couponRateBelow = DBL_MAX;
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excludeConvertible = 0;
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averageOptionVolumeAbove = 0;
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}
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int numberOfRows;
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std::string instrument;
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std::string locationCode;
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std::string scanCode;
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double abovePrice;
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double belowPrice;
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int aboveVolume;
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double marketCapAbove;
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double marketCapBelow;
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std::string moodyRatingAbove;
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std::string moodyRatingBelow;
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std::string spRatingAbove;
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std::string spRatingBelow;
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std::string maturityDateAbove;
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std::string maturityDateBelow;
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double couponRateAbove;
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double couponRateBelow;
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int excludeConvertible;
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int averageOptionVolumeAbove;
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std::string scannerSettingPairs;
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std::string stockTypeFilter;
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};
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#endif
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