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Security Class

Security (shares, futures, options etc.).
Inheritance Hierarchy
SystemObject
  CloneableSecurity
    StockSharp.BusinessEntitiesSecurity
      StockSharp.AlgoBasketSecurity

Namespace:  StockSharp.BusinessEntities
Assembly:  StockSharp.BusinessEntities (in StockSharp.BusinessEntities.dll) Version: 4.3.27.2 (4.3.27.2)
Syntax
C#
[SerializableAttribute]
public class Security : Cloneable<Security>, 
	IExtendableEntity, INotifyPropertyChanged

The Security type exposes the following members.

Constructors
  NameDescription
Public methodSecurity
Initializes a new instance of the Security.
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Properties
  NameDescription
Public propertyAsksCount
Number of sell orders.
Public propertyAsksVolume
Total volume in all sell orders.
Public propertyAveragePrice
Average price per session.
Public propertyBestAsk
Best ask in market depth.
Public propertyBestBid
Best bid in market depth.
Public propertyBestPair
Best pair quotes.
Public propertyBidsCount
Number of buy orders.
Public propertyBidsVolume
Total volume in all buy orders.
Public propertyBinaryOptionType
Type of binary option.
Public propertyBoard
Exchange board where the security is traded.
Public propertyCfiCode
Type in ISO 10962 standard.
Public propertyClass
Security class.
Public propertyClosePrice
Last trade price for the previous session.
Public propertyCode
Security code.
Public propertyCurrency
Trading security currency.
Public propertyDecimals
Number of digits in price after coma.
Public propertyDelta
Option delta.
Public propertyExpiryDate
Security expiration date (for derivatives - expiration, for bonds — redemption).
Public propertyExtensionInfo
Extended security info.
Public propertyExternalId
Security ID in other systems.
Public propertyGamma
Option gamma.
Public propertyHighBidPrice
Maximum bid during the session.
Public propertyHighPrice
Highest price for the session.
Public propertyHistoricalVolatility
Volatility (historical).
Public propertyId
Security ID.
Public propertyImpliedVolatility
Volatility (implied).
Public propertyLastChangeTime
Time of the last instrument change.
Public propertyLastTrade
Information about the last trade. If during the session on the instrument there were no trades, the value equals to .
Public propertyLocalTime
Local time of the last instrument change.
Public propertyLowAskPrice
Maximum ask during the session.
Public propertyLowPrice
Lowest price for the session.
Public propertyMarginBuy
Initial margin to buy.
Public propertyMarginSell
Initial margin to sell.
Public propertyMaxPrice
Upper price limit.
Public propertyMinPrice
Lower price limit.
Public propertyMultiplier
Lot multiplier.
Public propertyName
Security name.
Public propertyOpenInterest
Number of open positions (open interest).
Public propertyOpenPrice
First trade price for the session.
Public propertyOptionType
Option type.
Public propertyPriceStep
Minimum price step.
Public propertyRho
Option rho.
Public propertySettlementDate
Settlement date for security (for derivatives and bonds).
Public propertySettlementPrice
Settlement price.
Public propertyShortName
Short security name.
Public propertyState
Current state of security.
Public propertyStepPrice
Step price.
Public propertyStrike
Option strike price.
Public propertyTheorPrice
Theoretical price.
Public propertyTheta
Option theta.
Public propertyTradesCount
Number of trades.
Public propertyTurnover
Turnover.
Public propertyType
Security type.
Public propertyUnderlyingSecurityId
Underlying asset on which the current security is built.
Public propertyVega
Option vega.
Public propertyVolume
Volume per session.
Public propertyVolumeStep
Minimum volume step.
Public propertyVWAP
Average price.
Public propertyYield
Yield.
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Methods
  NameDescription
Public methodClone
Create a copy of Security.
(Overrides Cloneable.Clone.)
Public methodCopyTo
To copy fields of the current instrument to destination.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodNotify
To call the event PropertyChanged.
Public methodToString
Returns a string that represents the current object.
(Overrides ObjectToString.)
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Extension Methods
  NameDescription
Public Extension MethodAddValue
Add value into ExtensionInfo.
(Defined by ExtandableEntityHelper.)
Public Extension MethodApplyChanges(Level1ChangeMessage)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodApplyChanges(SecurityMessage, IExchangeInfoProvider)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodApplyChanges(IEnumerableKeyValuePairLevel1Fields, Object, DateTimeOffset, DateTimeOffset)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodCopyExtensionInfo
Copy extended info.
(Defined by Extensions.)
Public Extension MethodGetAsset
To get the underlying asset.
(Defined by DerivativesHelper.)
Public Extension MethodGetAtTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get at the money options (ATM).
(Defined by DerivativesHelper.)
Public Extension MethodGetAtTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get at the money options (ATM).
(Defined by DerivativesHelper.)
Public Extension MethodGetCall
To get Call for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetCentralStrike(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get the main strike.
(Defined by DerivativesHelper.)
Public Extension MethodGetCentralStrike(ISecurityProvider, IMarketDataProvider, DateTimeOffset, OptionTypes)Overloaded.
To get the main strike.
(Defined by DerivativesHelper.)
Public Extension MethodGetCurrentPrice
To calculate the current price by the instrument depending on the order direction.
(Defined by TraderHelper.)
Public Extension MethodGetDerivatives
To get derivatives by the underlying asset.
(Defined by DerivativesHelper.)
Public Extension MethodGetInTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get in the money options (ITM).
(Defined by DerivativesHelper.)
Public Extension MethodGetInTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get in the money options (ITM).
(Defined by DerivativesHelper.)
Public Extension MethodGetIntrinsicValue
To get the internal option value.
(Defined by DerivativesHelper.)
Public Extension MethodGetOppositeOption
To get opposite option (for Call to get Put, for Put to get Call).
(Defined by DerivativesHelper.)
Public Extension MethodGetOption
To get an option for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetOutOfTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get out of the money options (OTM).
(Defined by DerivativesHelper.)
Public Extension MethodGetOutOfTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get out of the money options (OTM).
(Defined by DerivativesHelper.)
Public Extension MethodGetPut
To get Put for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetStrikeStep
To get the strike step size.
(Defined by DerivativesHelper.)
Public Extension MethodGetTimeFrameCount
To get the number of time frames within the specified time range.
(Defined by CandleHelper.)
Public Extension MethodGetTimeValue
To get the timed option value.
(Defined by DerivativesHelper.)
Public Extension MethodGetUnderlyingAsset
To get the underlying asset by the derivative.
(Defined by DerivativesHelper.)
Public Extension MethodGetValueT
Get value from ExtensionInfo.
(Defined by ExtandableEntityHelper.)
Public Extension MethodIsAllSecurity
Check if the specified security is AllSecurity.
(Defined by TraderHelper.)
Public Extension MethodIsExpired
To check whether the instrument has finished the action.
(Defined by DerivativesHelper.)
Public Extension MethodIsLookupAll
Determine the criteria contains lookup all filter.
(Defined by TraderHelper.)
Public Extension MethodPnF
To create CandleSeries for PnFCandle candles.
(Defined by CandleHelper.)
Public Extension MethodRange
To create CandleSeries for RangeCandle candles.
(Defined by CandleHelper.)
Public Extension MethodRenko
To create CandleSeries for RenkoCandle candles.
(Defined by CandleHelper.)
Public Extension MethodShrinkPrice
To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.
(Defined by TraderHelper.)
Public Extension MethodTick
To create CandleSeries for TickCandle candles.
(Defined by CandleHelper.)
Public Extension MethodTimeFrame
To create CandleSeries for TimeFrameCandle candles.
(Defined by CandleHelper.)
Public Extension MethodToLookupMessage
Convert Security criteria to SecurityLookupMessage.
(Defined by MessageConverterHelper.)
Public Extension MethodToMessage
To convert the instrument into message.
(Defined by MessageConverterHelper.)
Public Extension MethodToSecurityId
To convert the instrument into SecurityId.
(Defined by MessageConverterHelper.)
Public Extension MethodVolume
To create CandleSeries for VolumeCandle candles.
(Defined by CandleHelper.)
Public Extension MethodWhenBestAskPriceLess
To create a rule for the event of dropping the best offer below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestAskPriceMore
To create a rule for the event of excess of the best offer of the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestBidPriceLess
To create a rule for the event of dropping the best bid below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestBidPriceMore
To create a rule for the event of excess of the best bid of specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenChanged
To create a rule for the instrument change event.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenLastTradePriceLess
To create a rule for the event of reduction of the last trade price below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenLastTradePriceMore
To create a rule for the event of increase of the last trade price above the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenMarketDepthChanged
To create a rule for the event of order book change by instrument.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenNewOrderLogItem
To create a rule for the event of new notes occurrence in the orders log for instrument.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenNewTrade
To create a rule for the event of new trade occurrence for the instrument.
(Defined by MarketRuleHelper.)
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See Also