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Class VolumeContinuousSecurity

Rollover by volume continuous security.

Inheritance
Object
Security
BasketSecurity
ContinuousSecurity
VolumeContinuousSecurity
Implements
IExtendableEntity
INotifyPropertyChanged
Inherited Members
BasketSecurity.BasketCode
BasketSecurity.BasketExpression
Security.ToString()
Security.Clone()
Security.CopyTo(Security)
Security.Notify(String)
Security.Id
Security.Code
Security.Board
Security.Type
Security.Name
Security.ShortName
Security.Currency
Security.ExternalId
Security.Class
Security.PriceStep
Security.VolumeStep
Security.MinVolume
Security.MaxVolume
Security.Multiplier
Security.Decimals
Security.ExpiryDate
Security.SettlementDate
Security.CfiCode
Security.FaceValue
Security.PrimaryId
Security.ExtensionInfo
Security.StepPrice
Security.LastTrade
Security.OpenPrice
Security.ClosePrice
Security.LowPrice
Security.HighPrice
Security.BestBid
Security.BestAsk
Security.BestPair
Security.State
Security.MinPrice
Security.MaxPrice
Security.MarginBuy
Security.MarginSell
Security.UnderlyingSecurityId
Security.OptionType
Security.Strike
Security.BinaryOptionType
Security.ImpliedVolatility
Security.HistoricalVolatility
Security.TheorPrice
Security.Delta
Security.Gamma
Security.Vega
Security.Theta
Security.Rho
Security.OpenInterest
Security.LocalTime
Security.LastChangeTime
Security.BidsVolume
Security.BidsCount
Security.AsksVolume
Security.AsksCount
Security.TradesCount
Security.HighBidPrice
Security.LowAskPrice
Security.Yield
Security.VWAP
Security.SettlementPrice
Security.AveragePrice
Security.Volume
Security.Turnover
Security.IssueSize
Security.IssueDate
Security.Shortable
Security.UnderlyingSecurityType
Security.UnderlyingSecurityMinVolume
Security.BuyBackPrice
Security.BuyBackDate
Security.CommissionTaker
Security.CommissionMaker
Namespace: StockSharp.Algo
Assembly: StockSharp.Algo.dll
Syntax
[DisplayNameLoc("ContinuousSecurity")]
[DescriptionLoc("Str696", false)]
[BasketCode("CV")]
public class VolumeContinuousSecurity : ContinuousSecurity, IExtendableEntity, INotifyPropertyChanged

Constructors

VolumeContinuousSecurity()

Initializes a new instance of the VolumeContinuousSecurity.

Declaration
public VolumeContinuousSecurity()

Properties

InnerSecurities

Instruments rollover by volume.

Declaration
public SynchronizedList<SecurityId> InnerSecurities { get; }
Property Value
Type Description
Ecng.Collections.SynchronizedList<SecurityId>

InnerSecurityIds

Instruments, from which this basket is created.

Declaration
public override IEnumerable<SecurityId> InnerSecurityIds { get; }
Property Value
Type Description
IEnumerable<SecurityId>
Overrides
BasketSecurity.InnerSecurityIds

IsOpenInterest

Use open interest for VolumeLevel.

Declaration
public bool IsOpenInterest { get; set; }
Property Value
Type Description
Boolean

VolumeLevel

Volume trigger causes switch to the next contract.

Declaration
public Unit VolumeLevel { get; set; }
Property Value
Type Description
Unit

Methods

FromSerializedString(String)

Load security state from text.

Declaration
protected override void FromSerializedString(string text)
Parameters
Type Name Description
String text

Value, received from ToSerializedString().

Overrides
BasketSecurity.FromSerializedString(String)

ToSerializedString()

Save security state to string.

Declaration
protected override string ToSerializedString()
Returns
Type Description
String

String.

Overrides
BasketSecurity.ToSerializedString()

Implements

IExtendableEntity
System.ComponentModel.INotifyPropertyChanged

Extension Methods

MarketRuleHelper.WhenChanged(Security, IMarketDataProvider)
MarketRuleHelper.WhenNewTrade(Security, IMarketDataProvider)
MarketRuleHelper.WhenNewOrderLogItem(Security, IMarketDataProvider)
MarketRuleHelper.WhenMarketDepthChanged(Security, IMarketDataProvider)
MarketRuleHelper.WhenFilteredMarketDepthChanged(Security, IMarketDataProvider)
MarketRuleHelper.WhenMarketDepthChanged(BasketSecurity, IMarketDataProvider)
MarketRuleHelper.WhenBestBidPriceMore(Security, IMarketDataProvider, Unit)
MarketRuleHelper.WhenBestBidPriceLess(Security, IMarketDataProvider, Unit)
MarketRuleHelper.WhenBestAskPriceMore(Security, IMarketDataProvider, Unit)
MarketRuleHelper.WhenBestAskPriceLess(Security, IMarketDataProvider, Unit)
MarketRuleHelper.WhenLastTradePriceMore(Security, IMarketDataProvider, Unit)
MarketRuleHelper.WhenLastTradePriceLess(Security, IMarketDataProvider, Unit)
MessageConverterHelper.ToMessage(Security, Nullable<SecurityId>, Int64, Boolean)
MessageConverterHelper.FillMessage<TMessage>(Security, TMessage)
MessageConverterHelper.ToLookupMessage(Security)
MessageConverterHelper.ToSecurityId(Security, SecurityIdGenerator, Boolean, Boolean)
TraderHelper.GetCurrentPrice(Security, IMarketDataProvider, Nullable<Sides>, MarketPriceTypes, IEnumerable<Order>)
TraderHelper.ShrinkPrice(Security, Decimal, ShrinkRules)
TraderHelper.Contains(BasketSecurity, ISecurityProvider, Security)
TraderHelper.GetInnerSecurities(BasketSecurity, ISecurityProvider)
TraderHelper.ApplyChanges(Security, IEnumerable<KeyValuePair<Level1Fields, Object>>, DateTimeOffset, DateTimeOffset, Action<Security, Level1Fields, Object>)
TraderHelper.ApplyChanges(Security, Level1ChangeMessage)
TraderHelper.ApplyChanges(Security, SecurityMessage, IExchangeInfoProvider, Boolean)
TraderHelper.IsLookupAll(Security)
TraderHelper.IsAllSecurity(Security)
TraderHelper.IsBasket(Security)
TraderHelper.IsIndex(Security)
TraderHelper.IsContinuous(Security)
TraderHelper.ToBasket(Security, IBasketSecurityProcessorProvider)
TraderHelper.ToBasket<TBasketSecurity>(Security)
CandleHelper.TimeFrame(Security, TimeSpan)
CandleHelper.Range(Security, Unit)
CandleHelper.Volume(Security, Decimal)
CandleHelper.Tick(Security, Decimal)
CandleHelper.PnF(Security, PnFArg)
CandleHelper.Renko(Security, Unit)
CandleHelper.GetTimeFrameCount(Security, Range<DateTimeOffset>, TimeSpan)
DerivativesHelper.GetUnderlyingAsset(Security, ISecurityProvider)
DerivativesHelper.GetDerivatives(Security, ISecurityProvider, Nullable<DateTimeOffset>)
DerivativesHelper.GetAsset(Security, ISecurityProvider)
DerivativesHelper.GetOppositeOption(Security, ISecurityProvider)
DerivativesHelper.GetCall(Security, ISecurityProvider, Decimal, DateTimeOffset)
DerivativesHelper.GetPut(Security, ISecurityProvider, Decimal, DateTimeOffset)
DerivativesHelper.GetOption(Security, ISecurityProvider, Decimal, DateTimeOffset, OptionTypes)
DerivativesHelper.GetCentralStrike(Security, ISecurityProvider, IMarketDataProvider, DateTimeOffset, OptionTypes)
DerivativesHelper.GetCentralStrike(Security, IMarketDataProvider, IEnumerable<Security>)
DerivativesHelper.GetStrikeStep(Security, ISecurityProvider, Nullable<DateTimeOffset>)
DerivativesHelper.GetOutOfTheMoney(Security, ISecurityProvider, IMarketDataProvider)
DerivativesHelper.GetOutOfTheMoney(Security, IMarketDataProvider, IEnumerable<Security>)
DerivativesHelper.GetInTheMoney(Security, ISecurityProvider, IMarketDataProvider)
DerivativesHelper.GetInTheMoney(Security, IMarketDataProvider, IEnumerable<Security>)
DerivativesHelper.GetAtTheMoney(Security, ISecurityProvider, IMarketDataProvider)
DerivativesHelper.GetAtTheMoney(Security, IMarketDataProvider, IEnumerable<Security>)
DerivativesHelper.GetIntrinsicValue(Security, ISecurityProvider, IMarketDataProvider)
DerivativesHelper.GetTimeValue(Security, ISecurityProvider, IMarketDataProvider)
DerivativesHelper.IsExpired(Security, IExchangeInfoProvider, DateTimeOffset)
Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
Extensions.GetFileName(Security, String, String, DataType, Nullable<DateTime>, Nullable<DateTime>, ExportTypes, StorageFormats)
Extensions.TryGet<TMessage, TChange>(TMessage, TChange)
Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Object)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Decimal)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Int32)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Int64)
Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<SecurityStates>)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, String)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Sides>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<CurrencyTypes>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<PortfolioStates>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<DateTimeOffset>)
Extensions.Add<TMessage, TChange>(TMessage, TChange, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Boolean>)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Decimal, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Decimal>, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int32, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int32>, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int64, Boolean)
Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int64>, Boolean)
SmartComExtensionInfoHelper.GetOptionsMargin(Security)
SmartComExtensionInfoHelper.GetOptionsSyntheticMargin(Security)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
Extensions.GetPriceTextFormat(Security)
Extensions.GetVolumeTextFormat(Security)
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