Security

StockSharp.BusinessEntities

Security (shares, futures, options etc.).

Inherits: Cloneable<Security>

Implements: INotifyPropertyChanged

Constructors

Security
public Security()
security = Security()

Initializes a new instance of the Security.

Properties

AsksCount
public int? AsksCount { get; set; }
value = security.AsksCount
security.AsksCount = value

Number of sell orders.

AsksVolume
public decimal? AsksVolume { get; set; }
value = security.AsksVolume
security.AsksVolume = value

Total volume in all sell orders.

AveragePrice
public decimal? AveragePrice { get; set; }
value = security.AveragePrice
security.AveragePrice = value

Average price per session.

BasketCode
public virtual string BasketCode { get; set; }
value = security.BasketCode
security.BasketCode = value

Basket security type. Can be in case of regular security.

BasketExpression
public virtual string BasketExpression { get; set; }
value = security.BasketExpression
security.BasketExpression = value

Basket security expression. Can be in case of regular security.

BestAsk
public QuoteChange? BestAsk { get; set; }
value = security.BestAsk
security.BestAsk = value

Best ask in market depth.

BestBid
public QuoteChange? BestBid { get; set; }
value = security.BestBid
security.BestBid = value

Best bid in market depth.

BidsCount
public int? BidsCount { get; set; }
value = security.BidsCount
security.BidsCount = value

Number of buy orders.

BidsVolume
public decimal? BidsVolume { get; set; }
value = security.BidsVolume
security.BidsVolume = value

Total volume in all buy orders.

BinaryOptionType
public string BinaryOptionType { get; set; }
value = security.BinaryOptionType
security.BinaryOptionType = value

Type of binary option.

Board
public virtual ExchangeBoard Board { get; set; }
value = security.Board
security.Board = value

Exchange board where the security is traded.

BuyBackDate
public DateTime? BuyBackDate { get; set; }
value = security.BuyBackDate
security.BuyBackDate = value

BuyBack date.

BuyBackPrice
public decimal? BuyBackPrice { get; set; }
value = security.BuyBackPrice
security.BuyBackPrice = value

BuyBack price.

CfiCode
public string CfiCode { get; set; }
value = security.CfiCode
security.CfiCode = value

Type in ISO 10962 standard.

Class
public string Class { get; set; }
value = security.Class
security.Class = value

Security class.

ClosePrice
public decimal? ClosePrice { get; set; }
value = security.ClosePrice
security.ClosePrice = value

Last trade price for the previous session.

Code
public virtual string Code { get; set; }
value = security.Code
security.Code = value

Security code.

CommissionMaker
public decimal? CommissionMaker { get; set; }
value = security.CommissionMaker
security.CommissionMaker = value

Commission (maker).

CommissionTaker
public decimal? CommissionTaker { get; set; }
value = security.CommissionTaker
security.CommissionTaker = value

Commission (taker).

Currency
public CurrencyTypes? Currency { get; set; }
value = security.Currency
security.Currency = value

Trading security currency.

Decimals
public int? Decimals { get; set; }
value = security.Decimals
security.Decimals = value

Number of digits in price after coma.

Delta
public decimal? Delta { get; set; }
value = security.Delta
security.Delta = value

Option delta.

ExpiryDate
public DateTime? ExpiryDate { get; set; }
value = security.ExpiryDate
security.ExpiryDate = value

Security expiration date (for derivatives - expiration, for bonds — redemption).

ExternalId
public SecurityExternalId ExternalId { get; set; }
value = security.ExternalId
security.ExternalId = value

Security ID in other systems.

FaceValue
public decimal? FaceValue { get; set; }
value = security.FaceValue
security.FaceValue = value

Face value.

Gamma
public decimal? Gamma { get; set; }
value = security.Gamma
security.Gamma = value

Option gamma.

HighBidPrice
public decimal? HighBidPrice { get; set; }
value = security.HighBidPrice
security.HighBidPrice = value

Maximum bid during the session.

HighPrice
public decimal? HighPrice { get; set; }
value = security.HighPrice
security.HighPrice = value

Highest price for the session.

HistoricalVolatility
public decimal? HistoricalVolatility { get; set; }
value = security.HistoricalVolatility
security.HistoricalVolatility = value

Volatility (historical).

Id
public string Id { get; set; }
value = security.Id
security.Id = value

Security ID.

ImpliedVolatility
public decimal? ImpliedVolatility { get; set; }
value = security.ImpliedVolatility
security.ImpliedVolatility = value

Volatility (implied).

IssueDate
public DateTime? IssueDate { get; set; }
value = security.IssueDate
security.IssueDate = value

Date of issue.

IssueSize
public decimal? IssueSize { get; set; }
value = security.IssueSize
security.IssueSize = value

Number of issued contracts.

LastChangeTime
public DateTime LastChangeTime { get; set; }
value = security.LastChangeTime
security.LastChangeTime = value

Time of the last instrument change.

LastTick
public ITickTradeMessage LastTick { get; set; }
value = security.LastTick
security.LastTick = value

Information about the last trade. If during the session on the instrument there were no trades, the value equals to .

LocalTime
public DateTime LocalTime { get; set; }
value = security.LocalTime
security.LocalTime = value

Local time of the last instrument change.

LowAskPrice
public decimal? LowAskPrice { get; set; }
value = security.LowAskPrice
security.LowAskPrice = value

Minimum ask during the session.

LowPrice
public decimal? LowPrice { get; set; }
value = security.LowPrice
security.LowPrice = value

Lowest price for the session.

MarginBuy
public decimal? MarginBuy { get; set; }
value = security.MarginBuy
security.MarginBuy = value

Initial margin to buy.

MarginSell
public decimal? MarginSell { get; set; }
value = security.MarginSell
security.MarginSell = value

Initial margin to sell.

MaxPrice
public decimal? MaxPrice { get; set; }
value = security.MaxPrice
security.MaxPrice = value

Upper price limit.

MaxVolume
public decimal? MaxVolume { get; set; }
value = security.MaxVolume
security.MaxVolume = value

Maximum volume allowed in order.

MinPrice
public decimal? MinPrice { get; set; }
value = security.MinPrice
security.MinPrice = value

Lower price limit.

MinVolume
public decimal? MinVolume { get; set; }
value = security.MinVolume
security.MinVolume = value

Minimum volume allowed in order.

Multiplier
public decimal? Multiplier { get; set; }
value = security.Multiplier
security.Multiplier = value

Lot multiplier.

Name
public string Name { get; set; }
value = security.Name
security.Name = value

Security name.

OpenInterest
public decimal? OpenInterest { get; set; }
value = security.OpenInterest
security.OpenInterest = value

Number of open positions (open interest).

OpenPrice
public decimal? OpenPrice { get; set; }
value = security.OpenPrice
security.OpenPrice = value

First trade price for the session.

OptionStyle
public OptionStyles? OptionStyle { get; set; }
value = security.OptionStyle
security.OptionStyle = value

OptionStyles.

OptionType
public OptionTypes? OptionType { get; set; }
value = security.OptionType
security.OptionType = value

Option type.

PriceStep
public decimal? PriceStep { get; set; }
value = security.PriceStep
security.PriceStep = value

Minimum price step.

PrimaryId
public string PrimaryId { get; set; }
value = security.PrimaryId
security.PrimaryId = value

Identifier on primary exchange.

Rho
public decimal? Rho { get; set; }
value = security.Rho
security.Rho = value

Option rho.

SettlementDate
public DateTime? SettlementDate { get; set; }
value = security.SettlementDate
security.SettlementDate = value

Settlement date for security (for derivatives and bonds).

SettlementPrice
public decimal? SettlementPrice { get; set; }
value = security.SettlementPrice
security.SettlementPrice = value

Settlement price.

SettlementType
public SettlementTypes? SettlementType { get; set; }
value = security.SettlementType
security.SettlementType = value

SettlementTypes.

Shortable
public bool? Shortable { get; set; }
value = security.Shortable
security.Shortable = value

Can have short positions.

ShortName
public string ShortName { get; set; }
value = security.ShortName
security.ShortName = value

Short security name.

State
public SecurityStates? State { get; set; }
value = security.State
security.State = value

Current state of security.

StepPrice
public decimal? StepPrice { get; set; }
value = security.StepPrice
security.StepPrice = value

Step price.

Strike
public decimal? Strike { get; set; }
value = security.Strike
security.Strike = value

Option strike price.

TheorPrice
public decimal? TheorPrice { get; set; }
value = security.TheorPrice
security.TheorPrice = value

Theoretical price.

Theta
public decimal? Theta { get; set; }
value = security.Theta
security.Theta = value

Option theta.

TradesCount
public int? TradesCount { get; set; }
value = security.TradesCount
security.TradesCount = value

Number of trades.

Turnover
public decimal? Turnover { get; set; }
value = security.Turnover
security.Turnover = value

Turnover.

Type
public virtual SecurityTypes? Type { get; set; }
value = security.Type
security.Type = value

Security type.

UnderlyingSecurityId
public string UnderlyingSecurityId { get; set; }
value = security.UnderlyingSecurityId
security.UnderlyingSecurityId = value

Underlying asset on which the current security is built.

UnderlyingSecurityMinVolume
public decimal? UnderlyingSecurityMinVolume { get; set; }
value = security.UnderlyingSecurityMinVolume
security.UnderlyingSecurityMinVolume = value

Minimum volume allowed in order for underlying security.

UnderlyingSecurityType
public SecurityTypes? UnderlyingSecurityType { get; set; }
value = security.UnderlyingSecurityType
security.UnderlyingSecurityType = value

Underlying security type.

Vega
public decimal? Vega { get; set; }
value = security.Vega
security.Vega = value

Option vega.

Volume
public decimal? Volume { get; set; }
value = security.Volume
security.Volume = value

Volume per session.

VolumeStep
public decimal? VolumeStep { get; set; }
value = security.VolumeStep
security.VolumeStep = value

Minimum volume step.

VWAP
public decimal? VWAP { get; set; }
value = security.VWAP
security.VWAP = value

Average price.

Yield
public decimal? Yield { get; set; }
value = security.Yield
security.Yield = value

Yield.

Methods

Clone
public override Security Clone()
result = security.Clone()

Create a copy of Security.

Returns: Copy.

CopyTo
public void CopyTo(Security destination)
security.CopyTo(destination)

To copy fields of the current instrument to .

destination
The instrument in which you should to copy fields.
Notify
protected void Notify(string propName)
security.Notify(propName)

To call the event PropertyChanged.

propName
Property name.
ToString
public override string ToString()
result = security.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.