Security
Security (shares, futures, options etc.).
Inherits: Cloneable<Security>
Implements: INotifyPropertyChanged
Constructors
Properties
public int? AsksCount { get; set; }
value = security.AsksCount
security.AsksCount = value
Number of sell orders.
public decimal? AsksVolume { get; set; }
value = security.AsksVolume
security.AsksVolume = value
Total volume in all sell orders.
public decimal? AveragePrice { get; set; }
value = security.AveragePrice
security.AveragePrice = value
Average price per session.
public virtual string BasketCode { get; set; }
value = security.BasketCode
security.BasketCode = value
Basket security type. Can be in case of regular security.
public virtual string BasketExpression { get; set; }
value = security.BasketExpression
security.BasketExpression = value
Basket security expression. Can be in case of regular security.
public QuoteChange? BestAsk { get; set; }
value = security.BestAsk
security.BestAsk = value
Best ask in market depth.
public QuoteChange? BestBid { get; set; }
value = security.BestBid
security.BestBid = value
Best bid in market depth.
public int? BidsCount { get; set; }
value = security.BidsCount
security.BidsCount = value
Number of buy orders.
public decimal? BidsVolume { get; set; }
value = security.BidsVolume
security.BidsVolume = value
Total volume in all buy orders.
public string BinaryOptionType { get; set; }
value = security.BinaryOptionType
security.BinaryOptionType = value
Type of binary option.
public virtual ExchangeBoard Board { get; set; }
value = security.Board
security.Board = value
Exchange board where the security is traded.
public DateTime? BuyBackDate { get; set; }
value = security.BuyBackDate
security.BuyBackDate = value
BuyBack date.
public decimal? BuyBackPrice { get; set; }
value = security.BuyBackPrice
security.BuyBackPrice = value
BuyBack price.
public string CfiCode { get; set; }
value = security.CfiCode
security.CfiCode = value
Type in ISO 10962 standard.
public string Class { get; set; }
value = security.Class
security.Class = value
Security class.
public decimal? ClosePrice { get; set; }
value = security.ClosePrice
security.ClosePrice = value
Last trade price for the previous session.
public virtual string Code { get; set; }
value = security.Code
security.Code = value
Security code.
public decimal? CommissionMaker { get; set; }
value = security.CommissionMaker
security.CommissionMaker = value
Commission (maker).
public decimal? CommissionTaker { get; set; }
value = security.CommissionTaker
security.CommissionTaker = value
Commission (taker).
public CurrencyTypes? Currency { get; set; }
value = security.Currency
security.Currency = value
Trading security currency.
public int? Decimals { get; set; }
value = security.Decimals
security.Decimals = value
Number of digits in price after coma.
public decimal? Delta { get; set; }
value = security.Delta
security.Delta = value
Option delta.
public DateTime? ExpiryDate { get; set; }
value = security.ExpiryDate
security.ExpiryDate = value
Security expiration date (for derivatives - expiration, for bonds — redemption).
public SecurityExternalId ExternalId { get; set; }
value = security.ExternalId
security.ExternalId = value
Security ID in other systems.
public decimal? FaceValue { get; set; }
value = security.FaceValue
security.FaceValue = value
Face value.
public decimal? Gamma { get; set; }
value = security.Gamma
security.Gamma = value
Option gamma.
public decimal? HighBidPrice { get; set; }
value = security.HighBidPrice
security.HighBidPrice = value
Maximum bid during the session.
public decimal? HighPrice { get; set; }
value = security.HighPrice
security.HighPrice = value
Highest price for the session.
public decimal? HistoricalVolatility { get; set; }
value = security.HistoricalVolatility
security.HistoricalVolatility = value
Volatility (historical).
public decimal? ImpliedVolatility { get; set; }
value = security.ImpliedVolatility
security.ImpliedVolatility = value
Volatility (implied).
public DateTime? IssueDate { get; set; }
value = security.IssueDate
security.IssueDate = value
Date of issue.
public decimal? IssueSize { get; set; }
value = security.IssueSize
security.IssueSize = value
Number of issued contracts.
public DateTime LastChangeTime { get; set; }
value = security.LastChangeTime
security.LastChangeTime = value
Time of the last instrument change.
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 .
public DateTime LocalTime { get; set; }
value = security.LocalTime
security.LocalTime = value
Local time of the last instrument change.
public decimal? LowAskPrice { get; set; }
value = security.LowAskPrice
security.LowAskPrice = value
Minimum ask during the session.
public decimal? LowPrice { get; set; }
value = security.LowPrice
security.LowPrice = value
Lowest price for the session.
public decimal? MarginBuy { get; set; }
value = security.MarginBuy
security.MarginBuy = value
Initial margin to buy.
public decimal? MarginSell { get; set; }
value = security.MarginSell
security.MarginSell = value
Initial margin to sell.
public decimal? MaxPrice { get; set; }
value = security.MaxPrice
security.MaxPrice = value
Upper price limit.
public decimal? MaxVolume { get; set; }
value = security.MaxVolume
security.MaxVolume = value
Maximum volume allowed in order.
public decimal? MinPrice { get; set; }
value = security.MinPrice
security.MinPrice = value
Lower price limit.
public decimal? MinVolume { get; set; }
value = security.MinVolume
security.MinVolume = value
Minimum volume allowed in order.
public decimal? Multiplier { get; set; }
value = security.Multiplier
security.Multiplier = value
Lot multiplier.
public decimal? OpenInterest { get; set; }
value = security.OpenInterest
security.OpenInterest = value
Number of open positions (open interest).
public decimal? OpenPrice { get; set; }
value = security.OpenPrice
security.OpenPrice = value
First trade price for the session.
public OptionStyles? OptionStyle { get; set; }
value = security.OptionStyle
security.OptionStyle = value
OptionStyles.
public OptionTypes? OptionType { get; set; }
value = security.OptionType
security.OptionType = value
Option type.
public decimal? PriceStep { get; set; }
value = security.PriceStep
security.PriceStep = value
Minimum price step.
public string PrimaryId { get; set; }
value = security.PrimaryId
security.PrimaryId = value
Identifier on primary exchange.
public DateTime? SettlementDate { get; set; }
value = security.SettlementDate
security.SettlementDate = value
Settlement date for security (for derivatives and bonds).
public decimal? SettlementPrice { get; set; }
value = security.SettlementPrice
security.SettlementPrice = value
Settlement price.
public SettlementTypes? SettlementType { get; set; }
value = security.SettlementType
security.SettlementType = value
SettlementTypes.
public bool? Shortable { get; set; }
value = security.Shortable
security.Shortable = value
Can have short positions.
public string ShortName { get; set; }
value = security.ShortName
security.ShortName = value
Short security name.
public SecurityStates? State { get; set; }
value = security.State
security.State = value
Current state of security.
public decimal? StepPrice { get; set; }
value = security.StepPrice
security.StepPrice = value
Step price.
public decimal? Strike { get; set; }
value = security.Strike
security.Strike = value
Option strike price.
public decimal? TheorPrice { get; set; }
value = security.TheorPrice
security.TheorPrice = value
Theoretical price.
public decimal? Theta { get; set; }
value = security.Theta
security.Theta = value
Option theta.
public int? TradesCount { get; set; }
value = security.TradesCount
security.TradesCount = value
Number of trades.
public decimal? Turnover { get; set; }
value = security.Turnover
security.Turnover = value
Turnover.
public virtual SecurityTypes? Type { get; set; }
value = security.Type
security.Type = value
Security type.
public string UnderlyingSecurityId { get; set; }
value = security.UnderlyingSecurityId
security.UnderlyingSecurityId = value
Underlying asset on which the current security is built.
public decimal? UnderlyingSecurityMinVolume { get; set; }
value = security.UnderlyingSecurityMinVolume
security.UnderlyingSecurityMinVolume = value
Minimum volume allowed in order for underlying security.
public SecurityTypes? UnderlyingSecurityType { get; set; }
value = security.UnderlyingSecurityType
security.UnderlyingSecurityType = value
Underlying security type.
public decimal? Volume { get; set; }
value = security.Volume
security.Volume = value
Volume per session.
public decimal? VolumeStep { get; set; }
value = security.VolumeStep
security.VolumeStep = value
Minimum volume step.
Methods
public override Security Clone()
result = security.Clone()
Create a copy of Security.
Returns: Copy.
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.
protected void Notify(string propName)
security.Notify(propName)
To call the event PropertyChanged.
- propName
- Property name.
public override string ToString()
result = security.ToString()
Преобразовать к строковому представлению.
Returns: Строковое представление.