SecurityDefinition
Fields
BaseContractID : int
Identifier of base contract
CFICode : Utf8String6
Financial instrument class according to ISO-10962
ClearingSettlPrice : Decimal5
Settlement price for the future clearing session
ContractMultiplier : int
Units of underlying asset in instrument
Currency : Utf8String3
Currency
DerivativeContractMultiplier : int
Coefficient indicating the volume of the underlying asset in the contract quote and strikes of option series
ExchangeTradingSessionID : int
Trading session ID
FixedSpotDiscount : double
The sum of the discounted values of the declared cash flows
HighLimitPx : Decimal5
Upper price limit
HighLimitPxWeekend : Decimal5
Upper price limit on weekend session
InitialMarginOnBuy : Decimal2
Initial margin
InitialMarginOnSell : Decimal2
Initial margin
InitialMarginSyntetic : Decimal2
Underlying collateral for one uncovered position (RUB)
InterestRate2RiskDown : double
Interest rate risk down scenario for RiskFreeRate2
InterestRate2RiskUp : double
Interest rate risk up scenario for RiskFreeRate2
InterestRateRiskDown : double
Interest risk variable rate on rate down scenario
InterestRateRiskUp : double
Interest risk variable rate on rate up scenario
LowLimitPx : Decimal5
Lower price limit
LowLimitPxWeekend : Decimal5
Lower price limit on weekend session
MarketSegmentID : char
Identifies the market segment
MinPriceIncrement : Decimal5
Minimum price step
MinPriceIncrementAmount : Decimal5
Price step cost in RUB
MinPriceIncrementAmountCurr : Decimal5
Value of the minimum increment in foreign currency
NegativePrices : NegativePrices
Negative prices eligibility
ProjectedSpotDiscount : double
The sum of the discounted values of the projected cash flows
RiskFreeRate : double
Risk free interest rate
RiskFreeRate2 : double
Risk free interest rate 2
SecurityAltID : Utf8String25
Instrument symbol code
SecurityAltIDSource : char
Class of tag 455-SecurityAltID
SecurityID : int
Instrument numeric code
SecurityIDSource : char
Identifies class or source of tag 48-SecurityID value
SecurityTradingStatus : SecurityTradingStatus
Identifies the trading status of instrument
SecurityType : Utf8String4
Multileg type
SettlCurrency : Utf8String3
Settlement currency
SettlPrice : Decimal5
Settlement price at the end of last clearing session
SettlPriceOpen : Decimal5
Settlement price at the start of the session
StrikePrice : Decimal5
Strike price
Symbol : Utf8String25
Symbol code of the instrument
TheorPrice : Decimal5
Option theoretical price
TheorPriceLimit : Decimal5
Option theoretical price (limits adjusted)
TotNumReports : uint
Total messages number in the current list
TradeModeID : int
Trade mode id
TradePeriodAccess : TradePeriodAccess
Flags of instrument's trade periods
TradingSessionID : TradingSessionID
Trading session type
UnderlyingCurrency : Utf8String3
Code of currency of the security nominal value
UnderlyingQty : Decimal5
Security nominal value
ValuationMethod : Utf8String4
Specifies the type of valuation method applied
Volatility : Decimal5
Option volatility