SecurityDefinition
Fields
public int BaseContractIDvalue = securityDefinition.BaseContractIDIdentifier of base contract
public Utf8String6 CFICodevalue = securityDefinition.CFICodeFinancial instrument class according to ISO-10962
public Decimal5 ClearingSettlPricevalue = securityDefinition.ClearingSettlPriceSettlement price for the future clearing session
public int ContractMultipliervalue = securityDefinition.ContractMultiplierUnits of underlying asset in instrument
public int DerivativeContractMultipliervalue = securityDefinition.DerivativeContractMultiplierCoefficient indicating the volume of the underlying asset in the contract quote and strikes of option series
public int ExchangeTradingSessionIDvalue = securityDefinition.ExchangeTradingSessionIDTrading session ID
public double FixedSpotDiscountvalue = securityDefinition.FixedSpotDiscountThe sum of the discounted values of the declared cash flows
public Decimal5 HighLimitPxWeekendvalue = securityDefinition.HighLimitPxWeekendUpper price limit on weekend session
public Decimal2 InitialMarginOnBuyvalue = securityDefinition.InitialMarginOnBuyInitial margin
public Decimal2 InitialMarginOnSellvalue = securityDefinition.InitialMarginOnSellInitial margin
public Decimal2 InitialMarginSynteticvalue = securityDefinition.InitialMarginSynteticUnderlying collateral for one uncovered position (RUB)
public double InterestRate2RiskDownvalue = securityDefinition.InterestRate2RiskDownInterest rate risk down scenario for RiskFreeRate2
public double InterestRate2RiskUpvalue = securityDefinition.InterestRate2RiskUpInterest rate risk up scenario for RiskFreeRate2
public double InterestRateRiskDownvalue = securityDefinition.InterestRateRiskDownInterest risk variable rate on rate down scenario
public double InterestRateRiskUpvalue = securityDefinition.InterestRateRiskUpInterest risk variable rate on rate up scenario
public Decimal5 LowLimitPxWeekendvalue = securityDefinition.LowLimitPxWeekendLower price limit on weekend session
public char MarketSegmentIDvalue = securityDefinition.MarketSegmentIDIdentifies the market segment
public Decimal5 MinPriceIncrementvalue = securityDefinition.MinPriceIncrementMinimum price step
public Decimal5 MinPriceIncrementAmountvalue = securityDefinition.MinPriceIncrementAmountPrice step cost in RUB
public Decimal5 MinPriceIncrementAmountCurrvalue = securityDefinition.MinPriceIncrementAmountCurrValue of the minimum increment in foreign currency
public NegativePrices NegativePricesvalue = securityDefinition.NegativePricesNegative prices eligibility
public double ProjectedSpotDiscountvalue = securityDefinition.ProjectedSpotDiscountThe sum of the discounted values of the projected cash flows
public double RiskFreeRatevalue = securityDefinition.RiskFreeRateRisk free interest rate
public double RiskFreeRate2value = securityDefinition.RiskFreeRate2Risk free interest rate 2
public Utf8String25 SecurityAltIDvalue = securityDefinition.SecurityAltIDInstrument symbol code
public char SecurityAltIDSourcevalue = securityDefinition.SecurityAltIDSourceClass of tag 455-SecurityAltID
public const char SecurityIDSourcevalue = SecurityDefinition.SecurityIDSourceIdentifies class or source of tag 48-SecurityID value
public SecurityTradingStatus SecurityTradingStatusvalue = securityDefinition.SecurityTradingStatusIdentifies the trading status of instrument
public Utf8String3 SettlCurrencyvalue = securityDefinition.SettlCurrencySettlement currency
public Decimal5 SettlPricevalue = securityDefinition.SettlPriceSettlement price at the end of last clearing session
public Decimal5 SettlPriceOpenvalue = securityDefinition.SettlPriceOpenSettlement price at the start of the session
public Decimal5 TheorPricevalue = securityDefinition.TheorPriceOption theoretical price
public Decimal5 TheorPriceLimitvalue = securityDefinition.TheorPriceLimitOption theoretical price (limits adjusted)
public uint TotNumReportsvalue = securityDefinition.TotNumReportsTotal messages number in the current list
public TradePeriodAccess TradePeriodAccessvalue = securityDefinition.TradePeriodAccessFlags of instrument's trade periods
public TradingSessionID TradingSessionIDvalue = securityDefinition.TradingSessionIDTrading session type
public Utf8String3 UnderlyingCurrencyvalue = securityDefinition.UnderlyingCurrencyCode of currency of the security nominal value
public Decimal5 UnderlyingQtyvalue = securityDefinition.UnderlyingQtySecurity nominal value
public Utf8String4 ValuationMethodvalue = securityDefinition.ValuationMethodSpecifies the type of valuation method applied