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OffsetBasketStrike Class

The virtual strike including strikes of the specified shift boundary.
Inheritance Hierarchy
SystemObject
  CloneableSecurity
    StockSharp.BusinessEntitiesSecurity
      StockSharp.AlgoBasketSecurity
        StockSharp.Algo.DerivativesBasketStrike
          StockSharp.Algo.DerivativesOffsetBasketStrike

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public class OffsetBasketStrike : BasketStrike

The OffsetBasketStrike type exposes the following members.

Constructors
  NameDescription
Public methodOffsetBasketStrike
Initializes a new instance of the OffsetBasketStrike.
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Properties
  NameDescription
Public propertyAsksCount
Number of sell orders.
(Inherited from Security.)
Public propertyAsksVolume
Total volume in all sell orders.
(Inherited from Security.)
Public propertyAveragePrice
Average price per session.
(Inherited from Security.)
Public propertyBasketCode
Basket security type. Can be in case of regular security.
(Inherited from BasketSecurity.)
Public propertyBasketExpression
Basket security expression. Can be in case of regular security.
(Inherited from BasketSecurity.)
Public propertyBestAsk
Best ask in market depth.
(Inherited from Security.)
Public propertyBestBid
Best bid in market depth.
(Inherited from Security.)
Public propertyBestPair
Best pair quotes.
(Inherited from Security.)
Public propertyBidsCount
Number of buy orders.
(Inherited from Security.)
Public propertyBidsVolume
Total volume in all buy orders.
(Inherited from Security.)
Public propertyBinaryOptionType
Type of binary option.
(Inherited from Security.)
Public propertyBoard
Exchange board where the security is traded.
(Inherited from Security.)
Public propertyBuyBackDate
BuyBack date.
(Inherited from Security.)
Public propertyBuyBackPrice
BuyBack price.
(Inherited from Security.)
Public propertyCfiCode
Type in ISO 10962 standard.
(Inherited from Security.)
Public propertyClass
Security class.
(Inherited from Security.)
Public propertyClosePrice
Last trade price for the previous session.
(Inherited from Security.)
Public propertyCode
Security code.
(Inherited from Security.)
Public propertyCommissionMaker
Commission (maker).
(Inherited from Security.)
Public propertyCommissionTaker
Commission (taker).
(Inherited from Security.)
Public propertyCurrency
Trading security currency.
(Inherited from Security.)
Public propertyDataProvider
The market data provider.
(Inherited from BasketStrike.)
Public propertyDecimals
Number of digits in price after coma.
(Inherited from Security.)
Public propertyDelta
Option delta.
(Inherited from Security.)
Public propertyExpiryDate
Security expiration date (for derivatives - expiration, for bonds — redemption).
(Inherited from Security.)
Public propertyExtensionInfo
Extended security info.
(Inherited from Security.)
Public propertyExternalId
Security ID in other systems.
(Inherited from Security.)
Public propertyGamma
Option gamma.
(Inherited from Security.)
Public propertyHighBidPrice
Maximum bid during the session.
(Inherited from Security.)
Public propertyHighPrice
Highest price for the session.
(Inherited from Security.)
Public propertyHistoricalVolatility
Volatility (historical).
(Inherited from Security.)
Public propertyId
Security ID.
(Inherited from Security.)
Public propertyImpliedVolatility
Volatility (implied).
(Inherited from Security.)
Public propertyInnerSecurityIds
Instruments, from which this basket is created.
(Inherited from BasketStrike.)
Public propertyIssueDate
Date of issue.
(Inherited from Security.)
Public propertyIssueSize
Number of issued contracts.
(Inherited from Security.)
Public propertyLastChangeTime
Time of the last instrument change.
(Inherited from Security.)
Public propertyLastTrade
Information about the last trade. If during the session on the instrument there were no trades, the value equals to .
(Inherited from Security.)
Public propertyLocalTime
Local time of the last instrument change.
(Inherited from Security.)
Public propertyLowAskPrice
Minimum ask during the session.
(Inherited from Security.)
Public propertyLowPrice
Lowest price for the session.
(Inherited from Security.)
Public propertyMarginBuy
Initial margin to buy.
(Inherited from Security.)
Public propertyMarginSell
Initial margin to sell.
(Inherited from Security.)
Public propertyMaxPrice
Upper price limit.
(Inherited from Security.)
Public propertyMinPrice
Lower price limit.
(Inherited from Security.)
Public propertyMultiplier
Lot multiplier.
(Inherited from Security.)
Public propertyName
Security name.
(Inherited from Security.)
Public propertyOpenInterest
Number of open positions (open interest).
(Inherited from Security.)
Public propertyOpenPrice
First trade price for the session.
(Inherited from Security.)
Public propertyOptionType
Option type.
(Inherited from Security.)
Public propertyPriceStep
Minimum price step.
(Inherited from Security.)
Public propertyRho
Option rho.
(Inherited from Security.)
Public propertySecurityProvider
The provider of information about instruments.
(Inherited from BasketStrike.)
Public propertySettlementDate
Settlement date for security (for derivatives and bonds).
(Inherited from Security.)
Public propertySettlementPrice
Settlement price.
(Inherited from Security.)
Public propertyShortName
Short security name.
(Inherited from Security.)
Public propertyState
Current state of security.
(Inherited from Security.)
Public propertyStepPrice
Step price.
(Inherited from Security.)
Public propertyStrike
Option strike price.
(Inherited from Security.)
Public propertyTheorPrice
Theoretical price.
(Inherited from Security.)
Public propertyTheta
Option theta.
(Inherited from Security.)
Public propertyTradesCount
Number of trades.
(Inherited from Security.)
Public propertyTurnover
Turnover.
(Inherited from Security.)
Public propertyType
Security type.
(Inherited from Security.)
Public propertyUnderlyingAsset
Underlying asset.
(Inherited from BasketStrike.)
Public propertyUnderlyingSecurityId
Underlying asset on which the current security is built.
(Inherited from Security.)
Public propertyUnderlyingSecurityType
Underlying security type.
(Inherited from Security.)
Public propertyVega
Option vega.
(Inherited from Security.)
Public propertyVolume
Volume per session.
(Inherited from Security.)
Public propertyVolumeStep
Minimum volume step.
(Inherited from Security.)
Public propertyVWAP
Average price.
(Inherited from Security.)
Public propertyYield
Yield.
(Inherited from Security.)
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Methods
  NameDescription
Public methodClone
Create a copy of Security.
(Inherited from Security.)
Public methodCopyTo
To copy fields of the current instrument to destination.
(Inherited from Security.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFilterStrikes
To get filtered strikes.
(Overrides BasketStrikeFilterStrikes(IEnumerableSecurity).)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Protected methodFromSerializedString
Load security state from text.
(Overrides BasketSecurityFromSerializedString(String).)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodNotify
To call the event PropertyChanged.
(Inherited from Security.)
Protected methodToSerializedString
Save security state to string.
(Overrides BasketSecurityToSerializedString.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Security.)
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Extension Methods
  NameDescription
Public Extension MethodApplyChanges(Level1ChangeMessage)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodApplyChanges(IEnumerableKeyValuePairLevel1Fields, Object, DateTimeOffset, DateTimeOffset)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodApplyChanges(SecurityMessage, IExchangeInfoProvider, Boolean)Overloaded.
Apply change to the security object.
(Defined by TraderHelper.)
Public Extension MethodContains
To check whether specified instrument is used now.
(Defined by TraderHelper.)
Public Extension MethodGetAsset
To get the underlying asset.
(Defined by DerivativesHelper.)
Public Extension MethodGetAtTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get at the money options (ATM).
(Defined by DerivativesHelper.)
Public Extension MethodGetAtTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get at the money options (ATM).
(Defined by DerivativesHelper.)
Public Extension MethodGetCall
To get Call for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetCentralStrike(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get the main strike.
(Defined by DerivativesHelper.)
Public Extension MethodGetCentralStrike(ISecurityProvider, IMarketDataProvider, DateTimeOffset, OptionTypes)Overloaded.
To get the main strike.
(Defined by DerivativesHelper.)
Public Extension MethodGetCurrentPrice
To calculate the current price by the instrument depending on the order direction.
(Defined by TraderHelper.)
Public Extension MethodGetDerivatives
To get derivatives by the underlying asset.
(Defined by DerivativesHelper.)
Public Extension MethodGetInnerSecurities
Find inner security instances.
(Defined by TraderHelper.)
Public Extension MethodGetInTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get in the money options (ITM).
(Defined by DerivativesHelper.)
Public Extension MethodGetInTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get in the money options (ITM).
(Defined by DerivativesHelper.)
Public Extension MethodGetIntrinsicValue
To get the internal option value.
(Defined by DerivativesHelper.)
Public Extension MethodGetOppositeOption
To get opposite option (for Call to get Put, for Put to get Call).
(Defined by DerivativesHelper.)
Public Extension MethodGetOption
To get an option for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetOutOfTheMoney(IMarketDataProvider, IEnumerableSecurity)Overloaded.
To get out of the money options (OTM).
(Defined by DerivativesHelper.)
Public Extension MethodGetOutOfTheMoney(ISecurityProvider, IMarketDataProvider)Overloaded.
To get out of the money options (OTM).
(Defined by DerivativesHelper.)
Public Extension MethodGetPriceTextFormat
Generate price format for the specified security.
(Defined by Extensions.)
Public Extension MethodGetPut
To get Put for the underlying futures.
(Defined by DerivativesHelper.)
Public Extension MethodGetStrikeStep
To get the strike step size.
(Defined by DerivativesHelper.)
Public Extension MethodGetTimeFrameCount
To get the number of time frames within the specified time range.
(Defined by CandleHelper.)
Public Extension MethodGetTimeValue
To get the timed option value.
(Defined by DerivativesHelper.)
Public Extension MethodGetUnderlyingAsset
To get the underlying asset by the derivative.
(Defined by DerivativesHelper.)
Public Extension MethodGetVolumeTextFormat
Generate volume format for the specified security.
(Defined by Extensions.)
Public Extension MethodIsAllSecurity
Check if the specified security is AllSecurity.
(Defined by TraderHelper.)
Public Extension MethodIsBasket
Is specified security is basket.
(Defined by TraderHelper.)
Public Extension MethodIsContinuous
Is specified security is continuous.
(Defined by TraderHelper.)
Public Extension MethodIsExpired
To check whether the instrument has finished the action.
(Defined by DerivativesHelper.)
Public Extension MethodIsIndex
Is specified security is index.
(Defined by TraderHelper.)
Public Extension MethodIsLookupAll
Determine the criteria contains lookup all filter.
(Defined by TraderHelper.)
Public Extension MethodPnF
To create CandleSeries for PnFCandle candles.
(Defined by CandleHelper.)
Public Extension MethodRange
To create CandleSeries for RangeCandle candles.
(Defined by CandleHelper.)
Public Extension MethodRenko
To create CandleSeries for RenkoCandle candles.
(Defined by CandleHelper.)
Public Extension MethodShrinkPrice
To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.
(Defined by TraderHelper.)
Public Extension MethodTick
To create CandleSeries for TickCandle candles.
(Defined by CandleHelper.)
Public Extension MethodTimeFrame
To create CandleSeries for TimeFrameCandle candles.
(Defined by CandleHelper.)
Public Extension MethodToBasket(IBasketSecurityProcessorProvider)Overloaded.
Convert Security to BasketSecurity value.
(Defined by TraderHelper.)
Public Extension MethodToBasketTBasketSecurityOverloaded.
Convert Security to BasketSecurity value.
(Defined by TraderHelper.)
Public Extension MethodToLookupMessage
Convert Security criteria to SecurityLookupMessage.
(Defined by MessageConverterHelper.)
Public Extension MethodToMessage
To convert the instrument into message.
(Defined by MessageConverterHelper.)
Public Extension MethodToSecurityId
To convert the instrument into SecurityId.
(Defined by MessageConverterHelper.)
Public Extension MethodVolume
To create CandleSeries for VolumeCandle candles.
(Defined by CandleHelper.)
Public Extension MethodWhenBestAskPriceLess
To create a rule for the event of dropping the best offer below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestAskPriceMore
To create a rule for the event of excess of the best offer of the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestBidPriceLess
To create a rule for the event of dropping the best bid below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenBestBidPriceMore
To create a rule for the event of excess of the best bid of specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenChanged
To create a rule for the instrument change event.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenLastTradePriceLess
To create a rule for the event of reduction of the last trade price below the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenLastTradePriceMore
To create a rule for the event of increase of the last trade price above the specific level.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenMarketDepthChanged(IConnector)Overloaded.
To create a rule for the event of order book change by instruments basket.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenMarketDepthChanged(IConnector)Overloaded.
To create a rule for the event of order book change by instrument.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenNewOrderLogItem
To create a rule for the event of new notes occurrence in the orders log for instrument.
(Defined by MarketRuleHelper.)
Public Extension MethodWhenNewTrade
To create a rule for the event of new trade occurrence for the instrument.
(Defined by MarketRuleHelper.)
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See Also