Base Contract - parent of contracts with base symbol and different expiration dates.
Namespace: GF.Api.Contracts.Base
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
The IBaseContract type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
| Commissions |
Commissions
| |
| CompoundType |
Compound type
| |
| ContinuousContractRule |
Continuous contract creation rule using by default
| |
| ContractGroup |
Group where contract belongs to (Currencies, Grains etc)
| |
| ContractKind |
Kind of a contract
| |
| Contracts |
List of underlying contracts ES : (ESH6, ESM6, ESU6, ESZ6, ESH7, ...)
| |
| Currency |
Currency of contract
| |
| DayClose |
Day close, in local time zone
| |
| Description |
Full name - e.g. Mini S&P
| |
| Exchange |
Exchange where contract is traded
| |
| HasOnlyFutureLegs |
Is the contract a future-only compound?
| |
| HasOptionLegs |
Is the contract an option compound?
| |
| ID |
Base Contract identifier
| |
| InitialMargin |
Initial margin for contract
| |
| IsCompound |
Is the contract a compound contract?
| |
| IsFuture |
Is the contract a future contract?
| |
| IsIndex |
Is the contract a index contract?
| |
| IsOption |
Is the contract an option contract?
| |
| MaintenanceMargin |
Maintenance margin for contract
| |
| PriceFormat |
Price Format
| |
| PriceMultiplier |
Multiplier - power of 10 used for price formatting.
| |
| ProductCalendar |
Product Calendar (expiration dates and symbols)
| |
| StartTime |
Trading session start time, in local time zone
| |
| StopTime |
Trading session stop time, in local time zone
| |
| StrikeDisplayFactor |
Display factor of strike price
| |
| Symbol |
Symbol - e.g. ES, SP, FDAX etc
| |
| Type |
Contract type - pit or electronic
|
Methods
| Name | Description | |
|---|---|---|
| GetContracts |
Gets nearest N contracts according to month/year mask
| |
| GetNearestContract |
Gets nearest contract
| |
| GetProperty |
Gets list of custom properties of basecontract
|
Remarks
See Also
Reference
[!:IContractGroup]