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]