A single contract - for example, ESZ4.
Namespace: GF.Api.Contracts
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
The IContract type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
| BaseContract |
Base contract instance. See IBaseContract.
| |
| BaseSymbol |
Base symbol. Example: ES for ESH6
| |
| Commissions |
Commissions
| |
| CompoundType |
Type of compound contract
| |
| ContractGroup |
Group where contract belongs to (Currencies, Grains etc)
| |
| ContractSize |
Contract size - currency unit per point. (dollar value if currency is USD)
| |
| Currency | Currency of the contract
| |
| CurrentPrice |
Current price data, if subscribed, or null
| |
| Description |
Full name. Example: "E-Mini S&P", "Crude Oil"
| |
| DOM |
Current DOM data, if subscribed for DOM, or null
| |
| ElectronicContract |
Electronic pair for pit contract, if exists
| |
| Exchange | Exchange of the contract
| |
| ExpirationDate |
Date of contract expiration
| |
| ExpirationMonth |
Expiration month and year, in YYMM format
| |
| ExpirationType |
Expiration type of equity options (standard, weekly, quarterly)
| |
| Greeks |
Current Implied Volatility data, if subscribed, or null
| |
| HasExpiration |
Has the contract an expiration date?
| |
| HasOnlyFutureLegs |
Is the contract a future-only compound?
| |
| HasOptionLegs |
Is the contract an option compound?
| |
| HasOptions |
Has the contract linked options?
| |
| Histogram |
Last copy of traded price histogram
| |
| ID |
Server contract identifier
| |
| IsCompound |
Is the contract a compound contract?
| |
| IsContinuous |
Is the contract a continuous contract?
| |
| IsFuture |
Is the contract a future contract?
| |
| IsIndex |
Is the contract a index contract?
| |
| IsMarginal |
Is the contract a future/forex contract?
| |
| IsOption |
Is the contract an option contract?
| |
| IsPit |
Pit or electronic contract
| |
| IsPut |
Put or Call
| |
| IsSubscribable |
Can request price stream
| |
| IsTAS |
Is the contract a TAS future?
| |
| Legs |
Legs for compound contract
| |
| Month |
Expiration month
| |
| MonthChar |
Expiration month symbol - one of "FGHJKMNQUVXZ"
| |
| MonthYear |
Expiration month/year = "{MonthChar}{YearLastDigit}". Example: "H6"
| |
| Options |
List of underlying options
| |
| ParentContract |
Parent contract for an option contract (ESM8 for OESM8C1300)
| |
| PitContract |
Pit pair for electronic contract, if exists
| |
| PositionContract |
Contract for position calculation: Electronic for electronic only or dual, pit for pit only
| |
| PositionSymbol |
Name of contract or dual contracts for position
| |
| PriceFormat |
Price Format
| |
| PriceMultiplier |
Multiplier - power of 10 used for price formatting.
| |
| RiskLimitsTypes |
Type of risk limitation for contract
| |
| SortKey |
SortKey for contract
Contracts usually are sorted by base symbol/month year
| |
| StartTime |
Trading session start time, in local time zone
| |
| StopTime |
Trading session stop time, in local time zone
| |
| Strike |
Option strike price
| |
| Suffix |
put/call and strike price
| |
| Symbol |
Contract symbol. Examples: ESH6, FDAXH6
| |
| TickSize |
Tick size - minimal increment of the price value
| |
| Type |
Contract type - Pit or Electronic
| |
| Year |
Expiration year
|
Methods
| Name | Description | |
|---|---|---|
| GetInitialMargin |
Initial margin for contract
| |
| GetMaintenanceMargin |
Maintenance margin for contract
| |
| PriceToString(NullableDouble) |
Formats price using contract price format, multiplier and tick size
| |
| PriceToString(NullableDouble, CultureInfo) |
Formats price using contract price format, multiplier and tick size
|
Remarks
CurrentPrice and DOM data are available if client subscribed for the price or DOM update. Subscribe(ContractID) and Subscribe(ContractID) for details.
See Also
Reference
GF.Api.ContractsIContract