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