Class Symbol
Represent access to symbol information and properties.
public class Symbol : BusinessObject, IConnectionBindedObject, IUniqueID, IComparable<Symbol>, IRulesContainer, IMessageBuilder<MessageSymbol>, IMessageBuilder<DayBar>, IEquatable<Symbol>, IConnectionStateDependent
Constructors
Declaration
Fields
historyMetadata
Declaration
protected HistoryMetadata historyMetadata
Field Value
Type
Description
TradingPlatform.BusinessLayer.Integration.HistoryMetadata
Declaration
public const string SPOT_SYMBOL_ID = null
Field Value
Type
Description
System.String
Declaration
public const string TRADING_SYMBOL_ID = null
Field Value
Type
Description
System.String
Declaration
protected VolumeAnalysisMetadata volumeAnalysisMetadata
Field Value
Type
Description
TradingPlatform.BusinessLayer.Integration.VolumeAnalysisMetadata
Properties
Declaration
public double Ask { get; }
Property Value
Type
Description
System.Double
Declaration
public double AskSize { get; }
Property Value
Type
Description
System.Double
Declaration
public AvailableDerivatives AvailableFutures { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.AvailableDerivatives
Declaration
public AvailableDerivatives AvailableOptions { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.AvailableDerivatives
Declaration
public Exchange[] AvailableOptionsExchanges { get; }
Property Value
Declaration
public double AverageTradedPrice { get; }
Property Value
Type
Description
System.Double
Declaration
public double Bid { get; }
Property Value
Type
Description
System.Double
Declaration
public double BidSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double BottomPriceLimit { get; }
Property Value
Type
Description
System.Double
Gets change value between Bid/Last and Close price
Declaration
public double Change { get; }
Property Value
Type
Description
System.Double
Declaration
public double ChangePercentage { get; }
Property Value
Type
Description
System.Double
Declaration
public SessionsContainer CurrentSessionsInfo { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SessionsContainer
Declaration
public double Delta { get; }
Property Value
Type
Description
System.Double
Declaration
public DeltaCalculationType DeltaCalculationType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.DeltaCalculationType
Declaration
public DepthOfMarket DepthOfMarket { get; }
Property Value
Declaration
public string Description { get; }
Property Value
Type
Description
System.String
Gets Exchange of current symbol
Declaration
public Exchange Exchange { get; protected set; }
Property Value
Gets derivative expiration date
Declaration
public DateTime ExpirationDate { get; }
Property Value
Type
Description
DateTime
Declaration
public double FundingRate { get; }
Property Value
Type
Description
System.Double
Declaration
public FutureContractType FutureContractType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.FutureContractType
Declaration
public double Gamma { get; }
Property Value
Type
Description
System.Double
Declaration
public SymbolGroup Group { get; protected set; }
Property Value
Declaration
public double High { get; }
Property Value
Type
Description
System.Double
HistoryType
Declaration
public HistoryType HistoryType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.HistoryType
Declaration
public string Id { get; protected set; }
Property Value
Type
Description
System.String
Declaration
public double IV { get; }
Property Value
Type
Description
System.Double
Declaration
public double Last { get; }
Property Value
Type
Description
System.Double
Declaration
public DateTime LastDateTime { get; }
Property Value
Type
Description
DateTime
Declaration
public double LastSize { get; }
Property Value
Type
Description
System.Double
Gets derivative last trading date
Declaration
public DateTime LastTradingDate { get; }
Property Value
Type
Description
DateTime
Amount of base asset Product for one lot.
Declaration
public double LotSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double LotStep { get; }
Property Value
Type
Description
System.Double
Declaration
public double Low { get; }
Property Value
Type
Description
System.Double
Declaration
public double Mark { get; }
Property Value
Type
Description
System.Double
Declaration
public double MarkSize { get; }
Property Value
Type
Description
System.Double
Gets derivative maturity date
Declaration
public DateTime MaturityDate { get; }
Property Value
Type
Description
DateTime
The highest trade allowed
Declaration
public double MaxLot { get; }
Property Value
Type
Description
System.Double
Declaration
public double MinLot { get; }
Property Value
Type
Description
System.Double
Declaration
public double MinVolumeAnalysisTickSize { get; }
Property Value
Type
Description
System.Double
Declaration
public string Name { get; protected set; }
Property Value
Type
Description
System.String
Declaration
public NettingType NettingType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.NettingType
Step of the notional value changes
Declaration
public double NotionalValueStep { get; }
Property Value
Type
Description
System.Double
Declaration
public double Open { get; }
Property Value
Type
Description
System.Double
Declaration
public double OpenInterest { get; }
Property Value
Type
Description
System.Double
Gets previous close price
Declaration
public double PrevClose { get; }
Property Value
Type
Description
System.Double
Declaration
public Asset Product { get; protected set; }
Property Value
Declaration
public DateTime QuoteDateTime { get; }
Property Value
Type
Description
DateTime
Returns delay with which quote come in platform.
Declaration
public TimeSpan QuoteDelay { get; }
Property Value
Type
Description
TimeSpan
Gets symbol counter Asset
Declaration
public Asset QuotingCurrency { get; protected set; }
Property Value
Gets current SymbolQuotingType
Declaration
public SymbolQuotingType QuotingType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolQuotingType
Declaration
public double Rho { get; }
Property Value
Type
Description
System.Double
Gets derivative underlier name
Declaration
public string Root { get; }
Property Value
Type
Description
System.String
Gets spread value between Bid and Ask
Declaration
public double Spread { get; }
Property Value
Type
Description
System.Double
Declaration
public double SpreadPercentage { get; }
Property Value
Type
Description
System.Double
Declaration
public SymbolType SymbolType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolType
Declaration
public double Theta { get; }
Property Value
Type
Description
System.Double
Declaration
public long Ticks { get; }
Property Value
Type
Description
System.Int64
Gets cached tick size if it available, else tries to obtain GetTickSize(Double) with Last, Bid, Ask, first element of TradingPlatform.BusinessLayer.VariableTick list otherwise - TradingPlatform.BusinessLayer.Utils.Const.DOUBLE_UNDEFINED
Declaration
public double TickSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double TopPriceLimit { get; }
Property Value
Type
Description
System.Double
Declaration
public double TotalBuyQuantity { get; }
Property Value
Type
Description
System.Double
Declaration
public double TotalSellQuantity { get; }
Property Value
Type
Description
System.Double
Declaration
public long Trades { get; }
Property Value
Type
Description
System.Int64
Gets derivative underlier symbol
Declaration
public Symbol Underlier { get; }
Property Value
Declaration
public SymbolKey UniqueKey { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolKey
Stores list of symbol ticksizes
Declaration
public List<VariableTick> VariableTickList { get; }
Property Value
Type
Description
List <TradingPlatform.BusinessLayer.VariableTick >
Declaration
public double Vega { get; }
Property Value
Type
Description
System.Double
Declaration
public double Volume { get; }
Property Value
Type
Description
System.Double
Declaration
public SymbolVolumeType VolumeType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolVolumeType
Methods
Calculates new price which equal to given price shifted by a number of given ticks
Declaration
public double CalculatePrice(double price, double ticks)
Parameters
Type
Name
Description
System.Double
price
System.Double
ticks
Returns
Type
Description
System.Double
Calculates ticks between two prices
Declaration
public double CalculateTicks(double price1, double price2)
Parameters
Type
Name
Description
System.Double
price1
System.Double
price2
Returns
Type
Description
System.Double
Declaration
public override bool Equals(object obj)
Parameters
Type
Name
Description
System.Object
obj
Returns
Type
Description
System.Boolean
Declaration
public bool Equals(Symbol other)
Parameters
Type
Name
Description
Symbol
other
Returns
Type
Description
System.Boolean
Returns VariableTick if it can be retrived from TradingPlatform.BusinessLayer.VariableTick list by price or null
Declaration
public VariableTick FindVariableTick(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
TradingPlatform.BusinessLayer.VariableTick
Returns string with formatted ticks value
Declaration
public string FormatOffset(double offset, string dimension = "ticks")
Parameters
Type
Name
Description
System.Double
offset
System.String
dimension
Returns
Type
Description
System.String
Formats price value to the appropriative string with a counting on tick precision.
Declaration
public string FormatPrice(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.String
Formats price value to the appropriative string with a counting on max tick precision.
Declaration
public string FormatPriceWithMaxPrecision(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.String
Declaration
public virtual string FormatQuantity(double quantity, bool inLots = true, bool abbreviate = false)
Parameters
Type
Name
Description
System.Double
quantity
System.Boolean
inLots
System.Boolean
abbreviate
Returns
Type
Description
System.String
Declaration
public virtual ConnectionDependency GetConnectionStateDependency()
Returns
Type
Description
TradingPlatform.BusinessLayer.ConnectionDependency
Declaration
public override int GetHashCode()
Returns
Type
Description
System.Int32
GetHistory(HistoryAggregation, HistoryType, DateTime, DateTime)
Gets historical data according to aggregation and other parameters
Declaration
public HistoricalData GetHistory(HistoryAggregation aggregation, HistoryType historyType, DateTime fromTime, DateTime toTime = null)
Parameters
Type
Name
Description
HistoryAggregation
aggregation
TradingPlatform.BusinessLayer.HistoryType
historyType
DateTime
fromTime
DateTime
toTime
Returns
GetHistory(HistoryRequestParameters)
Gets historical data according to given history request
Declaration
public HistoricalData GetHistory(HistoryRequestParameters historyRequestParameters)
Parameters
Returns
GetHistory(Period, DateTime, DateTime)
Gets historical data according to period and other parameters
Declaration
public HistoricalData GetHistory(Period period, DateTime fromTime, DateTime toTime = null)
Parameters
Type
Name
Description
Period
period
DateTime
fromTime
DateTime
toTime
Returns
GetHistory(Period, HistoryType, DateTime, DateTime)
Gets historical data according to period and other parameters
Declaration
public HistoricalData GetHistory(Period period, HistoryType historyType, DateTime fromTime, DateTime toTime = null)
Parameters
Type
Name
Description
Period
period
TradingPlatform.BusinessLayer.HistoryType
historyType
DateTime
fromTime
DateTime
toTime
Returns
Declaration
public MarginInfo GetMarginInfo(OrderRequestParameters orderRequestParameters)
Parameters
Returns
Type
Description
TradingPlatform.BusinessLayer.Integration.MarginInfo
Gets symbol tick cost retrived from the TradingPlatform.BusinessLayer.VariableTick list by price
Declaration
public double GetTickCost(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.Double
GetTickHistory(HistoryType, DateTime, DateTime)
Gets historical ticks data according to given parameters
Declaration
public HistoricalData GetTickHistory(HistoryType historyType, DateTime fromTime, DateTime toTime = null)
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.HistoryType
historyType
DateTime
fromTime
DateTime
toTime
Returns
Gets cached symbol tick size or retrives it from the TradingPlatform.BusinessLayer.VariableTick list
Declaration
public double GetTickSize(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.Double
Declaration
public virtual bool IsTradingAllowed(Account account)
Parameters
Type
Name
Description
Account
account
Returns
Type
Description
System.Boolean
Declaration
public virtual void OnConnectionStateChanged(Connection connection, ConnectionStateChangedEventArgs e)
Parameters
Type
Name
Description
Connection
connection
TradingPlatform.BusinessLayer.ConnectionStateChangedEventArgs
e
Declaration
public double RoundPriceToTickSize(double price, double tickSize = null)
Parameters
Type
Name
Description
System.Double
price
System.Double
tickSize
Returns
Type
Description
System.Double
Declaration
protected virtual void SubscribeAction(SubscribeQuoteType type)
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.SubscribeQuoteType
type
Declaration
protected virtual void UnSubscribeAction(SubscribeQuoteType type)
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.SubscribeQuoteType
type
Events
Will be triggered when new correctional quote is comming from the vendor.
Declaration
public event DayBarHandler NewDayBar
Event Type
Type
Description
TradingPlatform.BusinessLayer.DayBarHandler
Will be triggered when new trade quote is comming
Declaration
public event LastHandler NewLast
Event Type
Type
Description
TradingPlatform.BusinessLayer.LastHandler
Will be triggered when new Level2 quote is comming
Declaration
public event Level2Handler NewLevel2
Event Type
Type
Description
TradingPlatform.BusinessLayer.Level2Handler
Declaration
public event MarkHandler NewMark
Event Type
Type
Description
TradingPlatform.BusinessLayer.MarkHandler
Will be triggered when new Level1 quote is comming
Declaration
public event QuoteHandler NewQuote
Event Type
Type
Description
TradingPlatform.BusinessLayer.QuoteHandler
Will be triggered when symbol updated.
Declaration
public event SymbolUpdateHandler Updated
Event Type
Type
Description
TradingPlatform.BusinessLayer.SymbolUpdateHandler
Implements
IComparable<>
IEquatable<>
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