Class Symbol

Represent access to symbol information and properties.

Namespace: TradingPlatform.BusinessLayer

Syntax

public class Symbol : BusinessObject, IConnectionBindedObject, IUniqueID, IComparable<Symbol>, IRulesContainer, IMessageBuilder<MessageSymbol>, IMessageBuilder<DayBar>, IEquatable<Symbol>, IConnectionStateDependent

Constructors

Symbol()

Declaration

protected Symbol()

Fields

historyMetadata

Declaration

protected HistoryMetadata historyMetadata

Field Value

Type	Description
TradingPlatform.BusinessLayer.Integration.HistoryMetadata

SPOT_SYMBOL_ID

Declaration

public const string SPOT_SYMBOL_ID = null

Field Value

Type	Description
System.String

TRADING_SYMBOL_ID

Declaration

public const string TRADING_SYMBOL_ID = null

Field Value

Type	Description
System.String

volumeAnalysisMetadata

Declaration

protected VolumeAnalysisMetadata volumeAnalysisMetadata

Field Value

Type	Description
TradingPlatform.BusinessLayer.Integration.VolumeAnalysisMetadata

Properties

Ask

Gets Ask price

Declaration

public double Ask { get; }

Property Value

Type	Description
System.Double

AskSize

Gets Ask size

Declaration

public double AskSize { get; }

Property Value

Type	Description
System.Double

AvailableFutures

Declaration

public AvailableDerivatives AvailableFutures { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.AvailableDerivatives

AvailableOptions

Declaration

public AvailableDerivatives AvailableOptions { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.AvailableDerivatives

AvailableOptionsExchanges

Declaration

public Exchange[] AvailableOptionsExchanges { get; }

Property Value

Type	Description
Exchange[]

AverageTradedPrice

Declaration

public double AverageTradedPrice { get; }

Property Value

Type	Description
System.Double

Bid

Gets Bid price

Declaration

public double Bid { get; }

Property Value

Type	Description
System.Double

BidSize

Gets Bid size

Declaration

public double BidSize { get; }

Property Value

Type	Description
System.Double

BottomPriceLimit

Declaration

public double BottomPriceLimit { get; }

Property Value

Type	Description
System.Double

Change

Gets change value between Bid/Last and Close price

Declaration

public double Change { get; }

Property Value

Type	Description
System.Double

ChangePercentage

Gets Change percentage value

Declaration

public double ChangePercentage { get; }

Property Value

Type	Description
System.Double

CurrentSessionsInfo

Declaration

public SessionsContainer CurrentSessionsInfo { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.SessionsContainer

Delta

Declaration

public double Delta { get; }

Property Value

Type	Description
System.Double

DeltaCalculationType

Declaration

public DeltaCalculationType DeltaCalculationType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.DeltaCalculationType

DepthOfMarket

Gets Level2 data

Declaration

public DepthOfMarket DepthOfMarket { get; }

Property Value

Type	Description
DepthOfMarket

Description

Gets symbol description

Declaration

public string Description { get; }

Property Value

Type	Description
System.String

Exchange

Gets Exchange of current symbol

Declaration

public Exchange Exchange { get; protected set; }

Property Value

Type	Description
Exchange

ExpirationDate

Gets derivative expiration date

Declaration

public DateTime ExpirationDate { get; }

Property Value

Type	Description
DateTime

FundingRate

Declaration

public double FundingRate { get; }

Property Value

Type	Description
System.Double

FutureContractType

Declaration

public FutureContractType FutureContractType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.FutureContractType

Gamma

Declaration

public double Gamma { get; }

Property Value

Type	Description
System.Double

Group

Gets SymbolGroup

Declaration

public SymbolGroup Group { get; protected set; }

Property Value

Type	Description
SymbolGroup

High

Gets high price

Declaration

public double High { get; }

Property Value

Type	Description
System.Double

HistoryType

Default history type

Declaration

public HistoryType HistoryType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.HistoryType

Id

Gets symbol Id

Declaration

public string Id { get; protected set; }

Property Value

Type	Description
System.String

IV

Declaration

public double IV { get; }

Property Value

Type	Description
System.Double

Last

Gets last price

Declaration

public double Last { get; }

Property Value

Type	Description
System.Double

LastDateTime

Gets last time

Declaration

public DateTime LastDateTime { get; }

Property Value

Type	Description
DateTime

LastSize

Gets last size

Declaration

public double LastSize { get; }

Property Value

Type	Description
System.Double

LastTradingDate

Gets derivative last trading date

Declaration

public DateTime LastTradingDate { get; }

Property Value

Type	Description
DateTime

LotSize

Amount of base asset Product for one lot.

Declaration

public double LotSize { get; }

Property Value

Type	Description
System.Double

LotStep

Step of the lot changes

Declaration

public double LotStep { get; }

Property Value

Type	Description
System.Double

Low

Gets low price

Declaration

public double Low { get; }

Property Value

Type	Description
System.Double

Mark

Gets mark price

Declaration

public double Mark { get; }

Property Value

Type	Description
System.Double

MarkSize

Gets mark size

Declaration

public double MarkSize { get; }

Property Value

Type	Description
System.Double

MaturityDate

Gets derivative maturity date

Declaration

public DateTime MaturityDate { get; }

Property Value

Type	Description
DateTime

MaxLot

The highest trade allowed

Declaration

public double MaxLot { get; }

Property Value

Type	Description
System.Double

MinLot

The lowest trade allowed

Declaration

public double MinLot { get; }

Property Value

Type	Description
System.Double

MinVolumeAnalysisTickSize

Declaration

public double MinVolumeAnalysisTickSize { get; }

Property Value

Type	Description
System.Double

Name

Gets symbol name

Declaration

public string Name { get; protected set; }

Property Value

Type	Description
System.String

NettingType

Gets symbol NettingType

Declaration

public NettingType NettingType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.NettingType

NotionalValueStep

Step of the notional value changes

Declaration

public double NotionalValueStep { get; }

Property Value

Type	Description
System.Double

Open

Gets open price

Declaration

public double Open { get; }

Property Value

Type	Description
System.Double

OpenInterest

Declaration

public double OpenInterest { get; }

Property Value

Type	Description
System.Double

PrevClose

Gets previous close price

Declaration

public double PrevClose { get; }

Property Value

Type	Description
System.Double

Product

Gets symbol base Asset

Declaration

public Asset Product { get; protected set; }

Property Value

Type	Description
Asset

QuoteDateTime

Gets quote time

Declaration

public DateTime QuoteDateTime { get; }

Property Value

Type	Description
DateTime

QuoteDelay

Returns delay with which quote come in platform.

Declaration

public TimeSpan QuoteDelay { get; }

Property Value

Type	Description
TimeSpan

QuotingCurrency

Gets symbol counter Asset

Declaration

public Asset QuotingCurrency { get; protected set; }

Property Value

Type	Description
Asset

QuotingType

Gets current SymbolQuotingType

Declaration

public SymbolQuotingType QuotingType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.SymbolQuotingType

Rho

Declaration

public double Rho { get; }

Property Value

Type	Description
System.Double

Root

Gets derivative underlier name

Declaration

public string Root { get; }

Property Value

Type	Description
System.String

Spread

Gets spread value between Bid and Ask

Declaration

public double Spread { get; }

Property Value

Type	Description
System.Double

SpreadPercentage

Gets Spread percentage value

Declaration

public double SpreadPercentage { get; }

Property Value

Type	Description
System.Double

SymbolType

Gets symbol type

Declaration

public SymbolType SymbolType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.SymbolType

Theta

Declaration

public double Theta { get; }

Property Value

Type	Description
System.Double

Ticks

Gets ticks amount

Declaration

public long Ticks { get; }

Property Value

Type	Description
System.Int64

TickSize

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

TopPriceLimit

Declaration

public double TopPriceLimit { get; }

Property Value

Type	Description
System.Double

TotalBuyQuantity

Declaration

public double TotalBuyQuantity { get; }

Property Value

Type	Description
System.Double

TotalSellQuantity

Declaration

public double TotalSellQuantity { get; }

Property Value

Type	Description
System.Double

Trades

Gets trades amount

Declaration

public long Trades { get; }

Property Value

Type	Description
System.Int64

Underlier

Gets derivative underlier symbol

Declaration

public Symbol Underlier { get; }

Property Value

Type	Description
Symbol

UniqueKey

Declaration

public SymbolKey UniqueKey { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.SymbolKey

VariableTickList

Stores list of symbol ticksizes

Declaration

public List<VariableTick> VariableTickList { get; }

Property Value

Type	Description
List<TradingPlatform.BusinessLayer.VariableTick>

Vega

Declaration

public double Vega { get; }

Property Value

Type	Description
System.Double

Volume

Gets volume value

Declaration

public double Volume { get; }

Property Value

Type	Description
System.Double

VolumeType

Gets SymbolVolumeType

Declaration

public SymbolVolumeType VolumeType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.SymbolVolumeType

Methods

CalculatePrice(Double, Double)

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

CalculateTicks(Double, 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

Equals(Object)

Declaration

public override bool Equals(object obj)

Parameters

Type	Name	Description
System.Object	obj

Returns

Type	Description
System.Boolean

Equals(Symbol)

Declaration

public bool Equals(Symbol other)

Parameters

Type	Name	Description
Symbol	other

Returns

Type	Description
System.Boolean

FindVariableTick(Double)

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

FormatOffset(Double, String)

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

FormatPrice(Double)

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

FormatPriceWithMaxPrecision(Double)

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

FormatQuantity(Double, Boolean, Boolean)

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

GetConnectionStateDependency()

Declaration

public virtual ConnectionDependency GetConnectionStateDependency()

Returns

Type	Description
TradingPlatform.BusinessLayer.ConnectionDependency

GetHashCode()

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

Type	Description
HistoricalData

GetHistory(HistoryRequestParameters)

Gets historical data according to given history request

Declaration

public HistoricalData GetHistory(HistoryRequestParameters historyRequestParameters)

Parameters

Type	Name	Description
HistoryRequestParameters	historyRequestParameters

Returns

Type	Description
HistoricalData

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

Type	Description
HistoricalData

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

Type	Description
HistoricalData

GetMarginInfo(OrderRequestParameters)

Declaration

public MarginInfo GetMarginInfo(OrderRequestParameters orderRequestParameters)

Parameters

Type	Name	Description
OrderRequestParameters	orderRequestParameters

Returns

Type	Description
TradingPlatform.BusinessLayer.Integration.MarginInfo

GetTickCost(Double)

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

Type	Description
HistoricalData

GetTickSize(Double)

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

IsTradingAllowed(Account)

Declaration

public virtual bool IsTradingAllowed(Account account)

Parameters

Type	Name	Description
Account	account

Returns

Type	Description
System.Boolean

OnConnectionStateChanged(Connection, ConnectionStateChangedEventArgs)

Declaration

public virtual void OnConnectionStateChanged(Connection connection, ConnectionStateChangedEventArgs e)

Parameters

Type	Name	Description
Connection	connection
TradingPlatform.BusinessLayer.ConnectionStateChangedEventArgs	e

RoundPriceToTickSize(Double, Double)

Returns rounded to TickSize price

Declaration

public double RoundPriceToTickSize(double price, double tickSize = null)

Parameters

Type	Name	Description
System.Double	price
System.Double	tickSize

Returns

Type	Description
System.Double

SubscribeAction(SubscribeQuoteType)

Declaration

protected virtual void SubscribeAction(SubscribeQuoteType type)

Parameters

Type	Name	Description
TradingPlatform.BusinessLayer.SubscribeQuoteType	type

UnSubscribeAction(SubscribeQuoteType)

Declaration

protected virtual void UnSubscribeAction(SubscribeQuoteType type)

Parameters

Type	Name	Description
TradingPlatform.BusinessLayer.SubscribeQuoteType	type

Events

NewDayBar

Will be triggered when new correctional quote is comming from the vendor.

Declaration

public event DayBarHandler NewDayBar

Event Type

Type	Description
TradingPlatform.BusinessLayer.DayBarHandler

NewLast

Will be triggered when new trade quote is comming

Declaration

public event LastHandler NewLast

Event Type

Type	Description
TradingPlatform.BusinessLayer.LastHandler

NewLevel2

Will be triggered when new Level2 quote is comming

Declaration

public event Level2Handler NewLevel2

Event Type

Type	Description
TradingPlatform.BusinessLayer.Level2Handler

NewMark

Declaration

public event MarkHandler NewMark

Event Type

Type	Description
TradingPlatform.BusinessLayer.MarkHandler

NewQuote

Will be triggered when new Level1 quote is comming

Declaration

public event QuoteHandler NewQuote

Event Type

Type	Description
TradingPlatform.BusinessLayer.QuoteHandler

Updated

Will be triggered when symbol updated.

Declaration

public event SymbolUpdateHandler Updated

Event Type

Type	Description
TradingPlatform.BusinessLayer.SymbolUpdateHandler

Implements

IComparable<>

IEquatable<>