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