InstrumentStream Methods | Table of Content | Leg Constructor |
Leg Class |
Namespace: OnixS.CmeStpHandler
[SerializableAttribute] public class Leg
The Leg type exposes the following members.
Name | Description | |
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LegAlternativeIDs |
Leg alternative ids.
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LegCFI |
Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
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LegContractMultiplier |
Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels) for this leg.
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LegInstrumentGuid |
Leg globally unique identifier.
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LegMaturity |
Specifies the month and year of maturity of this leg.
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LegMaturityDate |
Date of maturity or the settlement date of a CDS contract for this leg.
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LegProductCode |
Leg symbol for CME product, e.g. CL.
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LegPutOrCall |
Indicates whether a leg that is an option contract is a put or call.
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LegSecurityExchange |
The exchange where the leg security is listed.
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LegSecurityIDSource |
Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.
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LegSecurityLongName |
Leg description for CME product.
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LegSecuritySubType |
SecuritySubType of the leg instrument.See SecuritySubType (762) field for description.
Values include:
- GC - General Collateral
- GCF - General Collateral Financing.
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LegSecurityType |
Indicates type of instrument or security for this leg.
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LegSettlementMethod |
Settlement method for a contract. Can be used as an alternative to CFI Code value.
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LegSide |
Indicates the side of this leg within the spread or strategy.
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LegStrikePrice |
Strike price for a leg that is an option.
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LegSymbol |
Symbol for a leg, which is a CME contract, e.g. CLX05. Note that Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system.
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LegUnitOfMeasure |
The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.
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LegUnitOfMeasureCurrency |
Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
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LegUnitOfMeasureQuantity |
Contract's defined quantity, used to calculate total traded notional quantity per spread leg.
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Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |