Class ReportInstrument
Information about reported instrument.
Inherited Members
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
[Serializable]
public class ReportInstrumentConstructors
ReportInstrument()
Default constructor.
Declaration
public ReportInstrument()Properties
AccruedInterestDate
Used for CDS instruments. Represents the start date used to calculate the accrued interest.
Declaration
public DateTimeOffset AccruedInterestDate { get; set; }Property Value
| Type | Description |
|---|---|
| DateTimeOffset |
AlternateIDs
Information about Alternate IDs reported.
Declaration
public Collection<ReportAlternateID> AlternateIDs { get; }Property Value
| Type | Description |
|---|---|
| Collection<ReportAlternateID> |
CfiCode
Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values (tag # 461). Supported Values: FXXXX = Future OPXXXX = Option, Put OCXXXX = Option, Call
Declaration
public string CfiCode { get; set; }Property Value
| Type | Description |
|---|---|
| string |
Currency
Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties.
Declaration
public string Currency { get; set; }Property Value
| Type | Description |
|---|---|
| string |
Events
Information about instrument events reported.
Declaration
public Collection<Event> Events { get; }Property Value
| Type | Description |
|---|---|
| Collection<Event> |
ExerciseStyle
Type of exercise of a derivatives security.
Declaration
public ExerciseStyle ExerciseStyle { get; set; }Property Value
| Type | Description |
|---|---|
| ExerciseStyle |
FXCurrencySymbol
Currency pair in CCY1/CCY2 format.
Declaration
public string FXCurrencySymbol { get; set; }Property Value
| Type | Description |
|---|---|
| string |
Guid
Globally unique identifier.
Declaration
public string Guid { get; set; }Property Value
| Type | Description |
|---|---|
| string |
MaturityDate
Date of maturity or the settlement date of a CDS contract.
Declaration
public DateTime MaturityDate { get; set; }Property Value
| Type | Description |
|---|---|
| DateTime |
MaturityMonthYear
Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 199903) YYYYMMDD (20030323) YYYYMMwN (200303w1) for week
Declaration
public string MaturityMonthYear { get; set; }Property Value
| Type | Description |
|---|---|
| string |
NextCouponDate
This is used to indicate the next date on which Coupon Premium is due. Primarily used for CDS instruments.
Declaration
public DateTime NextCouponDate { get; set; }Property Value
| Type | Description |
|---|---|
| DateTime |
OptionExercise
Information about option exercise.
Declaration
public OptionExercise OptionExercise { get; }Property Value
| Type | Description |
|---|---|
| OptionExercise |
PriceMultiplier
Specifies the ratio or multiply factor to convert from nominal units (e.g. contracts) to total units (e.g. barrels).
Declaration
public decimal PriceMultiplier { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
PriceQuoteCurrency
The currency in which the price is quoted.
Declaration
public string PriceQuoteCurrency { get; set; }Property Value
| Type | Description |
|---|---|
| string |
PriceUnitOfMeasureCurrency
3 character ISO code of the base currency. Conditionally required when PriceUnitOfMeasure = Ccy.
Declaration
public string PriceUnitOfMeasureCurrency { get; set; }Property Value
| Type | Description |
|---|---|
| string |
PriceUnitofMeasure
Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract.
Declaration
public UnitOfMeasure PriceUnitofMeasure { get; set; }Property Value
| Type | Description |
|---|---|
| UnitOfMeasure |
Product
Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Declaration
public Prod Product { get; set; }Property Value
| Type | Description |
|---|---|
| Prod |
PutOrCall
Indicates whether an option contract is a put or call. Supported Values: 0 - Put 1 - Call
Declaration
public PutOrCall PutOrCall { get; set; }Property Value
| Type | Description |
|---|---|
| PutOrCall |
RestructuringType
A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Supported Values: FR - Full Restructuring MM - Modified Mod Restructuring MM14 - Modified Mod Restructuring 2014 MR - Modified Restructuring XR - No Restructuring specified XR14 - No Restructuring specified 2014
Declaration
public RestructuringType RestructuringType { get; set; }Property Value
| Type | Description |
|---|---|
| RestructuringType |
SecurityDescription
Long description/name for a product.
Declaration
public string SecurityDescription { get; set; }Property Value
| Type | Description |
|---|---|
| string |
SecurityExchange
Security Exchange. CME Defined Supported Values:
- CBT.
- CCE.
- CEE.
- CEU
- CMD
- CME
- COMEX
- DME
- NYMEX
- EBS
Declaration
public string SecurityExchange { get; set; }Property Value
| Type | Description |
|---|---|
| string |
SecurityID
Symbol for CME Product, e.g. CL (2 Characters).
Declaration
public string SecurityID { get; set; }Property Value
| Type | Description |
|---|---|
| string |
SecuritySubtype
For spreads, indicates the strategy type. For CDS, indicates if the product is a Single Name or Index.
Declaration
public string SecuritySubtype { get; set; }Property Value
| Type | Description |
|---|---|
| string |
SecurityType
Indicates type of security. Will be provided in addition to the CFI code.
Declaration
public SecurityType SecurityType { get; set; }Property Value
| Type | Description |
|---|---|
| SecurityType |
SecurityXML
Security XML.
Declaration
public string SecurityXML { get; set; }Property Value
| Type | Description |
|---|---|
| string |
SettlementMethod
Settlement method for a contract.
Declaration
public SettlementMethod SettlementMethod { get; set; }Property Value
| Type | Description |
|---|---|
| SettlementMethod |
SourceOfTheProductCode
Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. H - Clearing House / Clearing Organization.
Declaration
public SecurityIDSource SourceOfTheProductCode { get; set; }Property Value
| Type | Description |
|---|---|
| SecurityIDSource |
Streams
Information about instrument streams reported.
Declaration
public Collection<InstrumentStream> Streams { get; }Property Value
| Type | Description |
|---|---|
| Collection<InstrumentStream> |
StrikeIndex
Specifies the index used to calculate the strike price.
Declaration
public string StrikeIndex { get; set; }Property Value
| Type | Description |
|---|---|
| string |
StrikeIndexLocation
Strike Index Location.
Declaration
public string StrikeIndexLocation { get; set; }Property Value
| Type | Description |
|---|---|
| string |
StrikeMultiplier
Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
Declaration
public decimal StrikeMultiplier { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
StrikePrice
Strike Price for an Option.
Declaration
public decimal StrikePrice { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
Symbol
Symbol for a CME Contract, e.g. CLX05.
Declaration
public string Symbol { get; set; }Property Value
| Type | Description |
|---|---|
| string |
UnderlyingPriceDeterminationMethod
Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").
Declaration
public UnderlyingPriceDeterminationMethod UnderlyingPriceDeterminationMethod { get; set; }Property Value
| Type | Description |
|---|---|
| UnderlyingPriceDeterminationMethod |
UnitOfMeasure
Declaration
public UnitOfMeasure UnitOfMeasure { get; set; }Property Value
| Type | Description |
|---|---|
| UnitOfMeasure |
UnitOfMeasureCurrency
Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Amount of currency.
Declaration
public string UnitOfMeasureCurrency { get; set; }Property Value
| Type | Description |
|---|---|
| string |
UnitOfMeasureQuantity
Contract's defined quantity, used to calculate total traded notional quantity.
Declaration
public decimal UnitOfMeasureQuantity { get; set; }Property Value
| Type | Description |
|---|---|
| decimal |
UpiCode
Uniquely identifies the product of a security using the ISO 4914 standard
Declaration
public string UpiCode { get; set; }Property Value
| Type | Description |
|---|---|
| string |