Class ReportInstrument

Information about reported instrument.

Inheritance

object

ReportInstrument

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: OnixS.CmeStpHandler

Assembly: OnixS.CmeStpHandler.dll

Syntax

[Serializable]
public class ReportInstrument

Constructors

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