• Version 4.1.0
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Class UnderlyingInstrument

Information about underlying instrument.

Inheritance
object
UnderlyingInstrument
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 UnderlyingInstrument

Constructors

UnderlyingInstrument()

Default constructor.

Declaration
public UnderlyingInstrument()

Properties

Streams

Information about underlying instrument streams reported.

Declaration
public Collection<InstrumentStream> Streams { get; }
Property Value
Type Description
Collection<InstrumentStream>

UnderlyingDirtyPrice

Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest.

Declaration
public decimal UnderlyingDirtyPrice { get; set; }
Property Value
Type Description
decimal

UnderlyingMaturity

The expiration period code of an underlying instrument.

Declaration
public string UnderlyingMaturity { get; set; }
Property Value
Type Description
string

UnderlyingPrice

Underlying price associate with a derivative instrument.

Declaration
public decimal UnderlyingPrice { get; set; }
Property Value
Type Description
decimal

UnderlyingProductCode

Used as the primary identifier for the underlying instrument.

Declaration
public string UnderlyingProductCode { get; set; }
Property Value
Type Description
string

UnderlyingProductCodeSource

Identifies the source of the underlying instrument. H - Clearing House / Clearing Organization

Declaration
public string UnderlyingProductCodeSource { get; set; }
Property Value
Type Description
string

UnderlyingProductExchange

The exchange on which the underlying security is listed.

Declaration
public string UnderlyingProductExchange { get; set; }
Property Value
Type Description
string

UnderlyingSecurityType

Used to indicate the type of underlying security being reported.

Declaration
public SecurityType UnderlyingSecurityType { get; set; }
Property Value
Type Description
SecurityType

UnderlyingSymbol

Underlying symbol.

Declaration
public string UnderlyingSymbol { get; set; }
Property Value
Type Description
string

UnderlyingSymbolSfx

Sfx.

Declaration
public UnderlyingSymbolSfx UnderlyingSymbolSfx { get; set; }
Property Value
Type Description
UnderlyingSymbolSfx
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