Class UnderlyingInstrument
Information about underlying instrument.
Inherited Members
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 |