Class Symbol
Represent access to symbol information and properties.
public class Symbol : BusinessObject, IConnectionBindedObject, IUniqueID, IComparable, IRulesContainer, IXElementSerialization
Properties
Declaration
public double Ask { get; }
Property Value
Type
Description
System.Double
Declaration
public Level2Collection Asks { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.Level2Collection
Declaration
public double AskSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double Bid { get; }
Property Value
Type
Description
System.Double
Declaration
public Level2Collection Bids { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.Level2Collection
Declaration
public double BidSize { get; }
Property Value
Type
Description
System.Double
Gets change value between Bid/Last and Close price
Declaration
public double Change { get; }
Property Value
Type
Description
System.Double
Declaration
public double ChangePercentage { get; }
Property Value
Type
Description
System.Double
Declaration
public double ClosePrice { get; }
Property Value
Type
Description
System.Double
Declaration
public DeltaCalculationType DeltaCalculationType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.DeltaCalculationType
Declaration
public string Description { get; }
Property Value
Type
Description
System.String
Gets Exchange of current symbol
Declaration
public Exchange Exchange { get; protected set; }
Property Value
Gets derivative expiration date
Declaration
public DateTime ExpirationDate { get; }
Property Value
Type
Description
System.DateTime
Declaration
public SymbolGroup Group { get; }
Property Value
Declaration
public double High { get; }
Property Value
Type
Description
System.Double
HistoryType
Declaration
public HistoryType HistoryType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.HistoryType
Declaration
public string Id { get; protected set; }
Property Value
Type
Description
System.String
Declaration
public double Last { get; }
Property Value
Type
Description
System.Double
Declaration
public DateTime LastDateTime { get; }
Property Value
Type
Description
System.DateTime
Declaration
public double LastSize { get; }
Property Value
Type
Description
System.Double
Gets derivative last trading date
Declaration
public DateTime LastTradingDate { get; }
Property Value
Type
Description
System.DateTime
Amount of base asset Product for one lot.
Declaration
public double LotSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double LotStep { get; }
Property Value
Type
Description
System.Double
Declaration
public double Low { get; }
Property Value
Type
Description
System.Double
Gets derivative maturity date
Declaration
public DateTime MaturityDate { get; }
Property Value
Type
Description
System.DateTime
The highest trade allowed
Declaration
public double MaxLot { get; }
Property Value
Type
Description
System.Double
Declaration
public double MinLot { get; }
Property Value
Type
Description
System.Double
Declaration
public string Name { get; protected set; }
Property Value
Type
Description
System.String
Declaration
public NettingType NettingType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.NettingType
Step of the notional value changes
Declaration
public double NotionalValueStep { get; }
Property Value
Type
Description
System.Double
Declaration
public double Open { get; }
Property Value
Type
Description
System.Double
Gets previous close price
Declaration
public double PrevClose { get; }
Property Value
Type
Description
System.Double
Declaration
public Asset Product { get; protected set; }
Property Value
Declaration
public DateTime QuoteDateTime { get; }
Property Value
Type
Description
System.DateTime
Returns delay with which quote come in platform.
Declaration
public TimeSpan QuoteDelay { get; }
Property Value
Type
Description
System.TimeSpan
Gets symbol counter Asset
Declaration
public Asset QuotingCurrency { get; protected set; }
Property Value
Gets current SymbolQuotingType
Declaration
public SymbolQuotingType QuotingType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolQuotingType
Gets spread value between Bid and Ask
Declaration
public double Spread { get; }
Property Value
Type
Description
System.Double
Declaration
public double SpreadPercentage { get; }
Property Value
Type
Description
System.Double
Declaration
public SymbolType SymbolType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolType
Declaration
public double Ticks { get; }
Property Value
Type
Description
System.Double
Gets cached tick size if it available, else tries to obtain GetTickSize(Double) with Last, Bid, Ask, first element of TradingPlatform.BusinessLayer.VariableTick list otherwise - TradingPlatform.BusinessLayer.Utils.Const.DOUBLE_UNDEFINED
Declaration
public double TickSize { get; }
Property Value
Type
Description
System.Double
Declaration
public double Trades { get; }
Property Value
Type
Description
System.Double
Gets derivative underlier symbol
Declaration
public Symbol Underlier { get; }
Property Value
Gets derivative underlier name
Declaration
public string UnderlierName { get; }
Property Value
Type
Description
System.String
Stores list of symbol ticksizes
Declaration
public List<VariableTick> VariableTickList { get; }
Property Value
Type
Description
System.Collections.Generic.List <TradingPlatform.BusinessLayer.VariableTick >
Declaration
public double Volume { get; }
Property Value
Type
Description
System.Double
Declaration
public SymbolVolumeType VolumeType { get; }
Property Value
Type
Description
TradingPlatform.BusinessLayer.SymbolVolumeType
Methods
Calculates new price which equal to given price shifted by a number of given ticks
Declaration
public double CalculatePrice(double price, double ticks)
Parameters
Type
Name
Description
System.Double
price
System.Double
ticks
Returns
Type
Description
System.Double
Calculates ticks between two prices
Declaration
public double CalculateTicks(double price1, double price2)
Parameters
Type
Name
Description
System.Double
price1
System.Double
price2
Returns
Type
Description
System.Double
Returns VariableTick if it can be retrived from TradingPlatform.BusinessLayer.VariableTick list by price or null
Declaration
public VariableTick FindVariableTick(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
TradingPlatform.BusinessLayer.VariableTick
Returns string with formatted ticks value
Declaration
public string FormatOffset(double offset)
Parameters
Type
Name
Description
System.Double
offset
Returns
Type
Description
System.String
Formats price value to the appropriative string with a counting on tick precision.
Declaration
public string FormatPrice(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.String
Formats price value to the appropriative string with a counting on max tick precision.
Declaration
public string FormatPriceWithMaxPrecision(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.String
Declaration
public virtual string FormatQuantity(double quantity, bool inLots = true, bool abbreviate = false)
Parameters
Type
Name
Description
System.Double
quantity
System.Boolean
inLots
System.Boolean
abbreviate
Returns
Type
Description
System.String
GetHistory(HistoryAggregation, HistoryType, DateTime, DateTime)
Gets historical data according to aggregation and other parameters
Declaration
public HistoricalData GetHistory(HistoryAggregation aggregation, HistoryType historyType, DateTime fromTime, DateTime toTime = default(DateTime))
Parameters
Type
Name
Description
HistoryAggregation
aggregation
TradingPlatform.BusinessLayer.HistoryType
historyType
System.DateTime
fromTime
System.DateTime
toTime
Returns
GetHistory(HistoryRequestParameters)
Gets historical data according to given history request
Declaration
public HistoricalData GetHistory(HistoryRequestParameters historyRequestParameters)
Parameters
Returns
GetHistory(Period, DateTime, DateTime)
Gets historical data according to period and other parameters
Declaration
public HistoricalData GetHistory(Period period, DateTime fromTime, DateTime toTime = default(DateTime))
Parameters
Type
Name
Description
Period
period
System.DateTime
fromTime
System.DateTime
toTime
Returns
GetHistory(Period, HistoryType, DateTime, DateTime)
Gets historical data according to period and other parameters
Declaration
public HistoricalData GetHistory(Period period, HistoryType historyType, DateTime fromTime, DateTime toTime = default(DateTime))
Parameters
Type
Name
Description
Period
period
TradingPlatform.BusinessLayer.HistoryType
historyType
System.DateTime
fromTime
System.DateTime
toTime
Returns
Gets symbol tick cost retrived from the TradingPlatform.BusinessLayer.VariableTick list by price
Declaration
public double GetTickCost(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.Double
GetTickHistory(HistoryType, DateTime, DateTime)
Gets historical ticks data according to given parameters
Declaration
public HistoricalData GetTickHistory(HistoryType historyType, DateTime fromTime, DateTime toTime = default(DateTime))
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.HistoryType
historyType
System.DateTime
fromTime
System.DateTime
toTime
Returns
Gets cached symbol tick size or retrives it from the TradingPlatform.BusinessLayer.VariableTick list
Declaration
public double GetTickSize(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.Double
Gets TradingPlatform.BusinessLayer.VWAP with calculated volume weighted aveage price for the given order request.
Declaration
public VWAP GetVWAPForOrderRequest(OrderRequestParameters requestParameters)
Parameters
Returns
Type
Description
TradingPlatform.BusinessLayer.VWAP
Declaration
public double RoundPriceToTickSize(double price)
Parameters
Type
Name
Description
System.Double
price
Returns
Type
Description
System.Double
Subscribes current symbol on given incoming quote type.
Declaration
public void Subscribe(SubscribeQuoteType type)
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.SubscribeQuoteType
type
subscribing quote type
Unsubscribes current symbol from given incoming quote type.
Declaration
public void UnSubscribe(SubscribeQuoteType type)
Parameters
Type
Name
Description
TradingPlatform.BusinessLayer.SubscribeQuoteType
type
Events
Will be triggered when new correctional quote is comming from the vendor.
Declaration
public event DayBarHandler NewDayBar
Event Type
Type
Description
TradingPlatform.BusinessLayer.DayBarHandler
Will be triggered when new trade quote is comming
Declaration
public event LastHandler NewLast
Event Type
Type
Description
TradingPlatform.BusinessLayer.LastHandler
Will be triggered when new Level2 quote is comming
Declaration
public event Level2Handler NewLevel2
Event Type
Type
Description
TradingPlatform.BusinessLayer.Level2Handler
Will be triggered when new Level1 quote is comming
Declaration
public event QuoteHandler NewQuote
Event Type
Type
Description
TradingPlatform.BusinessLayer.QuoteHandler
Will be triggered when symbol updated.
Declaration
public event SymbolUpdateHandler Updated
Event Type
Type
Description
TradingPlatform.BusinessLayer.SymbolUpdateHandler
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