Returns the instrument property of the specified type.
This is the default property.
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Public Property Item( _ ByVal instrument_property As eInstrumentProperty _ ) As CQGInstrumentProperty |
- instrument_property
Value Description ipAverageVolatility Average volatility based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
See CQG IC Help for the calculation formula.
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipCOI Last known contract's open interest (dynamic property). ipCommodity Instrument commodity.
See the Commodity property of the CQGInstrument class.
This is a string-type property with a limited length of 16 characters.
ipCountry Instrument country.
See the Country property of the CQGInstrument class.
This is a string-type property with a limited length of 3 characters.
ipCurrency Instrument currency.
See the Currency property of the CQGInstrument class.
This is a string-type property with a limited length of 4 characters.
ipDecimalStrike Decimal strike representation.
ipDelayMode Instrument delay mode.
See eDelayMode for details.
ipDelayPeriod Instrument delay period value in minutes.
The property value depends on ipDelayMode property and can have the following values:
ipDelayMode value
ipDelayPeriod values dmUndefined -1 dmNoDelay 0 dmDelay >0 dmEndOfDeyDelay >=0 ipDelayTime Time of delay for contract in minutes.
ipDelta Current Delta of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipDeltaNetChange Change in Delta value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipDescription Instrument description.
See the Description property of the CQGInstrument class.
This is a string-type property with a limited length of 252 characters.
ipDetailedName Instrument detailed name. For example, F.US.EP.M20, C.US.CLE.N20.N100 ipDTE Days to expiration (dynamic property).
See the DTE property of the CQGInstrument class.
ipExchangeAbbreviation Exchange abbreviation.
See the ExchangeAbbreviation property of the CQGInstrument class.
ipExchangeID Exchange's identification number.
See the ExchangeID property of the CQGInstrument class.
ipExchangeState Exchange state.
See the ExchangeState property of the CQGInstrument class.
ipExpirationDate Instrument expiration date.
See the ExpirationDate property of the CQGInstrument class.
ipFirstNoticeDate Instrument first notice date.
ipFullName Instrument full name.
See the FullName property of the CQGInstrument class.
This is a string-type property with a limited length of 128 characters.
ipGamma Current Gamma of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipGammaNetChange Change in Gamma value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipImpliedVolatility Implied volatility of an options contract using selected options model in Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipImpliedVolatilityNetChange Change in Implied Volatility from prior day's close.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipImpliedVolatilityOnAsk Implied volatility for the option ask price using selected options model in Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipImpliedVolatilityOnBid Implied volatility for the option bid price using selected options model in Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipInitialMargin Instrument initial margin.
See the InitialMargin property of the CQGInstrument class.
ipInstrumentID Instrument unique and invariant identifier.
See the InstrumentID property of the CQGInstrument class.
ipInstrumentType Instrument type.
See the InstrumentType property of the CQGInstrument class.
ipIsDetailedDOMAvailable Indicates whether detailed DOM is available for instrument. ipIsDownTick Indicated if market goes down (dynamic property).
See the IsDownTick property of the CQGInstrument class.
ipIsFastMarket Indicated whether contract is traded with red light (dynamic property).
See the IsFastMarket property of the CQGInstrument class.
ipIsFutureStyleOption Futures style option ipIsUpTick Indicated if market goes up (dynamic property).
See the IsUpTick property of the CQGInstrument class.
ipIsVariableTickSize Indicates whether instrument tick size data is variable. ipLeadingContractName The leading contract name for the commodity.
This is a string-type property with a limited length of 128 characters.
ipMaintenanceMargin Instrument maintenance margin.
See the MaintenanceMargin property of the CQGInstrument class.
ipMarketState Instrument market state.
See the MarketState property of the CQGInstrument class.
ipMonth Instrument month.
See the Month property of the CQGInstrument class.
ipMonthChar Instrument month character.
See MonthChar property of the CQGInstrument class.
ipNetChange Option net change (dynamic property).
See the NetChange property of the CQGInstrument class.
ipPCOI Contract's open interest for the day before yesterday (dynamic property). ipPreferredSessionName The preferred custom session name (dynamic property).
See the PreferredSessionsName property of the CQGInstrument Object class.
This is a string-type property with a limited length of 64 characters.
ipRho Current Rho of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipRhoNetChange Change in Rho value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipScale Instrument scale.
See the Scale property of the CQGInstrument class.
ipSessionMask Instrument session mask.
See the SessionMask property of the CQGInstrument class.
ipSessionNumber Current session number (dynamic property).
See the SessionNumber property of the CQGInstrument class.
ipSourceInstrumentName The full name of the source contract of the double-quoted contract.
ipStrike Instrument strike.
See the Strike property of the CQGInstrument class.
ipStrikeScale Strike scale.
ipTCOI Contract's open interest today (dynamic property). ipTheoreticalValue Theoretical Value of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psTheoreticalValue flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipTheoValueNetChange Change in Theoretical Value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psTheoreticalValue flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipTheta Current Theta of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipThetaNetChange Change in Theta value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipTickSize Instrument tick size.
See the TickSize property of the CQGInstrument class.
ipTickSizeFractionDenominator The instrument fractional tick size denominator.
See the TickSizeFractionDenominator property of the CQGInstrument class.
ipTickSizeFractionNumerator The instrument fractional tick size numerator.
See the TickSizeFractionNumerator property of the CQGInstrument class.
ipTickValue Instrument tick value.
See the TickValue property of the CQGInstrument class.
ipTodayCTotalVolume The total trade volume of the contract for today (dynamic property).
See the TodayCTotalVolume property of the CQGInstrument class.
ipTodayCTotalVolumeFractional The same as ipTodayCTotalVolume, but values have a decimal type ipVega Current Vega of option based on Options Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipVegaNetChange Change in Vega value from the prior day.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psGreeks flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipVolatilityCurve Volatility designated in Volatility Workshop based on Volatility Workshop Preferences in CQG IC UI.
This is a floating-point-type property (dynamic property).
In case NewInstrumentMode is enabled add ePropertySubscriptionLevel.psVolatility flag to CQGInstrumentSubscriptionRequest.PropertyLevel value to get this property.
ipWorkup Workup mode.
ipYCOI The open interest of the contract for yesterday (dynamic property).
See the YCOI property of the CQGInstrument class.
ipYear Instrument year.
See the Year property of the CQGInstrument class.
ipYearString Instrument year string.
See the YearString property of the CQGInstrument class.
This is a string-type property with a limited length of 5 characters.
ipYesterdayCTotalVolume The total trade volume of the contract for yesterday (dynamic property).
See the YesterdayCTotalVolume property of the CQGInstrument class.
ipYesterdayCTotalVolumeFractional The same as ipYesterdayCTotalVolume, but values have a decimal type
The selected instrument property represented as CQGInstrumentProperty Object.
If the accessed item does not exist, see Accessing non-existent collection items to learn more about the return type.
See the example of InstrumentChanged Event.