CQG API 4.0 - Revised
Item Property
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instrument_property
CQGInstrumentProperties Collection : Item Property

Glossary Item Box

Description

Returns the instrument property of the specified type.

This is the default property.

Property type

Read-only property

Syntax

Visual Basic
Public Property Item( _
   ByVal instrument_property As eInstrumentProperty _
) As CQGInstrumentProperty

Parameters

instrument_property
ValueDescription
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.

ipCOILast 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.

ipDetailedNameInstrument 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.

ipIsDetailedDOMAvailableIndicates 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.

ipIsFutureStyleOptionFutures style option
ipIsUpTick

Indicated if market goes up (dynamic property).

See the IsUpTick property of the CQGInstrument class.

ipIsVariableTickSizeIndicates 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.

ipPCOIContract'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.

ipTCOIContract'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.

ipTodayCTotalVolumeFractionalThe 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.

ipYesterdayCTotalVolumeFractionalThe same as ipYesterdayCTotalVolume, but values have a decimal type

Return 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.

Example

See the example of InstrumentChanged Event.

See Also