CQG API 4.0 - Revised
CQGInstrument Interface Members
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Glossary Item Box

Public Methods

Public Method FromDisplayPrice

Converts the display price to the correct price.

Public Method GetNearestTradeablePrice

Rounds a price to a nearest correct tradable price (honoring tick sizes).

Public Method GetTickSizeForGets the price dependent TickSize for specified price
Public Method GetTickValueForGets the price dependent TickValue for specified price
Public Method ToDisplayPrice

Converts the correct price to the display price.

Public Properties

Public Property Ask

Returns the best ask.

Public Property BBAType

Indicates best bid/ask (BBA) type.

Public Property Bid

Returns the best bid.

Public Property CEL

Returns the corresponding CQGCEL object.

Public Property Commodity

Returns commodity abbreviation.

Public Property Country

Returns country abbreviation.

Public Property Currency

Returns instrument currency.

Public Property DataSubscriptionLevel

Indicates data subscription level.

Public Property Description

Returns contract description.

Public Property DetailedDOMLimitDetailed DOM book limit
Public Property DetailedNameInstrument detailed name. For example, F.US.EP.M20, C.US.CLE.U21.100 (U21 is September 2021; 100 is a strike), C.US.CLE.M20.N100 (M20 is June 2020; N100 is a negative strike: -100).
Public Property DOMAsks

Returns asks of current DOM book.

Public Property DOMBids

Returns bids of the current DOM book.

Public Property DOMBookLimit

Sets/gets the current DOM book limit.

Public Property DOMStatus

Returns the instrument's DOM data is subscribed to or not.

Public Property DTE

Returns days to contract expiration.

Public Property ExchangeAbbreviation

Returns the exchange's abbreviation.

Public Property ExchangeID

Returns the exchange's identification number.

Public Property ExchangeStateThe property indicates an exchange state.
Public Property ExpirationDate

Returns contract expiration date.

Public Property FullName

Returns full name of the contract.

Public Property IncludeDetailedDOMWhether DOM data provided by instrument should include detailed DOM or not
Public Property InitialMargin

Returns initial margin for the contract.

Public Property InstrumentID

Returns instrument ID.

Public Property InstrumentType

Returns type of the contract.

Public Property IsDownTick

Indicates if the market goes down.

Public Property IsFastMarket

Indicates if the contract is traded with red light.

Public Property IsUpTick

Indicates if the market goes up.

Public Property MaintenanceMargin

Returns the maintenance margin for the contract.

Public Property MarketStateReturns market state.
Public Property Month

Returns the month number.

Public Property MonthChar

Returns contract month in symbolic notation.

Public Property NetChange

Returns the option's net change.

Public Property PreferredSessionsName

The preferred custom session name.

Public Property Properties

Returns the current properties of the instrument (both static and dynamic).

Public Property PropertyLevel

Returns the instrument's current dynamic properties subscription level.

Public Property QuoteLevel

Returns the instument's current quotes subscription level.

Public Property Quotes

Returns current quotes.

Public Property Reserved64Reserved method
Public Property Reserved65Reserved method
Public Property Reserved66Reserved method
Public Property Reserved67Reserved method
Public Property Scale

Returns the contract scale.

Public Property ServerTimestamp

Returns the server timestamp of the last change.

Public Property SessionMask

Returns bit mask of trading sessions.

Public Property SessionNumber

Returns the currently trading session number.

Public Property Sessions

Returns the current trading sessions collection.

Public Property Strike

Returns the strike price in display price format.

Public Property Tag

This property allows the user to keep his/her own information within the Instrument. Multiple data can be kept in the Tag property under different keys.

Public Property TickSize

Returns the tick size.

Public Property TickSizeFractionDenominator

Returns the denominator of the fractional tick size for synthetic spreads, if set in CQGIC.

Public Property TickSizeFractionNumerator

Returns the numerator of the fractional tick size for synthetic spreads, if set in CQGIC.

Public Property TickValue

Returns the tick value.

Public Property Timestamp

Returns the last response reception timestamp.

When a property is updated, CQG API records the information reception time in the Timestamp property (using local time).

Public Property TodayCTotalVolume

Returns the total volume of the contract for today.

Public Property TodayCTotalVolumeFractionalReturns today contract total volume
Public Property Trade

Returns the last trade.

Public Property UnderlyingInstrument

Returns the underlying instrument of an option or Nothing if no underlying instrument is available.

Public Property UnderlyingInstrumentName

Returns the full name of the underlying instrument for options.

Public Property YCOI

Returns the open interest of the contract for yesterday.

Public Property Year

Returns the instrument year.

Public Property YearString

Returns instrument year as string.

Public Property YesterdayCTotalVolume

Returns the total volume of the contract for yesterday.

Public Property YesterdayCTotalVolumeFractionalReturns yesterday contract total volume

See Also