Description
Indicates the subscription levels for instruments group.
Members
| Member | Value | Description |
|---|---|---|
| gslFullSnapshot | 2 | Full data without Implied/Outright quotes. |
| gslFullUpdates | 3 | Only common properties and quotes with timestamps. Updates will be received. |
| gslRealtimeSnapshot | 0 | Only common properties and quotes without timestamps |
| gslRealtimeUpdates | 1 | Full data without Implied/Outright quotes. Updates will be received. |
Remarks
Depending on the subscription level, the following instrument properties will be available:
| Data | Level of subscription: API streaming data | Level of subscription: Full data | ||
| gslRealtimeSnapshot | gslRealtimeUpdates | gslFullSnapshot | gslFullUpdates | |
| ipFullName | X | X | X | X |
| ipDescription | X | X | X | X |
| ipInstrumentID | X | X | X | X |
| ipExpirationDate | X | X | X | X |
| ipDTE | X | X | ||
| ipInitialMargin | ||||
| ipMaintenanceMargin | ||||
| ipSessionMask | X | X | X | X |
| ipCommodity | X | X | X | X |
| ipCountry | X | X | X | X |
| ipMonthChar | X | X | X | X |
| ipMonth | X | X | X | X |
| ipStrike | X | X | X | X |
| ipScale | X | X | X | X |
| ipStrikeScale | X | X | X | X |
| ipDecimalStrike | X | X | X | X |
| ipInstrumentType | X | X | X | X |
| ipYear | X | X | X | X |
| ipYearString | X | X | X | X |
| ipCurrency | X | X | X | X |
| ipTickSize | X | X | X | X |
| ipTickValue | X | X | X | X |
| ipExchangeID | X | X | X | X |
| ipExchangeAbbreviation | X | X | X | X |
| ipNetChange | X | X | X | X |
| ipIsFastMarket | X | X | X | X |
| ipIsUpTick | X | X | X | X |
| ipIsDownTick | X | X | X | X |
| ipYOI | X | X | ||
| ipYCOI | X | X | ||
| ipSessionNumber | X | X | ||
| ipTodayTotalVolume | X | X | ||
| ipTodayCTotalVolume | X | X | ||
| ipYesterdayTotalVolume | X | X | ||
| ipYesterdayCTotalVolume | X | X | ||
| ipPreferredSessionName | X | X | ||
| ipDelayTime | ||||
Similarly, depending on the subscription level, the following quote properties will be updated:
| Data | Level of subscription: Real-Time data | Level of subscription: Full data | ||
| gslRealtimeSnapshot | gslRealtimeUpdates | gslFullSnapshot | gslFullUpdates | |
| qtAsk Price | X | X | X | X |
| qtAsk Volume | X | X | X | |
| qtAsk Timestamp | X | X | X | |
| qtBid Price | X | X | X | X |
| qtBid Volume | X | X | X | |
| qtBid Timestamp | X | X | X | |
| qtTrade Price | X | X | X | X |
| qtTrade Volume | X | X | X | |
| qtTrade Timestamp | X | X | X | |
| qtSettlement Price | X | X | ||
| qtSettlement Volume | X | X | ||
| qtSettlement Timestamp | X | X | ||
| qtCohUndAsk Price | X | X | X | X |
| qtCohUndBid Price | X | X | X | X |
| qtDayOpen Price | X | X | ||
| qtDayHigh Price | X | X | ||
| qtDayLow Price | X | X | ||
| qtYesterdaySettlement Price | X | |||
| qtExchangeClose Price | X | X | ||
| qtExchangeClose Timestamp | X | X | ||
| qtYesterdayExchangeClose Price | X | |||
| qtYesterdayExchangeClose Timestamp | X | |||
| qtWholesaleTrade Price | X | |||
| qtWholesaleTrade Volume | X | |||
| qtWholesaleTrade Timestamp | X | |||