Description
Members
| Member | Value | Description | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ipAverageVolatility | 58 | 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 | 67 | Last known contract's open interest (dynamic property). | ||||||||||
| ipCommodity | 8 | Instrument commodity. See the Commodity property of the CQGInstrument class. This is a string-type property with a limited length of 16 characters. | ||||||||||
| ipCountry | 9 | Instrument country. See the Country property of the CQGInstrument class. This is a string-type property with a limited length of 3 characters. | ||||||||||
| ipCurrency | 3 | Instrument currency. See the Currency property of the CQGInstrument class. This is a string-type property with a limited length of 4 characters. | ||||||||||
| ipDecimalStrike | 32 | Decimal strike representation. | ||||||||||
| ipDelayMode | 41 | Instrument delay mode. See eDelayMode for details. | ||||||||||
| ipDelayPeriod | 42 | Instrument delay period value in minutes. The property value depends on ipDelayMode property and can have the following values:
| ||||||||||
| ipDelayTime | 33 | Time of delay for contract in minutes. | ||||||||||
| ipDelta | 48 | 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 | 49 | 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 | 1 | Instrument description. See the Description property of the CQGInstrument class. This is a string-type property with a limited length of 252 characters. | ||||||||||
| ipDetailedName | 46 | Instrument detailed name. For example, F.US.EP.M20, C.US.CLE.N20.N100 | ||||||||||
| ipDTE | 20 | Days to expiration (dynamic property). See the DTE property of the CQGInstrument class. | ||||||||||
| ipExchangeAbbreviation | 29 | Exchange abbreviation. See the ExchangeAbbreviation property of the CQGInstrument class. | ||||||||||
| ipExchangeID | 28 | Exchange's identification number. See the ExchangeID property of the CQGInstrument class. | ||||||||||
| ipExchangeState | 66 | Exchange state. See the ExchangeState property of the CQGInstrument class. | ||||||||||
| ipExpirationDate | 4 | Instrument expiration date. See the ExpirationDate property of the CQGInstrument class. | ||||||||||
| ipFirstNoticeDate | 37 | Instrument first notice date. | ||||||||||
| ipFullName | 0 | 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 | 52 | 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 | 53 | 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 | 59 | 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 | 62 | 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 | 60 | 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 | 61 | 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 | 5 | Instrument initial margin. See the InitialMargin property of the CQGInstrument class. | ||||||||||
| ipInstrumentID | 2 | Instrument unique and invariant identifier. See the InstrumentID property of the CQGInstrument class. | ||||||||||
| ipInstrumentType | 13 | Instrument type. See the InstrumentType property of the CQGInstrument class. | ||||||||||
| ipIsDetailedDOMAvailable | 43 | Indicates whether detailed DOM is available for instrument. | ||||||||||
| ipIsDownTick | 21 | Indicated if market goes down (dynamic property). See the IsDownTick property of the CQGInstrument class. | ||||||||||
| ipIsFastMarket | 23 | Indicated whether contract is traded with red light (dynamic property). See the IsFastMarket property of the CQGInstrument class. | ||||||||||
| ipIsFutureStyleOption | 39 | Futures style option | ||||||||||
| ipIsUpTick | 22 | Indicated if market goes up (dynamic property). See the IsUpTick property of the CQGInstrument class. | ||||||||||
| ipIsVariableTickSize | 40 | Indicates whether instrument tick size data is variable. | ||||||||||
| ipLeadingContractName | 34 | The leading contract name for the commodity. This is a string-type property with a limited length of 128 characters. | ||||||||||
| ipMaintenanceMargin | 6 | Instrument maintenance margin. See the MaintenanceMargin property of the CQGInstrument class. | ||||||||||
| ipMarketState | 47 | Instrument market state. See the MarketState property of the CQGInstrument class. | ||||||||||
| ipMonth | 11 | Instrument month. See the Month property of the CQGInstrument class. | ||||||||||
| ipMonthChar | 10 | Instrument month character. See MonthChar property of the CQGInstrument class. | ||||||||||
| ipNetChange | 19 | Option net change (dynamic property). See the NetChange property of the CQGInstrument class. | ||||||||||
| ipPCOI | 69 | Contract's open interest for the day before yesterday (dynamic property). | ||||||||||
| ipPreferredSessionName | 24 | 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 | 56 | 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 | 57 | 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 | 30 | Instrument scale. See the Scale property of the CQGInstrument class. | ||||||||||
| ipSessionMask | 7 | Instrument session mask. See the SessionMask property of the CQGInstrument class. | ||||||||||
| ipSessionNumber | 18 | Current session number (dynamic property). See the SessionNumber property of the CQGInstrument class. | ||||||||||
| ipSourceInstrumentName | 70 | The full name of the source contract of the double-quoted contract. | ||||||||||
| ipStrike | 12 | Instrument strike. See the Strike property of the CQGInstrument class. | ||||||||||
| ipStrikeScale | 31 | Strike scale. | ||||||||||
| ipTCOI | 68 | Contract's open interest today (dynamic property). | ||||||||||
| ipTheoreticalValue | 64 | 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 | 65 | 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 | 50 | 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 | 51 | 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 | 16 | Instrument tick size. See the TickSize property of the CQGInstrument class. | ||||||||||
| ipTickSizeFractionDenominator | 36 | The instrument fractional tick size denominator. See the TickSizeFractionDenominator property of the CQGInstrument class. | ||||||||||
| ipTickSizeFractionNumerator | 35 | The instrument fractional tick size numerator. See the TickSizeFractionNumerator property of the CQGInstrument class. | ||||||||||
| ipTickValue | 17 | Instrument tick value. See the TickValue property of the CQGInstrument class. | ||||||||||
| ipTodayCTotalVolume | 25 | The total trade volume of the contract for today (dynamic property). See the TodayCTotalVolume property of the CQGInstrument class. | ||||||||||
| ipTodayCTotalVolumeFractional | 44 | The same as ipTodayCTotalVolume, but values have a decimal type | ||||||||||
| ipVega | 54 | 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 | 55 | 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 | 63 | 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 | 38 | Workup mode. | ||||||||||
| ipYCOI | 27 | The open interest of the contract for yesterday (dynamic property). See the YCOI property of the CQGInstrument class. | ||||||||||
| ipYear | 14 | Instrument year. See the Year property of the CQGInstrument class. | ||||||||||
| ipYearString | 15 | 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 | 26 | The total trade volume of the contract for yesterday (dynamic property). See the YesterdayCTotalVolume property of the CQGInstrument class. | ||||||||||
| ipYesterdayCTotalVolumeFractional | 45 | The same as ipYesterdayCTotalVolume, but values have a decimal type |
Remarks
Properties marked as "dynamic property" have variable values during CQGInstrument object lifetime. All the other properties are invariant.