CQG API 4.0 - Revised
eInstrumentType Enumeration
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Glossary Item Box

Description

Defines instrument type representations as bitmasks.

Used in CQGCEL.RequestCommodityInstruments and CQGDataSourceSymbols.Type.

Members

MemberValueDescription
itAllInstruments127Represents all instrument types.
itAllOptions6Represents Option Call and Option Put instrument types.
itFuture1Represents Futures instrument type.
itOptionCall4Represents Option Call instrument type.
itOptionPut2Represents Option Put instrument type.
itOther32Represents other (not explicitly listed in the enumeration) instrument types, such as cash, indices, currencies, reports etc.
itStock8Represents Stock instrument type.
itSyntheticStrategy64Represents synthetic strategy instrument type.
itTreasure16Represents Treasury instrument type.
itUndefined0Undefined type.

Remarks

If any bitmask is set in RequestCommodityInstruments method call, instruments of corresponding type will be included in the resolved commodities collection.

Example

See the usage of the eInstrumentType enumeration in CommodityInstrumentsResolved Example.

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