Defines instrument type representations as bitmasks.
Used in CQGCEL.RequestCommodityInstruments and CQGDataSourceSymbols.Type.
Member | Value | Description |
---|---|---|
itAllInstruments | 127 | Represents all instrument types. |
itAllOptions | 6 | Represents Option Call and Option Put instrument types. |
itFuture | 1 | Represents Futures instrument type. |
itOptionCall | 4 | Represents Option Call instrument type. |
itOptionPut | 2 | Represents Option Put instrument type. |
itOther | 32 | Represents other (not explicitly listed in the enumeration) instrument types, such as cash, indices, currencies, reports etc. |
itStock | 8 | Represents Stock instrument type. |
itSyntheticStrategy | 64 | Represents synthetic strategy instrument type. |
itTreasure | 16 | Represents Treasury instrument type. |
itUndefined | 0 | Undefined type. |
If any bitmask is set in RequestCommodityInstruments method call, instruments of corresponding type will be included in the resolved commodities collection.
See the usage of the eInstrumentType enumeration in CommodityInstrumentsResolved Example.