Description
Specifies the property subscription level for CQGInstrument.
Members
| Member | Value | Description |
|---|---|---|
| psContractOpenInterestExtended | 64 | ipCOI, ipPCOI, ipTCOI |
| psGreeks | 8 | ipDelta, ipDeltaNetChange, ipTheta, ipThetaNetChange, ipGamma, ipGammaNetChange, ipVega, ipVegaNetChange, ipRho, ipRhoNetChange |
| psMarketState | 1 | |
| psNetChange | 2 | |
| psNone | 0 | No dynamic property is available. |
| psTheoreticalValue | 32 | ipTheoreticalValue, ipTheoValueNetChange |
| psTotalVolumes | 4 | |
| psVolatility | 16 | ipAverageVolatility, ipImpliedVolatility, ipImpliedVolatilityOnAsk, ipImpliedVolatilityOnBid, ipImpliedVolatilityNetChange, ipVolatilityCurve |
Remarks
Effective if CQGAPIConfig.NewInstrumentMode is set to True, otherwise eDataSubscriptionLevel should be used.
Values can be combined using bitwise OR operation.