dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.ipf.option.OptionSeries Class Reference

Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc. More...

Inheritance diagram for com.dxfeed.ipf.option.OptionSeries:
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Collaboration diagram for com.dxfeed.ipf.option.OptionSeries:
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Public Member Functions

object Clone ()
 Returns a shall copy of this option series. Collections of calls and puts are copied, but option instrument instances are shared with original. More...
 
List< double > GetNStrikesAround (int n, double strike)
 Returns n strikes that are centered around a specified strike value. throws IllegalArgumentException when n < 0. More...
 
int CompareTo (OptionSeries other)
 Compares this option series to another one by its attributes. Expiration takes precedence in comparison. More...
 
override bool Equals (object o)
 Indicates whether some other object is equal to this option series by its attributes. More...
 
override int GetHashCode ()
 Returns a hash code value for this option series. More...
 
override string ToString ()
 Returns a string representation of this series. More...
 

Properties

int Expiration [get, set]
 Day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117). More...
 
int LastTrade [get, set]
 Day id of last trading day. Example: DayUtil.GetDayIdByYearMonthDay(20090116). More...
 
double Multiplier [get, set]
 Market value multiplier. Example: 100, 33.2. More...
 
double SPC [get, set]
 Shares per contract for options. Example: 1, 100. More...
 
string AdditionalUnderlyings [get, set]
 Additional underlyings for options, including additional cash. It shall use following format: More...
 
string MMY [get, set]
 Maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source: More...
 
string OptionType [get, set]
 Type of option. It shall use one of following values: More...
 
string ExpirationStyle [get, set]
 Expiration cycle style, such as "Weeklys", "Quarterlys". More...
 
string SettlementStyle [get, set]
 Settlement price determination style, such as "Open", "Close". More...
 
string CFI [get, set]
 Classification of Financial Instruments code of this option series. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters(assumed to be 'X'). SeeISO 10962 on Wikipedia. It starts with "OX" as both calls and Puts() puts} are stored in a series. More...
 
SortedDictionary< double, InstrumentProfileCalls [get]
 A sorted map of all calls from strike to a corresponding option instrument. More...
 
SortedDictionary< double, InstrumentProfilePuts [get]
 A sorted map of all puts from strike to a corresponding option instrument. More...
 
List< double > Strikes [get]
 A list of all strikes in ascending order. More...
 

Detailed Description

Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc.

Member Function Documentation

◆ Clone()

object com.dxfeed.ipf.option.OptionSeries.Clone ( )
inline

Returns a shall copy of this option series. Collections of calls and puts are copied, but option instrument instances are shared with original.

Returns
a shall copy of this option series.

◆ CompareTo()

int com.dxfeed.ipf.option.OptionSeries.CompareTo ( OptionSeries  other)
inline

Compares this option series to another one by its attributes. Expiration takes precedence in comparison.

Parameters
otheranother option series to compare with.
Returns
result of comparison.

◆ Equals()

override bool com.dxfeed.ipf.option.OptionSeries.Equals ( object  o)
inline

Indicates whether some other object is equal to this option series by its attributes.

Parameters
o
Returns
another object to compare with.

◆ GetHashCode()

override int com.dxfeed.ipf.option.OptionSeries.GetHashCode ( )
inline

Returns a hash code value for this option series.

Returns
a hash code value.

◆ GetNStrikesAround()

List<double> com.dxfeed.ipf.option.OptionSeries.GetNStrikesAround ( int  n,
double  strike 
)
inline

Returns n strikes that are centered around a specified strike value. throws IllegalArgumentException when n < 0.

Parameters
nthe maximal number of strikes to return.
strikethe center strike.
Returns
n strikes that are centered around a specified strike value.

◆ ToString()

override string com.dxfeed.ipf.option.OptionSeries.ToString ( )
inline

Returns a string representation of this series.

Returns
a string representation of this series.

Property Documentation

◆ AdditionalUnderlyings

string com.dxfeed.ipf.option.OptionSeries.AdditionalUnderlyings
getset

Additional underlyings for options, including additional cash. It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC> 

the list shall be sorted by <UNDERLYING>. Example: "SE 50", "FIS 53; US$ 45.46".

Gets additional underlyings for options, including additional cash.

◆ Calls

SortedDictionary<double, InstrumentProfile> com.dxfeed.ipf.option.OptionSeries.Calls
get

A sorted map of all calls from strike to a corresponding option instrument.

◆ CFI

string com.dxfeed.ipf.option.OptionSeries.CFI
getset

Classification of Financial Instruments code of this option series. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters(assumed to be 'X'). SeeISO 10962 on Wikipedia. It starts with "OX" as both calls and Puts() puts} are stored in a series.

Gets CFI code.

◆ Expiration

int com.dxfeed.ipf.option.OptionSeries.Expiration
getset

Day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117).

Gets day id of expiration.

◆ ExpirationStyle

string com.dxfeed.ipf.option.OptionSeries.ExpirationStyle
getset

Expiration cycle style, such as "Weeklys", "Quarterlys".

gets expiration cycle style.

◆ LastTrade

int com.dxfeed.ipf.option.OptionSeries.LastTrade
getset

Day id of last trading day. Example: DayUtil.GetDayIdByYearMonthDay(20090116).

Gets day id of last trading day.

◆ MMY

string com.dxfeed.ipf.option.OptionSeries.MMY
getset

Maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source:

  • YYYYMM – if only year and month are specified
  • YYYYMMDD – if full date is specified
  • YYYYMMwN – if week number(within a month) is specified

Gets maturity month-year as provided for corresponding FIX tag(200).

◆ Multiplier

double com.dxfeed.ipf.option.OptionSeries.Multiplier
getset

Market value multiplier. Example: 100, 33.2.

Gets market value multiplier.

◆ OptionType

string com.dxfeed.ipf.option.OptionSeries.OptionType
getset

Type of option. It shall use one of following values:

  • STAN = Standard Options
  • LEAP = Long-term Equity AnticiPation Securities
  • SDO = Special Dated Options
  • BINY = Binary Options
  • FLEX = FLexible EXchange Options
  • VSO = Variable Start Options
  • RNGE = Range

Gets type of option.

◆ Puts

SortedDictionary<double, InstrumentProfile> com.dxfeed.ipf.option.OptionSeries.Puts
get

A sorted map of all puts from strike to a corresponding option instrument.

◆ SettlementStyle

string com.dxfeed.ipf.option.OptionSeries.SettlementStyle
getset

Settlement price determination style, such as "Open", "Close".

Gets settlement price determination style.

◆ SPC

double com.dxfeed.ipf.option.OptionSeries.SPC
getset

Shares per contract for options. Example: 1, 100.

Gets shares per contract for options.

◆ Strikes

List<double> com.dxfeed.ipf.option.OptionSeries.Strikes
get

A list of all strikes in ascending order.


The documentation for this class was generated from the following file: