dxFeed .Net API
5.8.0
dxFeed .Net API library intended to provide market data access for DX clients
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Builder class for a set of option chains grouped by product or underlying symbol. More...
Public Member Functions | |
OptionChainsBuilder () | |
Creates new option chains builder. More... | |
void | SetExpiration (int expiration) |
Changes day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117). More... | |
void | SetLastTrade (int lastTrade) |
Changes day id of last trading day. Example: DayUtil.GetDayIdByYearMonthDay(20090116). More... | |
void | SetMultiplier (double multiplier) |
Changes market value multiplier. Example: 100, 33.2. More... | |
void | SetSPC (double spc) |
Changes shares per contract for options. Example: 1, 100. More... | |
void | SetAdditionalUnderlyings (string additionalUnderlyings) |
Changes additional underlyings for options, including additional cash. It shall use following format: More... | |
void | SetMMY (string mmy) |
Changes maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source: More... | |
void | SetOptionType (string optionType) |
Changes type of option. It shall use one of following values: More... | |
void | SetExpirationStyle (string expirationStyle) |
Changes expiration cycle style, such as "Weeklys", "Quarterlys". More... | |
void | SetSettlementStyle (string settlementStyle) |
Changes settlement price determination style, such as "Open", "Close". More... | |
void | AddOption (InstrumentProfile option) |
Adds an option instrument to this builder. Option is added to chains for the currently set product and/or underlying to the series that corresponding to all other currently set attributes.This method is safe in the sense that is ignores illegal state of the builder.It only adds an option when all of the following conditions are met: More... | |
Static Public Member Functions | |
static OptionChainsBuilder | Build (ICollection< InstrumentProfile > instruments) |
Builds options chains for all options from the given collections of instrument profiles. More... | |
Properties | |
string | Product [get, set] |
Product for futures and options on futures (underlying asset name). Example: "/YG". More... | |
string | Underlying [get, set] |
Primary underlying symbol for options. Example: "C", "/YGM9" More... | |
string | CFI [get, set] |
Classification of Financial Instruments code (CFI code). It is a mandatory field as it is the only way to distinguish Call/Put option type, American/European exercise, Cash/Physical delivery. 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. Example: "OC" for generic call, "OP" for generic put. More... | |
double | Strike [get, set] |
Strike price for options. Example: 80, 22.5. More... | |
Dictionary< string, OptionChain > | Chains [get] |
Returns a view of chains created by this builder. It updates as new options are added with AddOption method. More... | |
Private Member Functions | |
OptionChain | GetOrCreateChain (string symbol) |
Private Attributes | |
readonly Dictionary< string, OptionChain > | chains = new Dictionary<string, OptionChain>() |
OptionSeries | series = new OptionSeries() |
string | product = string.Empty |
string | underlying = string.Empty |
string | cfi = string.Empty |
Builder class for a set of option chains grouped by product or underlying symbol.
This class is NOT thread-safe and cannot be used from multiple threads without external synchronization.
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inline |
Creates new option chains builder.
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inline |
Adds an option instrument to this builder. Option is added to chains for the currently set product and/or underlying to the series that corresponding to all other currently set attributes.This method is safe in the sense that is ignores illegal state of the builder.It only adds an option when all of the following conditions are met:
Double.NaN
nor Double.isInfinite()
; All the attributes remain set as before after the call to this method, but chains are updated correspondingly.
option | option to add. |
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inlinestatic |
Builds options chains for all options from the given collections of instrument profiles.
instruments | collection of instrument profiles. |
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Changes 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".
additionalUnderlyings | additional underlyings for options, including additional cash. |
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Changes day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117).
expiration | day id of expiration |
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Changes expiration cycle style, such as "Weeklys", "Quarterlys".
expirationStyle | expiration cycle style. |
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Changes day id of last trading day. Example: DayUtil.GetDayIdByYearMonthDay(20090116).
lastTrade | day id of last trading day. |
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Changes maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source:
mmy | maturity month-year as provided for corresponding FIX tag (200). |
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Changes market value multiplier. Example: 100, 33.2.
multiplier | market value multiplier. |
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Changes type of option. It shall use one of following values:
optionType | type of option. |
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Changes settlement price determination style, such as "Open", "Close".
settlementStyle | settlement price determination style. |
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Changes shares per contract for options. Example: 1, 100.
spc | shares per contract for options. |
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getset |
Classification of Financial Instruments code (CFI code). It is a mandatory field as it is the only way to distinguish Call/Put option type, American/European exercise, Cash/Physical delivery. 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. Example: "OC" for generic call, "OP" for generic put.
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Returns a view of chains created by this builder. It updates as new options are added with AddOption method.
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getset |
Product for futures and options on futures (underlying asset name). Example: "/YG".
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getset |
Strike price for options. Example: 80, 22.5.
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getset |
Primary underlying symbol for options. Example: "C", "/YGM9"