Class Security
- Namespace
- StockSharp.BusinessEntities
- Assembly
- StockSharp.BusinessEntities.dll
Security (shares, futures, options etc.).
[DataContract]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Security", Description = "SecurityDesc")]
public class Security : Cloneable<Security>, INotifyPropertyChanged
- Inheritance
-
Security
- Implements
- Derived
- Extension Methods
Constructors
Security()
Initializes a new instance of the Security.
public Security()
Properties
AsksCount
Number of sell orders.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Asks", Description = "AsksCountDesc", GroupName = "Statistics", Order = 224)]
[Browsable(false)]
public int? AsksCount { get; set; }
Property Value
- int?
AsksVolume
Total volume in all sell orders.
[Display(ResourceType = typeof(LocalizedStrings), Name = "AsksVolume", Description = "AsksVolumeDesc", GroupName = "Statistics", Order = 223)]
[Browsable(false)]
public decimal? AsksVolume { get; set; }
Property Value
AveragePrice
Average price per session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePrice", Description = "AveragePriceDesc", GroupName = "Statistics", Order = 231)]
[Browsable(false)]
public decimal? AveragePrice { get; set; }
Property Value
BasketCode
Basket security type. Can be null in case of regular security.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Code", Description = "BasketCode", GroupName = "Basket", Order = 200)]
public virtual string BasketCode { get; set; }
Property Value
BasketExpression
Basket security expression. Can be null in case of regular security.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Expression", Description = "ExpressionDesc", GroupName = "Basket", Order = 201)]
public virtual string BasketExpression { get; set; }
Property Value
BestAsk
Best ask in market depth.
[Display(ResourceType = typeof(LocalizedStrings), Name = "BestAsk", Description = "BestAskDesc", GroupName = "Statistics", Order = 207)]
[Browsable(false)]
public QuoteChange? BestAsk { get; set; }
Property Value
BestBid
Best bid in market depth.
[Display(ResourceType = typeof(LocalizedStrings), Name = "BestBid", Description = "BestBidDesc", GroupName = "Statistics", Order = 206)]
[Browsable(false)]
public QuoteChange? BestBid { get; set; }
Property Value
BestPair
Best pair quotes.
[Browsable(false)]
[Display(ResourceType = typeof(LocalizedStrings), Name = "BestPair", Description = "BestPairDot", GroupName = "Statistics", Order = 208)]
public MarketDepthPair BestPair { get; }
Property Value
BidsCount
Number of buy orders.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Bids", Description = "BidsCountDesc", GroupName = "Statistics", Order = 222)]
[Browsable(false)]
public int? BidsCount { get; set; }
Property Value
- int?
BidsVolume
Total volume in all buy orders.
[Display(ResourceType = typeof(LocalizedStrings), Name = "BidsVolume", Description = "BidsVolumeDesc", GroupName = "Statistics", Order = 221)]
[Browsable(false)]
public decimal? BidsVolume { get; set; }
Property Value
BinaryOptionType
Type of binary option.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Binary", Description = "TypeBinaryOption", GroupName = "Derivatives", Order = 103)]
public string BinaryOptionType { get; set; }
Property Value
Board
Exchange board where the security is traded.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Board", Description = "ExchangeBoardDesc", GroupName = "General", Order = 2)]
[Required]
public virtual ExchangeBoard Board { get; set; }
Property Value
BuyBackDate
BuyBack date.
[Browsable(false)]
public DateTimeOffset? BuyBackDate { get; set; }
Property Value
BuyBackPrice
BuyBack price.
[Browsable(false)]
public decimal? BuyBackPrice { get; set; }
Property Value
CfiCode
Type in ISO 10962 standard.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "CfiCode", Description = "CfiCodeDesc", GroupName = "General", Order = 16)]
public string CfiCode { get; set; }
Property Value
Class
Security class.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Class", Description = "SecurityClass", GroupName = "General", Order = 8)]
public string Class { get; set; }
Property Value
ClosePrice
Last trade price for the previous session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "LastTradePrice", Description = "LastTradePriceDesc", GroupName = "Statistics", Order = 203)]
[Browsable(false)]
public decimal? ClosePrice { get; set; }
Property Value
Code
Security code.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Code", Description = "SecCodeDot", GroupName = "General", Order = 1)]
[Required(AllowEmptyStrings = false)]
public string Code { get; set; }
Property Value
CommissionMaker
Commission (maker).
[Browsable(false)]
public decimal? CommissionMaker { get; set; }
Property Value
CommissionTaker
Commission (taker).
[Browsable(false)]
public decimal? CommissionTaker { get; set; }
Property Value
Currency
Trading security currency.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Currency", Description = "CurrencyDesc", GroupName = "General", Order = 6)]
public CurrencyTypes? Currency { get; set; }
Property Value
- CurrencyTypes?
Decimals
Number of digits in price after coma.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Decimals", Description = "DecimalsDesc", GroupName = "General", Order = 13)]
public int? Decimals { get; set; }
Property Value
- int?
Delta
Option delta.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Delta", Description = "OptionDelta", GroupName = "Derivatives", Order = 107)]
[Browsable(false)]
public decimal? Delta { get; set; }
Property Value
ExpiryDate
Security expiration date (for derivatives - expiration, for bonds — redemption).
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "ExpiryDate", Description = "ExpiryDateDesc", GroupName = "General", Order = 14)]
public DateTimeOffset? ExpiryDate { get; set; }
Property Value
ExternalId
Security ID in other systems.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "ExternalId", Description = "ExternalIdDesc", GroupName = "General", Order = 7)]
[TypeConverter(typeof(ExpandableObjectConverter))]
public SecurityExternalId ExternalId { get; set; }
Property Value
FaceValue
Face value.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "FaceValue", Description = "FaceValueDesc", GroupName = "General", Order = 17)]
public decimal? FaceValue { get; set; }
Property Value
Gamma
Option gamma.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Gamma", Description = "OptionGamma", GroupName = "Derivatives", Order = 108)]
[Browsable(false)]
public decimal? Gamma { get; set; }
Property Value
HighBidPrice
Maximum bid during the session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "BidMax", Description = "BidMaxDesc", GroupName = "Statistics", Order = 226)]
[Browsable(false)]
public decimal? HighBidPrice { get; set; }
Property Value
HighPrice
Highest price for the session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "HighestPrice", Description = "HighestPriceForSession", GroupName = "Statistics", Order = 205)]
[Browsable(false)]
public decimal? HighPrice { get; set; }
Property Value
HistoricalVolatility
Volatility (historical).
[Display(ResourceType = typeof(LocalizedStrings), Name = "HV", Description = "HistoricalVolatilityDot", GroupName = "Derivatives", Order = 105)]
[Browsable(false)]
public decimal? HistoricalVolatility { get; set; }
Property Value
Id
Security ID.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Identifier", Description = "SecurityIdDot", GroupName = "General", Order = 0)]
public string Id { get; set; }
Property Value
ImpliedVolatility
Volatility (implied).
[Display(ResourceType = typeof(LocalizedStrings), Name = "IV", Description = "ImpliedVolatilityDot", GroupName = "Derivatives", Order = 104)]
[Browsable(false)]
public decimal? ImpliedVolatility { get; set; }
Property Value
IssueDate
Date of issue.
[Display(ResourceType = typeof(LocalizedStrings), Name = "IssueDate", Description = "IssueDateDot", GroupName = "General", Order = 22)]
[DataMember]
public DateTimeOffset? IssueDate { get; set; }
Property Value
IssueSize
Number of issued contracts.
[Display(ResourceType = typeof(LocalizedStrings), Name = "IssueSize", Description = "IssueSizeDot", GroupName = "General", Order = 21)]
[DataMember]
public decimal? IssueSize { get; set; }
Property Value
LastChangeTime
Time of the last instrument change.
[Browsable(false)]
public DateTimeOffset LastChangeTime { get; set; }
Property Value
LastTick
Information about the last trade. If during the session on the instrument there were no trades, the value equals to null.
[TypeConverter(typeof(ExpandableObjectConverter))]
[Display(ResourceType = typeof(LocalizedStrings), Name = "LastTrade", Description = "LastTradeDesc", GroupName = "Statistics", Order = 201)]
[Browsable(false)]
public ITickTradeMessage LastTick { get; set; }
Property Value
LastTrade
Information about the last trade. If during the session on the instrument there were no trades, the value equals to null.
[TypeConverter(typeof(ExpandableObjectConverter))]
[Display(ResourceType = typeof(LocalizedStrings), Name = "LastTrade", Description = "LastTradeDesc", GroupName = "Statistics", Order = 201)]
[Browsable(false)]
[Obsolete("Use LastTick property.")]
public Trade LastTrade { get; }
Property Value
LocalTime
Local time of the last instrument change.
[Browsable(false)]
public DateTimeOffset LocalTime { get; set; }
Property Value
LowAskPrice
Minimum ask during the session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "AskMin", Description = "AskMinDesc", GroupName = "Statistics", Order = 227)]
[Browsable(false)]
public decimal? LowAskPrice { get; set; }
Property Value
LowPrice
Lowest price for the session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "LowPrice", Description = "LowPriceForSession", GroupName = "Statistics", Order = 204)]
[Browsable(false)]
public decimal? LowPrice { get; set; }
Property Value
MarginBuy
Initial margin to buy.
[Display(ResourceType = typeof(LocalizedStrings), Name = "MarginBuy", Description = "MarginBuyDesc", GroupName = "Statistics", Order = 212)]
[Browsable(false)]
public decimal? MarginBuy { get; set; }
Property Value
MarginSell
Initial margin to sell.
[Display(ResourceType = typeof(LocalizedStrings), Name = "MarginSell", Description = "MarginSellDesc", GroupName = "Statistics", Order = 213)]
[Browsable(false)]
public decimal? MarginSell { get; set; }
Property Value
MaxPrice
Upper price limit.
[Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMax", Description = "PriceMaxLimit", GroupName = "Statistics", Order = 211)]
[Browsable(false)]
public decimal? MaxPrice { get; set; }
Property Value
MaxVolume
Maximum volume allowed in order.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "MaxVolume", Description = "MaxVolumeDesc", GroupName = "General", Order = 11)]
public decimal? MaxVolume { get; set; }
Property Value
MinPrice
Lower price limit.
[Display(ResourceType = typeof(LocalizedStrings), Name = "PriceMin", Description = "PriceMinLimit", GroupName = "Statistics", Order = 210)]
[Browsable(false)]
public decimal? MinPrice { get; set; }
Property Value
MinVolume
Minimum volume allowed in order.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "MinVolume", Description = "MinVolumeDesc", GroupName = "General", Order = 10)]
public decimal? MinVolume { get; set; }
Property Value
Multiplier
Lot multiplier.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Lot", Description = "LotVolume", GroupName = "General", Order = 12)]
public decimal? Multiplier { get; set; }
Property Value
Name
Security name.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Name", Description = "SecurityName", GroupName = "General", Order = 4)]
public string Name { get; set; }
Property Value
OpenInterest
Number of open positions (open interest).
[Display(ResourceType = typeof(LocalizedStrings), Name = "OpenInterest", Description = "OpenInterestDesc", GroupName = "Statistics", Order = 220)]
[Browsable(false)]
public decimal? OpenInterest { get; set; }
Property Value
OpenPrice
First trade price for the session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "FirstTradePrice", Description = "FirstTradePriceForSession", GroupName = "Statistics", Order = 202)]
[Browsable(false)]
public decimal? OpenPrice { get; set; }
Property Value
OptionStyle
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OptionStyle", Description = "OptionStyleDesc", GroupName = "General", Order = 19)]
public OptionStyles? OptionStyle { get; set; }
Property Value
OptionType
Option type.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OptionType", Description = "OptionContractType", GroupName = "Derivatives", Order = 101)]
public OptionTypes? OptionType { get; set; }
Property Value
PriceStep
Minimum price step.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "PriceStep", Description = "MinPriceStep", GroupName = "General", Order = 9)]
public decimal? PriceStep { get; set; }
Property Value
PrimaryId
Identifier on primary exchange.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "PrimaryId", Description = "PrimaryIdDesc", GroupName = "General", Order = 20)]
public string PrimaryId { get; set; }
Property Value
Rho
Option rho.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Rho", Description = "OptionRho", GroupName = "Derivatives", Order = 111)]
[Browsable(false)]
public decimal? Rho { get; set; }
Property Value
SettlementDate
Settlement date for security (for derivatives and bonds).
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "SettlementDate", Description = "SettlementDateForSecurity", GroupName = "General", Order = 15)]
public DateTimeOffset? SettlementDate { get; set; }
Property Value
SettlementPrice
Settlement price.
[Display(ResourceType = typeof(LocalizedStrings), Name = "SettlementPrice", Description = "SettlementPriceDesc", GroupName = "Statistics", Order = 230)]
[Browsable(false)]
public decimal? SettlementPrice { get; set; }
Property Value
SettlementType
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Settlement", Description = "SettlementTypeDesc", GroupName = "General", Order = 18)]
public SettlementTypes? SettlementType { get; set; }
Property Value
ShortName
Short security name.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "ShortName", Description = "ShortNameDesc", GroupName = "General", Order = 5)]
public string ShortName { get; set; }
Property Value
Shortable
Can have short positions.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Shortable", Description = "ShortableDesc", GroupName = "General", Order = 22)]
[DataMember]
public bool? Shortable { get; set; }
Property Value
- bool?
State
Current state of security.
[Display(ResourceType = typeof(LocalizedStrings), Name = "State", Description = "SecurityState", GroupName = "Statistics", Order = 209)]
[Browsable(false)]
public SecurityStates? State { get; set; }
Property Value
StepPrice
Step price.
[Display(ResourceType = typeof(LocalizedStrings), Name = "StepPrice", Description = "StepPriceDesc", GroupName = "Statistics", Order = 200)]
[Browsable(false)]
public decimal? StepPrice { get; set; }
Property Value
Strike
Option strike price.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Strike", Description = "OptionStrikePrice", GroupName = "Derivatives", Order = 102)]
public decimal? Strike { get; set; }
Property Value
TheorPrice
Theoretical price.
[Display(ResourceType = typeof(LocalizedStrings), Name = "TheorPrice", Description = "TheoreticalPrice", GroupName = "Derivatives", Order = 106)]
[Browsable(false)]
public decimal? TheorPrice { get; set; }
Property Value
Theta
Option theta.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Theta", Description = "OptionTheta", GroupName = "Derivatives", Order = 110)]
[Browsable(false)]
public decimal? Theta { get; set; }
Property Value
TradesCount
Number of trades.
[Display(ResourceType = typeof(LocalizedStrings), Name = "TradesOf", Description = "LimitOrderTif", GroupName = "Statistics", Order = 225)]
[Browsable(false)]
public int? TradesCount { get; set; }
Property Value
- int?
Turnover
Turnover.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Turnover", Description = "TurnoverDot", GroupName = "Statistics", Order = 232)]
[Browsable(false)]
public decimal? Turnover { get; set; }
Property Value
Type
Security type.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Type", Description = "SecurityTypeDesc", GroupName = "General", Order = 3)]
public virtual SecurityTypes? Type { get; set; }
Property Value
UnderlyingSecurityId
Underlying asset on which the current security is built.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingAsset", Description = "UnderlyingAssetDesc", GroupName = "Derivatives", Order = 100)]
public string UnderlyingSecurityId { get; set; }
Property Value
UnderlyingSecurityMinVolume
Minimum volume allowed in order for underlying security.
[Display(ResourceType = typeof(LocalizedStrings), Name = "UnderlyingMinVolume", Description = "UnderlyingMinVolumeDesc", GroupName = "Derivatives", Order = 104)]
[DataMember]
public decimal? UnderlyingSecurityMinVolume { get; set; }
Property Value
UnderlyingSecurityType
Underlying security type.
[Display(ResourceType = typeof(LocalizedStrings), Name = "AssetType", Description = "UnderlyingSecurityTypeDot", GroupName = "Derivatives", Order = 103)]
[DataMember]
public SecurityTypes? UnderlyingSecurityType { get; set; }
Property Value
VWAP
Average price.
[Display(ResourceType = typeof(LocalizedStrings), Name = "AveragePrice", Description = "AveragePriceDot", GroupName = "Statistics", Order = 229)]
[Browsable(false)]
public decimal? VWAP { get; set; }
Property Value
Vega
Option vega.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Vega", Description = "OptionVega", GroupName = "Derivatives", Order = 109)]
[Browsable(false)]
public decimal? Vega { get; set; }
Property Value
Volume
Volume per session.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Volume", Description = "VolumeDesc", GroupName = "Statistics", Order = 232)]
[Browsable(false)]
public decimal? Volume { get; set; }
Property Value
VolumeStep
Minimum volume step.
[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeStep", Description = "MinVolStep", GroupName = "General", Order = 10)]
public decimal? VolumeStep { get; set; }
Property Value
Yield
Yield.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Yield", Description = "YieldDot", GroupName = "Statistics", Order = 228)]
[Browsable(false)]
public decimal? Yield { get; set; }
Property Value
Methods
Clone()
Create a copy of Security.
public override Security Clone()
Returns
- Security
Copy.
CopyTo(Security)
To copy fields of the current instrument to destination
.
public void CopyTo(Security destination)
Parameters
destination
SecurityThe instrument in which you should to copy fields.
Notify(string)
To call the event PropertyChanged.
protected void Notify(string propName = null)
Parameters
propName
stringProperty name.
ToString()
public override string ToString()