Skip to content

Latest commit

 

History

History
98 lines (93 loc) · 4.53 KB

Instrument.md

File metadata and controls

98 lines (93 loc) · 4.53 KB

Instrument

Properties

Name Type Description Notes
symbol String
rootSymbol String [optional]
state String [optional]
typ String [optional]
listing OffsetDateTime [optional]
front OffsetDateTime [optional]
expiry OffsetDateTime [optional]
settle OffsetDateTime [optional]
listedSettle OffsetDateTime [optional]
positionCurrency String [optional]
underlying String [optional]
quoteCurrency String [optional]
underlyingSymbol String [optional]
reference String [optional]
referenceSymbol String [optional]
calcInterval OffsetDateTime [optional]
publishInterval OffsetDateTime [optional]
publishTime OffsetDateTime [optional]
maxOrderQty Long [optional]
maxPrice Double [optional]
lotSize Long [optional]
tickSize Double [optional]
multiplier Long [optional]
settlCurrency String [optional]
underlyingToPositionMultiplier Long [optional]
underlyingToSettleMultiplier Long [optional]
quoteToSettleMultiplier Long [optional]
isQuanto Boolean [optional]
isInverse Boolean [optional]
initMargin Double [optional]
maintMargin Double [optional]
riskLimit Long [optional]
riskStep Long [optional]
limit Double [optional]
taxed Boolean [optional]
deleverage Boolean [optional]
makerFee Double [optional]
takerFee Double [optional]
settlementFee Double [optional]
fundingBaseSymbol String [optional]
fundingQuoteSymbol String [optional]
fundingPremiumSymbol String [optional]
fundingTimestamp OffsetDateTime [optional]
fundingInterval OffsetDateTime [optional]
fundingRate Double [optional]
indicativeFundingRate Double [optional]
rebalanceTimestamp OffsetDateTime [optional]
rebalanceInterval OffsetDateTime [optional]
prevClosePrice Double [optional]
limitDownPrice Double [optional]
limitUpPrice Double [optional]
totalVolume Long [optional]
volume Long [optional]
volume24h Long [optional]
prevTotalTurnover Long [optional]
totalTurnover Long [optional]
turnover Long [optional]
turnover24h Long [optional]
homeNotional24h Double [optional]
foreignNotional24h Double [optional]
prevPrice24h Double [optional]
vwap Double [optional]
highPrice Double [optional]
lowPrice Double [optional]
lastPrice Double [optional]
lastPriceProtected Double [optional]
lastTickDirection String [optional]
lastChangePcnt Double [optional]
bidPrice Double [optional]
midPrice Double [optional]
askPrice Double [optional]
impactBidPrice Double [optional]
impactMidPrice Double [optional]
impactAskPrice Double [optional]
hasLiquidity Boolean [optional]
openInterest Long [optional]
openValue Long [optional]
fairMethod String [optional]
fairBasisRate Double [optional]
fairBasis Double [optional]
fairPrice Double [optional]
markMethod String [optional]
markPrice Double [optional]
indicativeSettlePrice Double [optional]
settledPriceAdjustmentRate Double [optional]
settledPrice Double [optional]
instantPnl Boolean [optional]
minTick Double [optional]
timestamp OffsetDateTime [optional]