IBaseContract Interface

GF API Documentation
Base Contract - parent of contracts with base symbol and different expiration dates.

Namespace:  GF.Api.Contracts.Base
Assembly:  GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

public interface IBaseContract : IComparable

The IBaseContract type exposes the following members.


Public propertyCommissions
Public propertyCompoundType
Compound type
Public propertyContinuousContractRule
Continuous contract creation rule using by default
Public propertyContractGroup
Group where contract belongs to (Currencies, Grains etc)
Public propertyContractKind
Kind of a contract
Public propertyContracts
List of underlying contracts ES : (ESH6, ESM6, ESU6, ESZ6, ESH7, ...)
Public propertyCurrency
Currency of contract
Public propertyDayClose
Day close, in local time zone
Public propertyDescription
Full name - e.g. Mini S&P
Public propertyExchange
Exchange where contract is traded
Public propertyHasOnlyFutureLegs
Is the contract a future-only compound?
Public propertyHasOptionLegs
Is the contract an option compound?
Public propertyID
Base Contract identifier
Public propertyInitialMargin
Initial margin for contract
Public propertyIsCompound
Is the contract a compound contract?
Public propertyIsFuture
Is the contract a future contract?
Public propertyIsIndex
Is the contract a index contract?
Public propertyIsOption
Is the contract an option contract?
Public propertyMaintenanceMargin
Maintenance margin for contract
Public propertyPriceFormat
Price Format
Public propertyPriceMultiplier
Multiplier - power of 10 used for price formatting.
Public propertyProductCalendar
Product Calendar (expiration dates and symbols)
Public propertyStartTime
Trading session start time, in local time zone
Public propertyStopTime
Trading session stop time, in local time zone
Public propertyStrikeDisplayFactor
Display factor of strike price
Public propertySymbol
Symbol - e.g. ES, SP, FDAX etc
Public propertyType
Contract type - pit or electronic

Public methodGetContracts
Gets nearest N contracts according to month/year mask
Public methodGetNearestContract
Gets nearest contract
Public methodGetProperty
Gets list of custom properties of basecontract

BaseContract instance holds common parameters shared among the contracts with same symbol and different month/year.
See Also