Comprehensive information about a specific financial instrument (Symbol). More...

#include <objects.hpp>

Public Attributes
bool	custom
	Is custom symbol.

int32_t	chart_mode
	Price type used for bars generation.

bool	select
	Is symbol selected in Market Watch.

bool	visible
	Is symbol visible in Market Watch.

int64_t	session_deals
	Number of deals in current session.

int64_t	session_buy_orders
	Number of buy orders in current session.

int64_t	session_sell_orders
	Number of sell orders in current session.

int64_t	volume
	Last deal volume.

int64_t	volumehigh
	Max volume of the day.

int64_t	volumelow
	Min volume of the day.

int64_t	time
	Time of the last quote.

int32_t	digits
	Digits after decimal point.

int32_t	spread
	Spread value in points.

bool	spread_float
	Is spread floating.

int32_t	ticks_bookdepth
	Maximal depth of Depth of Market.

int32_t	trade_calc_mode
	Calculation mode.

int32_t	trade_mode
	Trade mode.

int64_t	start_time
	Symbol trading start date.

int64_t	expiration_time
	Symbol expiration date.

int32_t	trade_stops_level
	Minimal indention in points for stops.

int32_t	trade_freeze_level
	Distance to freeze trade operations.

int32_t	trade_exemode
	Trade execution mode.

int32_t	swap_mode
	Swap calculation mode.

int32_t	swap_rollover3days
	Day of triple swap.

bool	margin_hedged_use_leg
	Calculation of hedged margin using larger leg.

int32_t	expiration_mode
	Flags of allowed order expiration modes.

int32_t	filling_mode
	Flags of allowed order filling modes.

int32_t	order_mode
	Flags of allowed order types.

int32_t	order_gtc_mode
	Expiration of Stop Loss and Take Profit.

int32_t	option_mode
	Option type.

int32_t	option_right
	Option right (Call/Put)

double	bid
	Current Bid price.

double	bidhigh
	Max Bid of the day.

double	bidlow
	Min Bid of the day.

double	ask
	Current Ask price.

double	askhigh
	Max Ask of the day.

double	asklow
	Min Ask of the day.

double	last
	Price of the last deal.

double	lasthigh
	Max Last of the day.

double	lastlow
	Min Last of the day.

double	volume_real
	Last deal volume (double)

double	volumehigh_real
	Max volume (double)

double	volumelow_real
	Min volume (double)

double	option_strike
	Option strike price.

double	point
	Symbol point value.

double	trade_tick_value
	Calculated tick value.

double	trade_tick_value_profit
	Calculated tick value for profit.

double	trade_tick_value_loss
	Calculated tick value for loss.

double	trade_tick_size
	Minimal price change.

double	trade_contract_size
	Trade contract size.

double	trade_accrued_interest
	Accrued interest.

double	trade_face_value
	Face value.

double	trade_liquidity_rate
	Liquidity rate.

double	volume_min
	Minimal volume for a deal.

double	volume_max
	Maximal volume for a deal.

double	volume_step
	Minimal volume change step.

double	volume_limit
	Max cumulative volume allowed.

double	swap_long
	Swap for buy positions.

double	swap_short
	Swap for sell positions.

double	margin_initial
	Initial margin requirement.

double	margin_maintenance
	Maintenance margin requirement.

double	session_volume
	Volume of the current session.

double	session_turnover
	Turnover of the current session.

double	session_interest
	Open interest.

double	session_buy_orders_volume
	Volume of buy orders.

double	session_sell_orders_volume
	Volume of sell orders.

double	session_open
	Session open price.

double	session_close
	Session close price.

double	session_aw
	Average weighted session price.

double	session_price_settlement
	Settlement price.

double	session_price_limit_min
	Min price limit.

double	session_price_limit_max
	Max price limit.

double	margin_hedged
	Contract size or margin for hedged positions.

double	price_change
	Price change percentage.

double	price_volatility
	Price volatility.

double	price_theoretical
	Theoretical price.

double	price_greeks_delta
	Option Delta.

double	price_greeks_theta
	Option Theta.

double	price_greeks_gamma
	Option Gamma.

double	price_greeks_vega
	Option Vega.

double	price_greeks_rho
	Option Rho.

double	price_greeks_omega
	Option Omega.

double	price_sensitivity
	Sensitivity.

std::string	basis
	Underlying asset name.

std::string	category
	Symbol category.

std::string	currency_base
	Base currency.

std::string	currency_profit
	Profit currency.

std::string	currency_margin
	Margin currency.

std::string	bank
	Feeder/Bank name.

std::string	description
	Symbol description.

std::string	exchange
	Exchange name.

std::string	formula
	Pricing formula.

std::string	isin
	ISIN code.

std::string	name
	Symbol name.

std::string	page
	Web page.

std::string	path
	Path in symbol tree.

Detailed Description

Comprehensive information about a specific financial instrument (Symbol).

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

include/bbstrader/objects.hpp

Public Attributes

Detailed Description