Market Class

Class representing a single tradable market.

Definition

Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
C#
public class Market
Inheritance
Object    Market

Remarks

This could be an outright future, exchange supported strategy or an option.

Only markets have prices associated with them and only markets can have orders placed in them. Contracts and Exchanges provide just a hierarchy grouping the markets together.

Properties

ActivationDate The date when this contract can be first be traded.
CategoryThe contract category if known.
Contract The contract that this market belongs to.
ContractID The identifier of the contract that this market is for.
ContractType The type of the contract, e.g. Future or option.
Currency Three letter code for the currency that this market trades in.
DayChangeTime The markets day change time.
DayChangeTimeAlt The markets alternate day change time.
DayChangeTimeExceptions Exceptions to the markets day change time.
Decimals The number of decimal places for the market prices.
DelistDate The date when t4 delists this market and ceases rolling over positions.
DepthBuffer Returns the current subscription buffering level for this market.
DepthLevels Returns the current level of depth for this market.
Description Descriptive name of the market.
Details Semi-colon delimited list of additional details of the market, such as strike price, minute marker type.
Enabled Whether this market is enabled
Exchange The exchange that this market belongs to.
ExchangeDelistDate The date when the exchange delists this market, for UDS markets this would be end of day or end of week even though the legs can trade beyond that.
ExchangeID The identifier of the exchange that this market is for.
ExpiryDate The expiry month for the market.
Host Reference to the api Host object.
LastTradingDate The date when this contract can be last traded.
Legs The legs for this market if it is a strategy market.
MarketID Unique identifier for the market.
MarketRef Reference id for this market as provided by the exchange. May be a meaningless number.
MinCabPrice The minimum cabinet price for the market if there is one.
MinPriceIncrement The minimum price movement.
OrderTypes Returns the flags of order types that are supported by the exchange for this market.
PointValue The cash value of an integral decimal price value.
PriceCode The custom price format code for the market if any.
StrategyRatio The price ratio for the strategy if supplied by the exchange
StrategyType The type of strategy this market is, if any.
StrikePrice The strike price for the market, if any, in the price format of the underlying.
Underlying Return the underlying market, if any.
VolumeIncrement The minimum increment in number of contracts that can be traded.
VTT List of variable tick table definitions, if any.

Methods

AddPriceIncrements Add the specified number of minimum price increments to the specified price.
BeginRequestChartData(DateTime, DateTime, ChartDataType, IChartDataRequestChartDataCompleteEventHandler) Requests historical chart data.
BeginRequestChartData(DateTime, DateTime, DateTime, DateTime, ChartDataType, IChartDataRequestChartDataCompleteEventHandler) Requests historical chart data for a specified trading session.
CashToPrice Convert the specified cash amount into it's equivalent decimal price.
ClearingToPrice Converts the specified clearing price into it's trading decimal price.
DepthSubscribe Method to subscribe and unsubscribe from the market.
DepthSubscribe(DepthBuffer, DepthLevels) Method to subscribe and unsubscribe from the market.
DepthUnsubscribe Method to unsubscribe from the market.
DisplayToPrice Convert the display string into a decimal price.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetDepth Returns the last depth received from the server.
GetExpiryDate Returns the ExpiryDate as a real date.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetHighLow Returns the last high low information received.
GetIndicativeOpen Returns the last indicative opening received from the server.
GetPriceLimits Returns the last price limit information received.
GetSettlement Returns the last settlement data received.
GetTrade Returns the last trade received from the server.
GetTradeDate Calculate and return the current trading day.
GetTradeDate(DateTime) Calculate and return the trading day for the specified datetime.
GetTypeGets the Type of the current instance.
(Inherited from Object)
IsDepthBufferSet Determines if the specified depth buffer level is covered by the source.
IsDepthTradeFeed Determines if the specified buffer level includes a trade feed or not.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
PriceToCash Convert the specified decimal price into it's cash equivalent.
PriceToClearing Converts the specified trading decimal price into it's clearing price format, if known.
PriceToDisplay Convert the specified decimal price into it's display string.
PriceToReal Converts the specified trading decimal price into it's real price format, if known.
RealToPrice Converts the specified real format price into it's trading decimal price.
RoundPriceDown Round the specified price down to the nearest valid price.
RoundPriceUp Round the specified price up to the nearest valid price.
ToString Display the market description.
(Overrides ObjectToString)
ValidatePrice Validate the price specified.

Events

MarketCheckSubscription Event raised to check the subscription status.
MarketDepthUpdate Event raised when depth is updated.
MarketDetails Event raised when a market is loaded or the details change.
MarketHighLow Event raised when the high low changes.
MarketPriceLimits Event raised when the price limits change.
MarketSettlement Event raised when the settlement data changes.
MarketTrade Event raised when a trade occurs.

Fields

TradeHistory Returns the latest trade volume information received.
TradeVolume Returns the latest trade volume information received.

See Also