Most, if not all, information about contracts is standardized. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv. More...

Inheritance diagram for Lusid.Sdk.Model.FuturesContractDetails:

[legend]

Public Member Functions
	FuturesContractDetails (string domCcy=default(string), string fgnCcy=default(string), string assetClass=default(string), string contractCode=default(string), string contractMonth=default(string), decimal contractSize=default(decimal), string convention=default(string), string country=default(string), string description=default(string), string exchangeCode=default(string), string exchangeName=default(string), decimal tickerStep=default(decimal), decimal unitValue=default(decimal), List< string > calendars=default(List< string >), string deliveryType=default(string))
	Initializes a new instance of the FuturesContractDetails class. More...

override string	ToString ()
	Returns the string presentation of the object More...

virtual string	ToJson ()
	Returns the JSON string presentation of the object More...

override bool	Equals (object input)
	Returns true if objects are equal More...

bool	Equals (FuturesContractDetails input)
	Returns true if FuturesContractDetails instances are equal More...

override int	GetHashCode ()
	Gets the hash code More...

Protected Member Functions
	FuturesContractDetails ()
	Initializes a new instance of the FuturesContractDetails class. More...

Properties
string	DomCcy `[get, set]`
	Currency in which the contract is paid. More...

string	FgnCcy `[get, set]`
	Currency of the underlying, for use with FX Futures More...

string	AssetClass `[get, set]`
	The asset class of the underlying. Optional and will default to Unknown if not set. Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money]. More...

string	ContractCode `[get, set]`
	The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc. More...

string	ContractMonth `[get, set]`
	Which month does the contract trade for. Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z]. More...

decimal	ContractSize `[get, set]`
	Size of a single contract. More...

string	Convention `[get, set]`
	If appropriate, the day count convention method used in pricing (rates futures). For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]. More...

string	Country `[get, set]`
	Country (code) for the exchange. More...

string	Description `[get, set]`
	Description of contract. More...

string	ExchangeCode `[get, set]`
	Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code). More...

string	ExchangeName `[get, set]`
	Exchange name (for when code is not automatically recognised). More...

decimal	TickerStep `[get, set]`
	Minimal step size change in ticker. More...

decimal	UnitValue `[get, set]`
	The value in the currency of a 1 unit change in the contract price. More...

List< string >	Calendars `[get, set]`
	Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures). More...

string	DeliveryType `[get, set]`
	Delivery type to be used on settling the contract. Optional: Defaults to DeliveryType.Physical if not provided. Supported string (enumeration) values are: [Cash, Physical]. More...

Detailed Description

Most, if not all, information about contracts is standardized. See, e.g. https://www.cmegroup.com/ for common codes and similar data. This appears to be in common use by well known market information providers, e.g. Bloomberg and Refinitiv.

Constructor & Destructor Documentation

◆ FuturesContractDetails() [1/2]

Lusid.Sdk.Model.FuturesContractDetails.FuturesContractDetails ( )

inlineprotected

Initializes a new instance of the FuturesContractDetails class.

◆ FuturesContractDetails() [2/2]

Lusid.Sdk.Model.FuturesContractDetails.FuturesContractDetails	(	string	domCcy = `default(string)`,
		string	fgnCcy = `default(string)`,
		string	assetClass = `default(string)`,
		string	contractCode = `default(string)`,
		string	contractMonth = `default(string)`,
		decimal	contractSize = `default(decimal)`,
		string	convention = `default(string)`,
		string	country = `default(string)`,
		string	description = `default(string)`,
		string	exchangeCode = `default(string)`,
		string	exchangeName = `default(string)`,
		decimal	tickerStep = `default(decimal)`,
		decimal	unitValue = `default(decimal)`,
		List< string >	calendars = `default(List<string>)`,
		string	deliveryType = `default(string)`
	)

inline

Initializes a new instance of the FuturesContractDetails class.

Parameters

domCcy	Currency in which the contract is paid. (required).
fgnCcy	Currency of the underlying, for use with FX Futures.
assetClass	The asset class of the underlying. Optional and will default to Unknown if not set. Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money]..
contractCode	The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc. (required).
contractMonth	Which month does the contract trade for. Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z]..
contractSize	Size of a single contract. (required).
convention	If appropriate, the day count convention method used in pricing (rates futures). For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM]..
country	Country (code) for the exchange..
description	Description of contract..
exchangeCode	Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code). (required).
exchangeName	Exchange name (for when code is not automatically recognised)..
tickerStep	Minimal step size change in ticker..
unitValue	The value in the currency of a 1 unit change in the contract price..
calendars	Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures)..
deliveryType	Delivery type to be used on settling the contract. Optional: Defaults to DeliveryType.Physical if not provided. Supported string (enumeration) values are: [Cash, Physical]..

Member Function Documentation

◆ Equals() [1/2]

bool Lusid.Sdk.Model.FuturesContractDetails.Equals ( FuturesContractDetails input )

inline

Returns true if FuturesContractDetails instances are equal

Parameters

input Instance of FuturesContractDetails to be compared

Returns: Boolean

◆ Equals() [2/2]

override bool Lusid.Sdk.Model.FuturesContractDetails.Equals ( object input )

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ GetHashCode()

override int Lusid.Sdk.Model.FuturesContractDetails.GetHashCode ( )

inline

Gets the hash code

Returns: Hash code

◆ ToJson()

virtual string Lusid.Sdk.Model.FuturesContractDetails.ToJson ( )

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

override string Lusid.Sdk.Model.FuturesContractDetails.ToString ( )

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ AssetClass

string Lusid.Sdk.Model.FuturesContractDetails.AssetClass

getset

The asset class of the underlying. Optional and will default to Unknown if not set. Supported string (enumeration) values are: [InterestRates, FX, Inflation, Equities, Credit, Commodities, Money].

◆ Calendars

List<string> Lusid.Sdk.Model.FuturesContractDetails.Calendars

getset

Holiday calendars that apply to yield-to-price conversions (i.e. for BRL futures).

◆ ContractCode

string Lusid.Sdk.Model.FuturesContractDetails.ContractCode

getset

The contract code used by the exchange, e.g. “CL” for Crude Oil, “ES” for E-mini SP 500, “FGBL” for Bund Futures, etc.

◆ ContractMonth

string Lusid.Sdk.Model.FuturesContractDetails.ContractMonth

getset

Which month does the contract trade for. Supported string (enumeration) values are: [F, G, H, J, K, M, N, Q, U, V, X, Z].

◆ ContractSize

decimal Lusid.Sdk.Model.FuturesContractDetails.ContractSize

getset

Size of a single contract.

◆ Convention

string Lusid.Sdk.Model.FuturesContractDetails.Convention

getset

If appropriate, the day count convention method used in pricing (rates futures). For more information on day counts, see knowledge base article KA-01798 Supported string (enumeration) values are: [Actual360, Act360, MoneyMarket, Actual365, Act365, Thirty360, ThirtyU360, Bond, ThirtyE360, EuroBond, ActualActual, ActAct, ActActIsda, ActActIsma, ActActIcma, OneOne, Act364, Act365F, Act365L, Act365_25, Act252, Bus252, NL360, NL365, ActActAFB, Act365Cad, ThirtyActIsda, Thirty365Isda, ThirtyEActIsda, ThirtyE360Isda, ThirtyE365Isda, ThirtyU360EOM].

◆ Country

string Lusid.Sdk.Model.FuturesContractDetails.Country

getset

Country (code) for the exchange.

◆ DeliveryType

string Lusid.Sdk.Model.FuturesContractDetails.DeliveryType

getset

Delivery type to be used on settling the contract. Optional: Defaults to DeliveryType.Physical if not provided. Supported string (enumeration) values are: [Cash, Physical].

◆ Description

string Lusid.Sdk.Model.FuturesContractDetails.Description

getset

Description of contract.

◆ DomCcy

string Lusid.Sdk.Model.FuturesContractDetails.DomCcy

getset

Currency in which the contract is paid.

◆ ExchangeCode

string Lusid.Sdk.Model.FuturesContractDetails.ExchangeCode

getset

Exchange code for contract. This can be any string to uniquely identify the exchange (e.g. Exchange Name, MIC, BBG code).

◆ ExchangeName

string Lusid.Sdk.Model.FuturesContractDetails.ExchangeName

getset

Exchange name (for when code is not automatically recognised).

◆ FgnCcy

string Lusid.Sdk.Model.FuturesContractDetails.FgnCcy

getset

Currency of the underlying, for use with FX Futures

◆ TickerStep

decimal Lusid.Sdk.Model.FuturesContractDetails.TickerStep

getset

Minimal step size change in ticker.

◆ UnitValue

decimal Lusid.Sdk.Model.FuturesContractDetails.UnitValue

getset

The value in the currency of a 1 unit change in the contract price.

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

/home/docs/checkouts/readthedocs.org/user_builds/lusid-sdk-csharp/checkouts/latest/sdk/Lusid.Sdk/Model/FuturesContractDetails.cs

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ FuturesContractDetails() [1/2]

◆ FuturesContractDetails() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ToJson()

◆ ToString()

Property Documentation

◆ AssetClass

◆ Calendars

◆ ContractCode

◆ ContractMonth

◆ ContractSize

◆ Convention

◆ Country

◆ DeliveryType

◆ Description

◆ DomCcy

◆ ExchangeCode

◆ ExchangeName

◆ FgnCcy

◆ TickerStep

◆ UnitValue