The time invariant unique identifier of the quote. Combined with the effective datetime of the quote this uniquely identifies the quote. This can be thought of as a unique identifier for a time series of quotes. More...

Inheritance diagram for Lusid.Sdk.Model.QuoteSeriesId:

[legend]

Public Types
enum class	InstrumentIdTypeEnum { LusidInstrumentId = 1 , Figi = 2 , RIC = 3 , QuotePermId = 4 , Isin = 5 , CurrencyPair = 6 , ClientInternal = 7 , Sedol = 8 , Cusip = 9 }
	The type of instrument identifier used to uniquely identify the instrument that the quote is for. Available values: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip. More...

enum class	QuoteTypeEnum { Price = 1 , Spread = 2 , Rate = 3 , LogNormalVol = 4 , NormalVol = 5 , ParSpread = 6 , IsdaSpread = 7 , Upfront = 8 , Index = 9 , Ratio = 10 , Delta = 11 , PoolFactor = 12 , InflationAssumption = 13 , DirtyPrice = 14 , PrincipalWriteOff = 15 , InterestDeferred = 16 , InterestShortfall = 17 , ConstituentWeightFactor = 18 }
	The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor. More...

Public Member Functions
	QuoteSeriesId (string provider=default(string), string priceSource=default(string), string instrumentId=default(string), InstrumentIdTypeEnum instrumentIdType=default(InstrumentIdTypeEnum), QuoteTypeEnum quoteType=default(QuoteTypeEnum), string field=default(string))
	Initializes a new instance of the QuoteSeriesId class. More...

bool	ShouldSerializeEntityUniqueId ()
	Returns false as EntityUniqueId should not be serialized given that it's read-only. 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 (QuoteSeriesId input)
	Returns true if QuoteSeriesId instances are equal More...

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

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

Properties
InstrumentIdTypeEnum	InstrumentIdType `[get, set]`
	The type of instrument identifier used to uniquely identify the instrument that the quote is for. Available values: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip. More...

QuoteTypeEnum	QuoteType `[get, set]`
	The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor. More...

string	Provider `[get, set]`
	The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes, ICE, LSEG More...

string	PriceSource `[get, set]`
	The source or originator of the quote, e.g. a bank or financial institution. More...

string	InstrumentId `[get, set]`
	The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'. More...

string	Field `[get, set]`
	The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : Any value is accepted; DataScope : 'bid', 'mid', 'ask'; Lusid : Any value is accepted; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE' More...

string	EntityUniqueId `[get]`
	The entity unique ID of the quote series. Together with the InstrumentId, EffectiveAt and AsAt this can uniquely identify a single quote. This field is readonly and cannot be provided on upsert. More...

Detailed Description

The time invariant unique identifier of the quote. Combined with the effective datetime of the quote this uniquely identifies the quote. This can be thought of as a unique identifier for a time series of quotes.

Member Enumeration Documentation

◆ InstrumentIdTypeEnum

enum Lusid.Sdk.Model.QuoteSeriesId.InstrumentIdTypeEnum

strong

The type of instrument identifier used to uniquely identify the instrument that the quote is for. Available values: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip.

Enumerator
LusidInstrumentId	Enum LusidInstrumentId for value: LusidInstrumentId
Figi	Enum Figi for value: Figi
RIC	Enum RIC for value: RIC
QuotePermId	Enum QuotePermId for value: QuotePermId
Isin	Enum Isin for value: Isin
CurrencyPair	Enum CurrencyPair for value: CurrencyPair
ClientInternal	Enum ClientInternal for value: ClientInternal
Sedol	Enum Sedol for value: Sedol
Cusip	Enum Cusip for value: Cusip

◆ QuoteTypeEnum

enum Lusid.Sdk.Model.QuoteSeriesId.QuoteTypeEnum

strong

The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.

Enumerator
Price	Enum Price for value: Price
Spread	Enum Spread for value: Spread
Rate	Enum Rate for value: Rate
LogNormalVol	Enum LogNormalVol for value: LogNormalVol
NormalVol	Enum NormalVol for value: NormalVol
ParSpread	Enum ParSpread for value: ParSpread
IsdaSpread	Enum IsdaSpread for value: IsdaSpread
Upfront	Enum Upfront for value: Upfront
Index	Enum Index for value: Index
Ratio	Enum Ratio for value: Ratio
Delta	Enum Delta for value: Delta
PoolFactor	Enum PoolFactor for value: PoolFactor
InflationAssumption	Enum InflationAssumption for value: InflationAssumption
DirtyPrice	Enum DirtyPrice for value: DirtyPrice
PrincipalWriteOff	Enum PrincipalWriteOff for value: PrincipalWriteOff
InterestDeferred	Enum InterestDeferred for value: InterestDeferred
InterestShortfall	Enum InterestShortfall for value: InterestShortfall
ConstituentWeightFactor	Enum ConstituentWeightFactor for value: ConstituentWeightFactor

Constructor & Destructor Documentation

◆ QuoteSeriesId() [1/2]

Lusid.Sdk.Model.QuoteSeriesId.QuoteSeriesId ( )

inlineprotected

Initializes a new instance of the QuoteSeriesId class.

◆ QuoteSeriesId() [2/2]

Lusid.Sdk.Model.QuoteSeriesId.QuoteSeriesId	(	string	provider = `default(string)`,
		string	priceSource = `default(string)`,
		string	instrumentId = `default(string)`,
		InstrumentIdTypeEnum	instrumentIdType = `default(InstrumentIdTypeEnum)`,
		QuoteTypeEnum	quoteType = `default(QuoteTypeEnum)`,
		string	field = `default(string)`
	)

inline

Initializes a new instance of the QuoteSeriesId class.

Parameters

provider	The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes, ICE, LSEG (required).
priceSource	The source or originator of the quote, e.g. a bank or financial institution..
instrumentId	The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'. (required).
instrumentIdType	The type of instrument identifier used to uniquely identify the instrument that the quote is for. Available values: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip. (required).
quoteType	The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor. (required).
field	The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : Any value is accepted; DataScope : 'bid', 'mid', 'ask'; Lusid : Any value is accepted; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE' (required).

Member Function Documentation

◆ Equals() [1/2]

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

inline

Returns true if objects are equal

Parameters

input Object to be compared

Returns: Boolean

◆ Equals() [2/2]

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

inline

Returns true if QuoteSeriesId instances are equal

Parameters

input Instance of QuoteSeriesId to be compared

Returns: Boolean

◆ GetHashCode()

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

inline

Gets the hash code

Returns: Hash code

◆ ShouldSerializeEntityUniqueId()

bool Lusid.Sdk.Model.QuoteSeriesId.ShouldSerializeEntityUniqueId ( )

inline

Returns false as EntityUniqueId should not be serialized given that it's read-only.

Returns: false (boolean)

◆ ToJson()

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

inlinevirtual

Returns the JSON string presentation of the object

Returns: JSON string presentation of the object

◆ ToString()

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

inline

Returns the string presentation of the object

Returns: String presentation of the object

Property Documentation

◆ EntityUniqueId

string Lusid.Sdk.Model.QuoteSeriesId.EntityUniqueId

get

The entity unique ID of the quote series. Together with the InstrumentId, EffectiveAt and AsAt this can uniquely identify a single quote. This field is readonly and cannot be provided on upsert.

◆ Field

string Lusid.Sdk.Model.QuoteSeriesId.Field

getset

The field of the quote e.g. bid, mid, ask etc. This should be consistent across a time series of quotes. The allowed values depend on the provider according to the following rules: Client : Any value is accepted; DataScope : 'bid', 'mid', 'ask'; Lusid : Any value is accepted; Edi : 'bid', 'mid', 'ask', 'open', 'close', 'last'; TraderMade : 'bid', 'mid', 'ask', 'open', 'close', 'high', 'low'; FactSet : 'bid', 'mid', 'ask', 'open', 'close'; SIX : 'bid', 'mid', 'ask', 'open', 'close', 'last', 'referencePrice', 'highPrice', 'lowPrice', 'maxRedemptionPrice', 'maxSubscriptionPrice', 'openPrice', 'bestBidPrice', 'lastBidPrice', 'bestAskPrice', 'lastAskPrice', 'finalSettlementOptions', 'finalSettlementFutures', 'valuationPriceAmount'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'; ICE : 'ask', 'bid', 'close', 'high', 'low', 'open', 'primaryExchangeTradePrice', 'vwap', 'mid'; LSEG : 'ASK', 'BID', 'MID_PRICE'

◆ InstrumentId

string Lusid.Sdk.Model.QuoteSeriesId.InstrumentId

getset

The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.

◆ InstrumentIdType

InstrumentIdTypeEnum Lusid.Sdk.Model.QuoteSeriesId.InstrumentIdType

getset

The type of instrument identifier used to uniquely identify the instrument that the quote is for. Available values: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip.

◆ PriceSource

string Lusid.Sdk.Model.QuoteSeriesId.PriceSource

getset

The source or originator of the quote, e.g. a bank or financial institution.

◆ Provider

string Lusid.Sdk.Model.QuoteSeriesId.Provider

getset

The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes, ICE, LSEG

◆ QuoteType

QuoteTypeEnum Lusid.Sdk.Model.QuoteSeriesId.QuoteType

getset

The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. Available values: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice, PrincipalWriteOff, InterestDeferred, InterestShortfall, ConstituentWeightFactor.

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/QuoteSeriesId.cs

Public Types

Public Member Functions

Protected Member Functions

Properties

Detailed Description

Member Enumeration Documentation

◆ InstrumentIdTypeEnum

◆ QuoteTypeEnum

Constructor & Destructor Documentation

◆ QuoteSeriesId() [1/2]

◆ QuoteSeriesId() [2/2]

Member Function Documentation

◆ Equals() [1/2]

◆ Equals() [2/2]

◆ GetHashCode()

◆ ShouldSerializeEntityUniqueId()

◆ ToJson()

◆ ToString()

Property Documentation

◆ EntityUniqueId

◆ Field

◆ InstrumentId

◆ InstrumentIdType

◆ PriceSource

◆ Provider

◆ QuoteType