LUSID C# SDK
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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...
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, e.g. 'Figi'. The available values are: 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 } |
The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice 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... | |
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, e.g. 'Figi'. The available values are: 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. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice 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 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'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last' More... | |
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.
The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip
The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip
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The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
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inlineprotected |
Initializes a new instance of the QuoteSeriesId class.
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inline |
Initializes a new instance of the QuoteSeriesId class.
provider | The platform or vendor that provided the quote. The available values are: Client, DataScope, Lusid, Edi, TraderMade, FactSet, SIX, Bloomberg, Rimes (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, e.g. 'Figi'. The available values are: 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. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice (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'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last' (required). |
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inline |
Returns true if objects are equal
input | Object to be compared |
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inline |
Returns true if QuoteSeriesId instances are equal
input | Instance of QuoteSeriesId to be compared |
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inline |
Gets the hash code
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inlinevirtual |
Returns the JSON string presentation of the object
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inline |
Returns the string presentation of the object
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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'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'
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'; Bloomberg : 'bid', 'mid', 'ask', 'open', 'close', 'last'; Rimes : 'bid', 'mid', 'ask', 'open', 'close', 'last'
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getset |
The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.
The value of the instrument identifier that uniquely identifies the instrument that the quote is for, e.g. 'BBG00JX0P539'.
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getset |
The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip
The type of instrument identifier used to uniquely identify the instrument that the quote is for, e.g. 'Figi'. The available values are: LusidInstrumentId, Figi, RIC, QuotePermId, Isin, CurrencyPair, ClientInternal, Sedol, Cusip
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getset |
The source or originator of the quote, e.g. a bank or financial institution.
The source or originator of the quote, e.g. a bank or financial institution.
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getset |
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getset |
The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice
The type of the quote. This allows for quotes other than prices e.g. rates or spreads to be used. The available values are: Price, Spread, Rate, LogNormalVol, NormalVol, ParSpread, IsdaSpread, Upfront, Index, Ratio, Delta, PoolFactor, InflationAssumption, DirtyPrice