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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
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string | spotSymbol
If not a null string, then this will be used as symbol for the spot events. If empty string is used, then the original symbol (A/B) is changed to A/B_Spot for direct, B/A_Spot for inverse. |
boolean | isDirect
True if it is direct, false if it is inverse. |
float | multiplier
Multiplier is used to convert prices to correct format. For example, EUR/USD may be quoted as 15,945, which translates to an outright price of 1.5945. For inverted trades this multiplier becomes a divider. |
float | forwardPointsBid
These points will be added or subtracted from the outright bid price as computed by the multiplier. |
float | forwardPointsAsk
These points will be added or subtracted from the outright ask price as computed by the multiplier. |
float | forwardPointsBidRaw
The raw bid forward points before normalized, based on divisor and sign inversion. |
float | forwardPointsAskRaw
The raw ask forward points before normalized, based on divisor and sign inversion. |
float | forwardPointsDivisor
Divisor for forward points; specify 0.0 or 1.0 if forward points are already divided. |
boolean | isForwardPointsInversed
As per some venues' convention the forward points are entered with the signs inversed (e.g. CME), whereas others leave the signs as they are (e.g. Bache). |
integer | contractSize
The quantity of the future available will be multiplied by the contract size. For example, if the EUR/USD contract size is 125,000 and the quantity available is 10, then 1.25 million is available. |
float | pipSize
If specified (greater than 0.0) all the outgoing prices will be rounded down. |
float | epsSize
Only relevant when pipSize is specified. This is the other component used for rounding : For buy, the price floor is used: ( ( Price + Eps ) / pip ).floor() * pip For sell, the price ceil is used: ( ( Price - Eps ) / pip ).ceil() * pip. |
float | spotPricePrecision
The number of decimal places to round the converted spot price. |
Member detail |
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integer contractSizeThe quantity of the future available will be multiplied by the contract size. For example, if the EUR/USD contract size is 125,000 and the quantity available is 10, then 1.25 million is available.
float epsSizeOnly relevant when pipSize is specified. This is the other component used for rounding : For buy, the price floor is used: ( ( Price + Eps ) / pip ).floor() * pip For sell, the price ceil is used: ( ( Price - Eps ) / pip ).ceil() * pip.
float forwardPointsAskThese points will be added or subtracted from the outright ask price as computed by the multiplier.
float forwardPointsAskRawThe raw ask forward points before normalized, based on divisor and sign inversion.
float forwardPointsBidThese points will be added or subtracted from the outright bid price as computed by the multiplier.
float forwardPointsBidRawThe raw bid forward points before normalized, based on divisor and sign inversion.
float forwardPointsDivisorDivisor for forward points; specify 0.0 or 1.0 if forward points are already divided.
boolean isDirectTrue if it is direct, false if it is inverse.
boolean isForwardPointsInversedAs per some venues' convention the forward points are entered with the signs inversed (e.g. CME), whereas others leave the signs as they are (e.g. Bache).
float multiplierMultiplier is used to convert prices to correct format. For example, EUR/USD may be quoted as 15,945, which translates to an outright price of 1.5945. For inverted trades this multiplier becomes a divider.
float pipSizeIf specified (greater than 0.0) all the outgoing prices will be rounded down.
float spotPricePrecisionThe number of decimal places to round the converted spot price.
string spotSymbolIf not a null string, then this will be used as symbol for the spot events. If empty string is used, then the original symbol (A/B) is changed to A/B_Spot for direct, B/A_Spot for inverse.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |