Description: Way how to track the trader’s open positions on a given contract.
•POSITION_TRACKING_TYPE_NET_POSITION = 1
Difference between long and short open positions is tracked.
•POSITION_TRACKING_TYPE_LONG_SHORT_WITH_IMPLIED_CLOSE = 2
Long and short open positions are tracked separately.
•POSITION_TRACKING_TYPE_LONG_SHORT_WITH_EXPLICIT_CLOSE = 3
Long and short as well as today and yesterday open positions are tracked separately. The explicit order instruction to close either today or yesterday is taken into account.
Description: Recommended display mode for prices. The rules are applied according to the display scale of a contract. For combined scales like Eighths of Thirty Seconds the mode is applied only to the minor fractions (Eighths) while the major fractions (Thirty Seconds) always shown in PRICE_DISPLAY_MODE_NUMERATOR mode.
Sample: TRUNCATED mode for 108 22/32 with extra 7/8 of 1/32 (108 + 22/32 + 7/256) is shown as 108’228 where 8 is calculated as 7/8 -> truncate (0.875) -> 8 (see TRUNCATED sample below).
•PRICE_DISPLAY_MODE_NUMERATOR = 0
The numerator of the fractional part is shown directly.
Samples: for 3/8 the fractional part is shown as ‘3’, for 7/16 - ‘07’, for 15/100 - ‘15’ etc.
•PRICE_DISPLAY_MODE_ROUNDED = 1
Rounded decimal. In this mode the fractional part is converted to the decimal fraction and then rounded half down to the minimum digits which are necessary to recognize the price. Samples: 2/8 -> 0.25 -> ‘2’, 3/8 -> 0.375 -> ‘4’, 7/8 -> 0.875 -> ‘9’, 14/16 -> 0.875 -> ‘87’. It means the same as PRICE_DISPLAY_MODE_NUMERATOR for decimal scales.
•PRICE_DISPLAY_MODE_TRUNCATED = 2
Truncated decimal. In this mode the fractional part is converted to the decimal fraction and then truncated to the minimum digits which are necessary to recognize the price.
Samples: 3/8 -> truncate(0.375) -> ‘3’, 7/8 -> truncate (0.875) -> ‘8’, 11/16 -> truncate (0.6875) -> ‘68’. It means the same as PRICE_DISPLAY_MODE_NUMERATOR for decimal scales.
Description: Describes period value type. See example in ContractMetadata.listing_period_type and ContractMetadata.listing_period_value.
•PERIOD_TYPE_MONTH = 0
•PERIOD_TYPE_QUARTER = 1
•PERIOD_TYPE_SEMI_ANNUAL = 2
•PERIOD_TYPE_YEAR = 3
•PERIOD_TYPE_DAY_OF_WEEK = 4
•PERIOD_TYPE_DAY_OF_MONTH = 5
•PERIOD_TYPE_DAY_OF_YEAR = 6
•PERIOD_TYPE_WEEK_OF_MONTH = 7
•PERIOD_TYPE_WEEK_OF_YEAR = 8
•PERIOD_TYPE_SECOND = 9
•PERIOD_TYPE_MINUTE = 10
•PERIOD_TYPE_HOUR = 11
•PERIOD_TYPE_DATE = 12
Description: CQG base instrument types eligible for user defined instrument requests.
•CQG_INSTRUMENT_TYPE_FUTURE = 1
Future or other instruments defined as a future in CQG, e.g., for some exchanges, this includes forwards.
•CQG_INSTRUMENT_TYPE_CALL_OPTION = 2
Call option.
•CQG_INSTRUMENT_TYPE_PUT_OPTION = 3
Put option.
Description: Settlement method.
•SETTLEMENT_METHOD_CASH = 1
Cash settled.
•SETTLEMENT_METHOD_PHYSICAL = 2
Physically delivered.
Description: Exercise style.
•EXERCISE_STYLE_EUROPEAN = 1
European exercise style.
•EXERCISE_STYLE_AMERICAN = 2
American exercise style.
Description: Pricing convention aka return type.
•PRICING_CONVENTION_PRICE = 1
Price return.
•PRICING_CONVENTION_GROSS = 2
Gross return.
•PRICING_CONVENTION_NET = 3
Net return.
Description: Source of closing price.
•CLOSE_SOURCE_LAST_QUOTE = 1
Last quote except settlement.
•CLOSE_SOURCE_SETTLEMENT = 2
Settlement.
•CLOSE_SOURCE_EXCHANGE_CLOSE = 3
Exchange close.
Description: Type of Order.open_close_instruction support for the contract.
•OPEN_CLOSE_TYPE_NOT_USED = 0
Open/close instruction is not used.
•OPEN_CLOSE_TYPE_OPTIONAL = 1
Open/close instruction is not required but it may be used if provided.
•OPEN_CLOSE_TYPE_REQUIRED = 2
Open/close instruction is required.
Description: Supported instrument group types.
•INSTRUMENT_GROUP_TYPE_EXCHANGE_STRATEGY = 1
Exchange strategies (a.k.a. User-defined strategies).