Message: InstrumentDefinition

File: WebAPI/instrument_definition_2.proto

Description

Message describing a user-defined (non-strategy) instrument, e.g., a flex option. Which attributes may be specified, and in what combination, is exchange-specific. Description of usage conventions can be found in document InstrumentDefinitionConventions_WebAPI.md.

Used in

InstrumentDefinitionRequest

Fields

underlying_contract_symbol

Type: string

Description: Symbol of the underlying contract, in exchange-specific format.

Required: yes.

cqg_instrument_type

Type: uint32

Description: CQG base instrument type. One of metadata_2.CQGInstrumentType enums.

Required: yes.

maturity_timestamp

Type: google.protobuf.Timestamp

Description: Maturity timestamp. (local exchange date in timestamp format, use date part only).

Required: yes.

exchange_instrument_type

Type: string

Description: Exchange-specific instrument type, if required by exchange. Allowed type strings depend on exchange convention.

settlement_method

Type: uint32

Description: Settlement method, if required by exchange. One of metadata_2.SettlementMethod enums.

strike

Type: double

Description: Option strike value, for options only. Value will be passed as-is to exchange.

exercise_style

Type: uint32

Description: Exercise style, for options only, if required by exchange. One of metadata_2.ExerciseStyle enums.

pricing_convention

Type: uint32

Description: Pricing convention, if required by exchange. One of metadata_2.PricingConvention enums.