Message: MarketYields

File: WebAPI/market_data_2.proto

Description

Market yields of a contract.

Used in

MarketValues

Fields

yield_of_open_price

Type: double

Description: Yield corresponding to open price.

yield_of_high_price

Type: double

Description: Yield corresponding to high price.

yield_of_low_price

Type: double

Description: Yield corresponding to low price.

yield_of_last_price (deprecated)

Type: double

Description: Yield corresponding to last price.

yield_of_close_price

Type: double

Description: Yield corresponding to close price.

yield_of_last_price_no_settlement

Type: double

Description: Yield corresponding to last price without settlement.

yield_of_exchange_close_price

Type: double

Description: Yield corresponding to exchange close price.

yield_of_yesterday_settlement

Type: double

Description: Yesterday settlement yield.

Note: Available for current trading day only.

yield_of_yesterday_last (deprecated)

Type: double

Description: Yesterday last yield.

Note: Available for current trading day only.

yield_of_indicative_open

Type: double

Description: Indicative open yield.

yield_of_settlement

Type: double

Description: Settlement yield.