Message: ProcessingMetadata

File: WebAPI/metadata_2.proto

Description

Metadata used for real-time and trading data processing for a group of contracts. Note that for some contracts tick_size, tick_value or contract_size_in_units values on ContractMetadata level might differ from corresponding values in ProcessingMetadata (e.g., tick_size and tick_value for VTS contracts or contract_size_in_units for some option contracts). In these cases, ContractMetadata values should be used.

Used in

SecurityMetadata

Fields

currency

Type: string

Description: Currency code (ISO-4217-based). Note that cryptocurrencies use codes that are ISO-4217-style, though usually not actual ISO codes (e.g., can be longer than 3 characters).

tick_size

Type: double

Description: Size of a single market tick in correct price format.

tick_value

Type: double

Description: Tick money value in corresponding currency. See ProcessingMetadata.currency.

contract_size_in_units

Type: cqg.Decimal

Description: Contract size in the number of units (where defined). Unit is defined by contract_size_unit field.

contract_size_unit

Type: shared_1.Text

Description: Unit label for the contract size.

currency_rate_instrument_group_name

Type: string

Description: Security whose contracts should be used to fill PublishContract.currency_rate_contract_id. Use InstrumentGroupRequest to query contracts by group name.

currency_hedge_instrument_group_name

Type: string

Description: Security whose contracts should be used to fill PublishContract.currency_hedge_contract_id. Use InstrumentGroupRequest to query contracts by group name.