PriceResponse
Public contract providing the latest price information upon a request.
-
| Name |
Type |
Description |
|
AssetType
|
AssetType |
Asset Type of the instrument
|
|
Commissions
|
Commissions |
The commissions
|
|
DisplayAndFormat
|
InstrumentDisplayAndFormat |
Information about the instrument of the net position and how to display it.
|
|
Greeks
|
Greeks |
Greeks - only available for options
|
|
HistoricalChanges
|
HistoricalChanges |
The historical price changes
|
|
InstrumentPriceDetails
|
InstrumentPriceDetails |
Instrument Specific Price Details. Contents vary by AssetType
|
|
LastUpdated
|
UtcDateTime |
Time of last price update
|
|
MarginImpactBuySell
|
MarginImpactBuySell |
The margin impact with currency and values for both buy and sell.
|
|
MarketDepth
|
MarketDepth |
The market depth
|
|
PriceInfo
|
PriceInfo |
Brief price information.
|
|
PriceInfoDetails
|
PriceInfoDetails |
Detailed price information
|
|
PriceSource
|
String |
The source for the price information
|
|
Quote
|
TradableQuote |
The quote data.
|
|
Timestamps
|
PriceTimestamps |
Info about timing of prices, asset type specific.
|
|
Uic
|
Integer |
Uic of instrument
|
Example
{
"Quote": {
"RFQState": "None",
"Amount": 100000,
"Bid": 0.01962,
"PriceTypeBid": "Indicative",
"Ask": 0.02257,
"PriceTypeAsk": "Indicative",
"Mid": 0.0210958157864443,
"DelayedByMinutes": 15,
"ErrorCode": "None"
},
"LastUpdated": "2017-05-01T00:00:00+00:00",
"Uic": 22,
"AssetType": "FxSpot",
"Commissions": "",
"MarginImpactBuySell": "",
"HistoricalChanges": {
"PercentChangeDaily": 0.2,
"PercentChangeWeekly": 0.88,
"PercentChange1Month": 5.57,
"PercentChange2Months": 5.83,
"PercentChange3Months": 3.73,
"PercentChange6Months": 6.49
},
"DisplayAndFormat": {
"Symbol": "GBPAUD",
"Description": "British Pound/Australian Dollar",
"Currency": "AUD",
"Decimals": 4,
"Format": "AllowDecimalPips",
"StrikeDecimals": 4,
"StrikeFormat": "Normal"
},
"PriceInfoDetails": "",
"InstrumentPriceDetails": {
"IsMarketOpen": true,
"ShortTradeDisabled": false,
"ValueDate": "2017-06-05T00:00:00+00:00",
"ExpiryDate": "2017-06-01T00:00:00+00:00",
"SpotDate": "2017-06-03T00:00:00+00:00",
"SpotAsk": 1.71782,
"SpotBid": 1.71692,
"MidForwardPrice": 1.71992423552514,
"StrikePrice": 1.7175,
"SpreadStrikePriceUpper": 12,
"SpreadStrikePriceLower": 11,
"Barrier": 1,
"LowerBarrier": -2,
"UpperBarrier": 4,
"AverageVolume": 12345000
}
}