Symbol Properties

To obtain the current market information there are several functions: SymbolInfoInteger(), SymbolInfoDouble() and SymbolInfoString(). The first parameter is the symbol name, the values of the second function parameter can be one of the identifiers of ENUM_SYMBOL_INFO_INTEGER, ENUM_SYMBOL_INFO_DOUBLE and ENUM_SYMBOL_INFO_STRING.

For function SymbolInfoInteger()

ENUM_SYMBOL_INFO_INTEGER

Identifier

Description

Type

SYMBOL_SECTOR

The sector of the economy to which the asset belongs

ENUM_SYMBOL_SECTOR

SYMBOL_INDUSTRY

The industry or the economy branch to which the symbol belongs

ENUM_SYMBOL_INDUSTRY

SYMBOL_CUSTOM

It is a custom symbol – the symbol has been created synthetically based on other symbols from the Market Watch and/or external data sources

bool

SYMBOL_BACKGROUND_COLOR

The color of the background used for the symbol in Market Watch

color

SYMBOL_CHART_MODE

The price type used for generating symbols bars, i.e. Bid or Last

ENUM_SYMBOL_CHART_MODE

SYMBOL_EXIST

Symbol with this name exists

bool

SYMBOL_SELECT

Symbol is selected in Market Watch

bool

SYMBOL_VISIBLE

Symbol is visible in Market Watch.

 

Some symbols (mostly, these are cross rates required for calculation of margin requirements or profits in deposit currency) are selected automatically, but may not be visible in Market Watch. To be displayed such symbols have to be explicitly selected.

bool

SYMBOL_SESSION_DEALS

Number of deals in the current session

long

SYMBOL_SESSION_BUY_ORDERS

Number of Buy orders at the moment

long

SYMBOL_SESSION_SELL_ORDERS

Number of Sell orders at the moment

long

SYMBOL_VOLUME

Volume of the last deal

long

SYMBOL_VOLUMEHIGH

Maximal day volume

long

SYMBOL_VOLUMELOW

Minimal day volume

long

SYMBOL_TIME

Time of the last quote

datetime

SYMBOL_TIME_MSC

Time of the last quote in milliseconds since 1970.01.01

long

SYMBOL_DIGITS

Digits after a decimal point

int

SYMBOL_SPREAD_FLOAT

Indication of a floating spread

bool

SYMBOL_SPREAD

Spread value in points

int

SYMBOL_TICKS_BOOKDEPTH

Maximal number of requests shown in Depth of Market. For symbols that have no queue of requests, the value is equal to zero.

int

SYMBOL_TRADE_CALC_MODE

Contract price calculation mode

ENUM_SYMBOL_CALC_MODE

SYMBOL_TRADE_MODE

Order execution type

ENUM_SYMBOL_TRADE_MODE

SYMBOL_START_TIME

Date of the symbol trade beginning (usually used for futures)

datetime

SYMBOL_EXPIRATION_TIME

Date of the symbol trade end (usually used for futures)

datetime

SYMBOL_TRADE_STOPS_LEVEL

Minimal indention in points from the current close price to place Stop orders

int

SYMBOL_TRADE_FREEZE_LEVEL

Distance to freeze trade operations in points

int

SYMBOL_TRADE_EXEMODE

Deal execution mode

ENUM_SYMBOL_TRADE_EXECUTION

SYMBOL_SWAP_MODE

Swap calculation model

ENUM_SYMBOL_SWAP_MODE

SYMBOL_SWAP_ROLLOVER3DAYS

Day of week to charge 3 days swap rollover

ENUM_DAY_OF_WEEK

SYMBOL_MARGIN_HEDGED_USE_LEG

Calculating hedging margin using the larger leg (Buy or Sell)

bool

SYMBOL_EXPIRATION_MODE

Flags of allowed order expiration modes

int

SYMBOL_FILLING_MODE

Flags of allowed order filling modes

int

SYMBOL_ORDER_MODE

Flags of allowed order types

int

SYMBOL_ORDER_GTC_MODE

Expiration of Stop Loss and Take Profit orders, if SYMBOL_EXPIRATION_MODE=SYMBOL_EXPIRATION_GTC (Good till canceled)

ENUM_SYMBOL_ORDER_GTC_MODE

SYMBOL_OPTION_MODE

Option type

ENUM_SYMBOL_OPTION_MODE

SYMBOL_OPTION_RIGHT

Option right (Call/Put)

ENUM_SYMBOL_OPTION_RIGHT

For function SymbolInfoDouble()

ENUM_SYMBOL_INFO_DOUBLE

Identifier

Description

Type

SYMBOL_BID

Bid - best sell offer

double

SYMBOL_BIDHIGH

Maximal Bid of the day

double

SYMBOL_BIDLOW

Minimal Bid of the day

double

SYMBOL_ASK

Ask - best buy offer

double

SYMBOL_ASKHIGH

Maximal Ask of the day

double

SYMBOL_ASKLOW

Minimal Ask of the day

double

SYMBOL_LAST

Price of the last deal

double

SYMBOL_LASTHIGH

Maximal Last of the day

double

SYMBOL_LASTLOW

Minimal Last of the day

double

SYMBOL_VOLUME_REAL

Volume of the last deal

double

SYMBOL_VOLUMEHIGH_REAL

Maximum Volume of the day

double

SYMBOL_VOLUMELOW_REAL

Minimum Volume of the day

double

SYMBOL_OPTION_STRIKE

The strike price of an option. The price at which an option buyer can buy (in a Call option) or sell (in a Put option) the underlying asset, and the option seller is obliged to sell or buy the appropriate amount of the underlying asset.

double

SYMBOL_POINT

Symbol point value

double

SYMBOL_TRADE_TICK_VALUE

Value of SYMBOL_TRADE_TICK_VALUE_PROFIT

double

SYMBOL_TRADE_TICK_VALUE_PROFIT

Calculated tick price for a profitable position

double

SYMBOL_TRADE_TICK_VALUE_LOSS

Calculated tick price for a losing position

double

SYMBOL_TRADE_TICK_SIZE

Minimal price change

double

SYMBOL_TRADE_CONTRACT_SIZE

Trade contract size

double

SYMBOL_TRADE_ACCRUED_INTEREST

Accrued interest – accumulated coupon interest, i.e. part of the coupon interest calculated in proportion to the number of days since the coupon bond issuance or the last coupon interest payment

double

SYMBOL_TRADE_FACE_VALUE

Face value – initial bond value set by the issuer

double

SYMBOL_TRADE_LIQUIDITY_RATE

Liquidity Rate is the share of the asset that can be used for the margin.

double

SYMBOL_VOLUME_MIN

Minimal volume for a deal

double

SYMBOL_VOLUME_MAX

Maximal volume for a deal

double

SYMBOL_VOLUME_STEP

Minimal volume change step for deal execution

double

SYMBOL_VOLUME_LIMIT

Maximum allowed aggregate volume of an open position and pending orders in one direction (buy or sell) for the symbol. For example, with the limitation of 5 lots, you can have an open buy position with the volume of 5 lots and place a pending order Sell Limit with the volume of 5 lots. But in this case you cannot place a Buy Limit pending order (since the total volume in one direction will exceed the limitation) or place Sell Limit with the volume more than 5 lots.

double

SYMBOL_SWAP_LONG

Long swap value

double

SYMBOL_SWAP_SHORT

Short swap value

double

SYMBOL_MARGIN_INITIAL

Initial margin means the amount in the margin currency required for opening a position with the volume of one lot. It is used for checking a client's assets when he or she enters the market.

 

The SymbolInfoMarginRate() function provides data on the amount of charged margin depending on the order type and direction.

double

SYMBOL_MARGIN_MAINTENANCE

The maintenance margin. If it is set, it sets the margin amount in the margin currency of the symbol, charged from one lot. It is used for checking a client's assets when his/her account state changes. If the maintenance margin is equal to 0, the initial margin is used.

 

The SymbolInfoMarginRate() function provides data on the amount of charged margin depending on the order type and direction.

double

SYMBOL_SESSION_VOLUME

Summary volume of current session deals

double

SYMBOL_SESSION_TURNOVER

Summary turnover of the current session

double

SYMBOL_SESSION_INTEREST

Summary open interest

double

SYMBOL_SESSION_BUY_ORDERS_VOLUME

Current volume of Buy orders

double

SYMBOL_SESSION_SELL_ORDERS_VOLUME

Current volume of Sell orders

double

SYMBOL_SESSION_OPEN

Open price of the current session

double

SYMBOL_SESSION_CLOSE

Close price of the current session

double

SYMBOL_SESSION_AW

Average weighted price of the current session

double

SYMBOL_SESSION_PRICE_SETTLEMENT

Settlement price of the current session

double

SYMBOL_SESSION_PRICE_LIMIT_MIN

Minimal price of the current session

double

SYMBOL_SESSION_PRICE_LIMIT_MAX

Maximal price of the current session

double

SYMBOL_MARGIN_HEDGED

Contract size or margin value per one lot of hedged positions (oppositely directed positions of one symbol). Two margin calculation methods are possible for hedged positions. The calculation method is defined by the broker.

 

Basic calculation:

  • If the initial margin (SYMBOL_MARGIN_INITIAL) is specified for a symbol, the hedged margin is specified as an absolute value (in monetary terms).
  • If the initial margin is not specified (equal to 0), SYMBOL_MARGIN_HEDGED is equal to the size of the contract, that will be used to calculate the margin by the appropriate formula in accordance with the type of the financial instrument (SYMBOL_TRADE_CALC_MODE).

 

Calculation for the largest position:

  • The SYMBOL_MARGIN_HEDGED value is not taken into account.
  • The volume of all short and all long positions of a symbol is calculated.
  • For each direction, a weighted average open price and a weighted average rate of conversion to the deposit currency is calculated.
  • Next, using the appropriate formula chosen in accordance with the symbol type (SYMBOL_TRADE_CALC_MODE) the margin is calculated for the short and the long part.
  • The largest one of the values is used as the margin.

double

SYMBOL_PRICE_CHANGE

Change of the current price relative to the end of the previous trading day in %

double

SYMBOL_PRICE_VOLATILITY

Price volatility in %

double

SYMBOL_PRICE_THEORETICAL

Theoretical option price

double

SYMBOL_PRICE_DELTA

Option/warrant delta shows the value the option price changes by, when the underlying asset price changes by 1

double

SYMBOL_PRICE_THETA

Option/warrant theta shows the number of points the option price is to lose every day due to a temporary breakup, i.e. when the expiration date approaches

double

SYMBOL_PRICE_GAMMA

Option/warrant gamma shows the change rate of delta – how quickly or slowly the option premium changes

double

SYMBOL_PRICE_VEGA

Option/warrant vega shows the number of points the option price changes by when the volatility changes by 1%

double

SYMBOL_PRICE_RHO

Option/warrant rho reflects the sensitivity of the theoretical option price to the interest rate changing by 1%

double

SYMBOL_PRICE_OMEGA

Option/warrant omega. Option elasticity shows a relative percentage change of the option price by the percentage change of the underlying asset price

double

SYMBOL_PRICE_SENSITIVITY

Option/warrant sensitivity shows by how many points the price of the option's underlying asset should change so that the price of the option changes by one point

double

For function SymbolInfoString()

ENUM_SYMBOL_INFO_STRING

Identifier

Description

Type

SYMBOL_BASIS

The underlying asset of a derivative

string

SYMBOL_CATEGORY

The name of the sector or category to which the financial symbol belongs

string

SYMBOL_COUNTRY

The country to which the financial symbol belongs

string

SYMBOL_SECTOR_NAME

The sector of the economy to which the financial symbol belongs

string

SYMBOL_INDUSTRY_NAME

The industry branch or the industry to which the financial symbol belongs

string

SYMBOL_CURRENCY_BASE

Basic currency of a symbol

string

SYMBOL_CURRENCY_PROFIT

Profit currency

string

SYMBOL_CURRENCY_MARGIN

Margin currency

string

SYMBOL_BANK

Feeder of the current quote

string

SYMBOL_DESCRIPTION

Symbol description

string

SYMBOL_EXCHANGE

The name of the exchange in which the financial symbol is traded

string

SYMBOL_FORMULA

The formula used for the custom symbol pricing. If the name of a financial symbol used in the formula starts with a digit or contains a special character (">" ", ".", "-", "&", "#" and so on) quotation marks should be used around this symbol name.

  • Synthetic symbol: "@ESU19"/EURCAD
  • Calendar spread: "Si-9.13"-"Si-6.13"
  • Euro index: 34.38805726 * pow(EURUSD,0.3155) * pow(EURGBP,0.3056) * pow(EURJPY,0.1891) * pow(EURCHF,0.1113) * pow(EURSEK,0.0785)

string

SYMBOL_ISIN

The name of a symbol in the ISIN system (International Securities Identification Number). The International Securities Identification Number is a 12-digit alphanumeric code that uniquely identifies a security. The presence of this symbol property is determined on the side of a trade server.

string

SYMBOL_PAGE

The address of the web page containing symbol information. This address will be displayed as a link when viewing symbol properties in the terminal

string

SYMBOL_PATH

Path in the symbol tree

string

 

A symbol price chart can be based on Bid or Last prices. The price selected for symbol charts also affects the generation and display of bars in the terminal. Possible values of the SYMBOL_CHART_MODE property are described in ENUM_SYMBOL_CHART_MODE

ENUM_SYMBOL_CHART_MODE

Identifier

Description

SYMBOL_CHART_MODE_BID

Bars are based on Bid prices

SYMBOL_CHART_MODE_LAST

Bars are based on Last prices

 

For each symbol several expiration modes of pending orders can be specified. A flag is matched to each mode. Flags can be combined using the operation of logical OR (|), for example, SYMBOL_EXPIRATION_GTC|SYMBOL_EXPIRATION_SPECIFIED. In order to check whether a certain mode is allowed for the symbol, the result of the logical AND (&) should be compared to the mode flag.

If flag SYMBOL_EXPIRATION_SPECIFIED is specified for a symbol, then while sending a pending order, you may specify the moment this pending order is valid till.

Identifier

Value

Description

SYMBOL_EXPIRATION_GTC

1

The order is valid during the unlimited time period, until it is explicitly canceled

SYMBOL_EXPIRATION_DAY

2

The order is valid till the end of the day

SYMBOL_EXPIRATION_SPECIFIED

4

The expiration time is specified in the order

SYMBOL_EXPIRATION_SPECIFIED_DAY

8

The expiration date is specified in the order

Example:

//+------------------------------------------------------------------+
//| Checks if the specified expiration mode is allowed               |
//+------------------------------------------------------------------+
bool IsExpirationTypeAllowed(string symbol,int exp_type)
  {
//--- Obtain the value of the property that describes allowed expiration modes
   int expiration=(int)SymbolInfoInteger(symbol,SYMBOL_EXPIRATION_MODE);
//--- Return true, if mode exp_type is allowed
   return((expiration&exp_type)==exp_type);
  }

 

If the SYMBOL_EXPIRATION_MODE property is set to SYMBOL_EXPIRATION_GTC (good till canceled), the expiration of pending orders, as well as of Stop Loss/Take Profit orders should be additionally set using the ENUM_SYMBOL_ORDER_GTC_MODE enumeration.

ENUM_SYMBOL_ORDER_GTC_MODE

Identifier

Description

SYMBOL_ORDERS_GTC

Pending orders and Stop Loss/Take Profit levels are valid for an unlimited period until their explicit cancellation

SYMBOL_ORDERS_DAILY

Orders are valid during one trading day. At the end of the day, all Stop Loss and Take Profit levels, as well as pending orders are deleted.

SYMBOL_ORDERS_DAILY_EXCLUDING_STOPS

When a trade day changes, only pending orders are deleted, while Stop Loss and Take Profit levels are preserved.

 

When sending an order, you can specify the filling policy for the volume set in the order. Allowed order filling modes for each symbol are specified in the table. You can set several modes for one symbol by combining flags. The flags can be combined by the operation of the logical OR (|), for example, SYMBOL_FILLING_FOK|SYMBOL_FILLING_IOC.  In order to check whether a certain mode is allowed for the symbol, the result of the logical AND (&) should be compared to the mode flag.

Fill Policy

Identifier

Value

Description

Fill or Kill

SYMBOL_FILLING_FOK

1

This policy means that a deal can be executed only with the specified volume. If the necessary amount of a financial instrument is currently unavailable in the market, the order will not be executed. The required volume can be filled using several offers available on the market at the moment.

Immediate or Cancel

SYMBOL_FILLING_IOC

2

In this case a trader agrees to execute a deal with the volume maximally available in the market within that indicated in the order. In case the order cannot be filled completely, the available volume of the order will be filled, and the remaining volume will be canceled. The possibility of using IOC orders is determined at the trade server.

Return

No identifier

 

This policy is used only for market orders (Buy and Sell), limit and stop limit orders and only for the symbols with Market or Exchange execution. In case of partial filling a market or limit order with remaining volume is not canceled but processed further.

In the Request and Instant execution modes the Fill or Kill policy is always used for market orders, and the Return policy is always used for limit orders. In this case, when sending orders using OrderSend or OrderSendAsync, there is no need to specify a fill policy for them.

In the Market and Exchange execution modes the Return policy is always allowed for all the order types. To find out whether the other policies are allowed, use the SYMBOL_FILLING_FOK and SYMBOL_FILLING_IOC properties.

Example:

//+------------------------------------------------------------------+
//| Checks if the specified filling mode is allowed                  |
//+------------------------------------------------------------------+
bool IsFillingTypeAllowed(string symbol,int fill_type)
  {
//--- Obtain the value of the property that describes allowed filling modes
   int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);
//--- Return true, if mode fill_type is allowed
   return((filling & fill_type)==fill_type);
  }

 

When sending a trade request using OrderSend() function, an order type from ENUM_ORDER_TYPE enumeration should be specified for some operations. Not all types of orders may be allowed for a specific symbol. SYMBOL_ORDER_MODE property describes the flags of the allowed order types.

Identifier

Value

Description

SYMBOL_ORDER_MARKET

1

Market orders are allowed (Buy and Sell)

SYMBOL_ORDER_LIMIT

2

Limit orders are allowed (Buy Limit and Sell Limit)

SYMBOL_ORDER_STOP

4

Stop orders are allowed (Buy Stop and Sell Stop)

SYMBOL_ORDER_STOP_LIMIT

8

Stop-limit orders are allowed (Buy Stop Limit and Sell Stop Limit)

SYMBOL_ORDER_SL

16

Stop Loss is allowed

SYMBOL_ORDER_TP

32

Take Profit is allowed

SYMBOL_ORDER_CLOSEBY

64

Close By operation is allowed, i.e. closing a position by another open position on the same instruments but in the opposite direction. The property is set for accounts with the hedging accounting system (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)

Example:

//+------------------------------------------------------------------+
//| The function prints out order types allowed for a symbol         |
//+------------------------------------------------------------------+
void Check_SYMBOL_ORDER_MODE(string symbol)
  {
//--- receive the value of the property describing allowed order types
   int symbol_order_mode=(int)SymbolInfoInteger(symbol,SYMBOL_ORDER_MODE);
//--- check for market orders (Market Execution)
   if((SYMBOL_ORDER_MARKET&symbol_order_mode)==SYMBOL_ORDER_MARKET)
      Print(symbol+": Market orders are allowed (Buy and Sell)");
//--- check for Limit orders
   if((SYMBOL_ORDER_LIMIT&symbol_order_mode)==SYMBOL_ORDER_LIMIT)
      Print(symbol+": Buy Limit and Sell Limit orders are allowed");
//--- check for Stop orders
   if((SYMBOL_ORDER_STOP&symbol_order_mode)==SYMBOL_ORDER_STOP)
      Print(symbol+": Buy Stop and Sell Stop orders are allowed");
//--- check for Stop Limit orders
   if((SYMBOL_ORDER_STOP_LIMIT&symbol_order_mode)==SYMBOL_ORDER_STOP_LIMIT)
      Print(symbol+": Buy Stop Limit and Sell Stop Limit orders are allowed");
//--- check if placing a Stop Loss orders is allowed
   if((SYMBOL_ORDER_SL&symbol_order_mode)==SYMBOL_ORDER_SL)
      Print(symbol+": Stop Loss orders are allowed");
//--- check if placing a Take Profit orders is allowed
   if((SYMBOL_ORDER_TP&symbol_order_mode)==SYMBOL_ORDER_TP)
      Print(symbol+": Take Profit orders are allowed");
//--- check if closing a position by an opposite one is allowed
   if((SYMBOL_ORDER_TP&symbol_order_mode)==SYMBOL_ORDER_CLOSEBY)
      Print(symbol+": Close by allowed");
//---
  }

 

The ENUM_SYMBOL_CALC_MODE enumeration is used for obtaining information about how the margin requirements for a symbol are calculated.

ENUM_SYMBOL_CALC_MODE

Identifier

Description

Formula

SYMBOL_CALC_MODE_FOREX

Forex mode - calculation of profit and margin for Forex

Margin:  Lots * Contract_Size / Leverage * Margin_Rate

 

Profit:   (close_price - open_price) * Contract_Size*Lots

SYMBOL_CALC_MODE_FOREX_NO_LEVERAGE

Forex No Leverage mode – calculation of profit and margin for Forex symbols without taking into account the leverage

Margin:  Lots * Contract_Size * Margin_Rate

 

Profit:   (close_price - open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_FUTURES

Futures mode - calculation of margin and profit for futures

Margin: Lots * InitialMargin * Margin_Rate

 

Profit:  (close_price - open_price) * TickPrice / TickSize*Lots

SYMBOL_CALC_MODE_CFD

CFD mode - calculation of margin and profit for CFD

Margin: Lots * ContractSize * MarketPrice * Margin_Rate

 

Profit:  (close_price - open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_CFDINDEX

CFD index mode - calculation of margin and profit for CFD by indexes

Margin: (Lots * ContractSize * MarketPrice) * TickPrice / TickSize * Margin_Rate

 

Profit:  (close_price - open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_CFDLEVERAGE

CFD Leverage mode - calculation of margin and profit for CFD at leverage trading

Margin: (Lots * ContractSize * MarketPrice) / Leverage * Margin_Rate

 

Profit:  (close_price-open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_EXCH_STOCKS

Exchange mode – calculation of margin and profit for trading securities on a stock exchange

Margin: Lots * ContractSize * LastPrice * Margin_Rate

 

Profit:  (close_price - open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_EXCH_FUTURES

Futures mode –  calculation of margin and profit for trading futures contracts on a stock exchange

Margin: Lots * InitialMargin * Margin_Rate or Lots * MaintenanceMargin * Margin_Rate

 

Profit:  (close_price - open_price) * Lots * TickPrice / TickSize

SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS

FORTS Futures mode –  calculation of margin and profit for trading futures contracts on FORTS. The margin may be reduced by the amount of MarginDiscount deviation according to the following rules:

1. If the price of a long position (buy order) is less than the estimated price, MarginDiscount = Lots*((PriceSettle-PriceOrder)*TickPrice/TickSize)

2. If the price of a short position (sell order) exceeds the estimated price, MarginDiscount = Lots*((PriceOrder-PriceSettle)*TickPrice/TickSize)

where:

    • PriceSettle – estimated (clearing) price of the previous session;
    • PriceOrder – average weighted position price or open price set in the order (request);
    • TickPrice – tick price (cost of the price change by one point)
    • TickSize – tick size (minimum price change step)

Margin: Lots * InitialMargin * Margin_Rate or Lots * MaintenanceMargin * Margin_Rate * Margin_Rate

 

Profit:  (close_price - open_price) * Lots * TickPrice / TickSize

SYMBOL_CALC_MODE_EXCH_BONDS

Exchange Bonds mode – calculation of margin and profit for trading bonds on a stock exchange

Margin: Lots * ContractSize * FaceValue * open_price * /100

 

Profit:  Lots * close_price * FaceValue * Contract_Size  + AccruedInterest * Lots * ContractSize

SYMBOL_CALC_MODE_EXCH_STOCKS_MOEX

Exchange MOEX Stocks mode – calculation of margin and profit for trading securities on MOEX

Margin: Lots * ContractSize * LastPrice * Margin_Rate

 

Profit:  (close_price - open_price) * Contract_Size * Lots

SYMBOL_CALC_MODE_EXCH_BONDS_MOEX

Exchange MOEX Bonds mode – calculation of margin and profit for trading bonds on MOEX

Margin: Lots * ContractSize * FaceValue * open_price * /100

 

Profit:  Lots * close_price * FaceValue * Contract_Size  + AccruedInterest * Lots * ContractSize

SYMBOL_CALC_MODE_SERV_COLLATERAL

Collateral mode - a symbol is used as a non-tradable asset on a trading account. The market value of an open position is calculated based on the volume, current market price, contract size and liquidity ratio. The value is included into Assets, which are added to Equity. Open positions of such symbols increase the Free Margin amount and are used as additional margin (collateral) for open positions of tradable instruments.

Margin: no

Profit:  no

 

Market Value: Lots*ContractSize*MarketPrice*LiqudityRate

 

There are several symbol trading modes. Information about trading modes of a certain symbol is reflected in the values of enumeration ENUM_SYMBOL_TRADE_MODE.

ENUM_SYMBOL_TRADE_MODE

Identifier

Description

SYMBOL_TRADE_MODE_DISABLED

Trade is disabled for the symbol

SYMBOL_TRADE_MODE_LONGONLY

Allowed only long positions

SYMBOL_TRADE_MODE_SHORTONLY

Allowed only short positions

SYMBOL_TRADE_MODE_CLOSEONLY

Allowed only position close operations

SYMBOL_TRADE_MODE_FULL

No trade restrictions

 

Possible deal execution modes for a certain symbol are defined in enumeration ENUM_SYMBOL_TRADE_EXECUTION.

ENUM_SYMBOL_TRADE_EXECUTION

Identifier

Description

SYMBOL_TRADE_EXECUTION_REQUEST

Execution by request

SYMBOL_TRADE_EXECUTION_INSTANT

Instant execution

SYMBOL_TRADE_EXECUTION_MARKET

Market execution

SYMBOL_TRADE_EXECUTION_EXCHANGE

Exchange execution

 

Methods of swap calculation at position transfer are specified in enumeration ENUM_SYMBOL_SWAP_MODE. The method of swap calculation determines the units of measure of the SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT parameters. For example, if swaps are charged in the client deposit currency, then the values of those parameters are specified as an amount of money in the client deposit currency.

ENUM_SYMBOL_SWAP_MODE

Identifier

Description

SYMBOL_SWAP_MODE_DISABLED

Swaps disabled (no swaps)

SYMBOL_SWAP_MODE_POINTS

Swaps are charged in points

SYMBOL_SWAP_MODE_CURRENCY_SYMBOL

Swaps are charged in money in base currency of the symbol

SYMBOL_SWAP_MODE_CURRENCY_MARGIN

Swaps are charged in money in margin currency of the symbol

SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT

Swaps are charged in money, in client deposit currency

SYMBOL_SWAP_MODE_INTEREST_CURRENT

Swaps are charged as the specified annual interest from the instrument price at calculation of swap (standard bank year is 360 days)

SYMBOL_SWAP_MODE_INTEREST_OPEN

Swaps are charged as the specified annual interest from the open price of position (standard bank year is 360 days)

SYMBOL_SWAP_MODE_REOPEN_CURRENT

Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the close price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)

SYMBOL_SWAP_MODE_REOPEN_BID

Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the current Bid price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)

 

Values of the ENUM_DAY_OF_WEEK enumeration are used for specifying days of week.

ENUM_DAY_OF_WEEK

Identifier

Description

SUNDAY

Sunday

MONDAY

Monday

TUESDAY

Tuesday

WEDNESDAY

Wednesday

THURSDAY

Thursday

FRIDAY

Friday

SATURDAY

Saturday

 

An option is a contract, which gives the right, but not the obligation, to buy or sell an underlying asset (goods, stocks, futures, etc.) at a specified price on or before a specific date. The following enumerations describe option properties, including the option type and the right arising from it.  

ENUM_SYMBOL_OPTION_RIGHT

Identifier

Description

SYMBOL_OPTION_RIGHT_CALL

A call option gives you the right to buy an asset at a specified price

SYMBOL_OPTION_RIGHT_PUT

A put option gives you the right to sell an asset at a specified price

 

ENUM_SYMBOL_OPTION_MODE

Identifier

Description

SYMBOL_OPTION_MODE_EUROPEAN

European option may only be exercised on a specified date (expiration, execution date, delivery date)

SYMBOL_OPTION_MODE_AMERICAN

American option may be exercised on any trading day or before expiry. The period within which a buyer can exercise the option is specified for it

 

Financial instruments are categorized by sectors of the economy. An economic sector is a part of economic activity which has specific characteristics, economic goals, functions and behavior, which allow separating this sector from other parts of the economy. ENUM_SYMBOL_SECTOR lists the economic sectors which a trading instruments can belong to.

ENUM_SYMBOL_SECTOR

ID

Description

SECTOR_UNDEFINED

Undefined

SECTOR_BASIC_MATERIALS

Basic materials

SECTOR_COMMUNICATION_SERVICES

Communication services

SECTOR_CONSUMER_CYCLICAL

Consumer cyclical

SECTOR_CONSUMER_DEFENSIVE

Consumer defensive

SECTOR_CURRENCY

Currencies

SECTOR_CURRENCY_CRYPTO

Cryptocurrencies

SECTOR_ENERGY

Energy

SECTOR_FINANCIAL

Finance

SECTOR_HEALTHCARE

Healthcare

SECTOR_INDUSTRIALS

Industrials

SECTOR_REAL_ESTATE

Real estate

SECTOR_TECHNOLOGY

Technology

SECTOR_UTILITIES

Utilities

 

Each financial instrument can be assigned to a specific type of industry or economy branch. An industry is a branch of an economy that produces a closely related set of raw materials, goods, or services. ENUM_SYMBOL_INDUSTRY lists industries which a trading instrument can belong to.

ENUM_SYMBOL_INDUSTRY #

ID

Description

INDUSTRY_UNDEFINED

Undefined

Basic materials

INDUSTRY_AGRICULTURAL_INPUTS

Agricultural inputs

INDUSTRY_ALUMINIUM

Aluminium

INDUSTRY_BUILDING_MATERIALS

Building materials

INDUSTRY_CHEMICALS

Chemicals

INDUSTRY_COKING_COAL

Coking coal

INDUSTRY_COPPER

Copper

INDUSTRY_GOLD

Gold

INDUSTRY_LUMBER_WOOD

Lumber and wood production

INDUSTRY_INDUSTRIAL_METALS

Other industrial metals and mining

INDUSTRY_PRECIOUS_METALS

Other precious metals and mining

INDUSTRY_PAPER

Paper and paper products

INDUSTRY_SILVER

Silver

INDUSTRY_SPECIALTY_CHEMICALS

Specialty chemicals

INDUSTRY_STEEL

Steel

Communication services

INDUSTRY_ADVERTISING

Advertising agencies

INDUSTRY_BROADCASTING

Broadcasting

INDUSTRY_GAMING_MULTIMEDIA

Electronic gaming and multimedia

INDUSTRY_ENTERTAINMENT

Entertainment

INDUSTRY_INTERNET_CONTENT

Internet content and information

INDUSTRY_PUBLISHING

Publishing

INDUSTRY_TELECOM

Telecom services

Consumer cyclical

INDUSTRY_APPAREL_MANUFACTURING

Apparel manufacturing

INDUSTRY_APPAREL_RETAIL

Apparel retail

INDUSTRY_AUTO_MANUFACTURERS

Auto manufacturers

INDUSTRY_AUTO_PARTS

Auto parts

INDUSTRY_AUTO_DEALERSHIP

Auto and truck dealerships

INDUSTRY_DEPARTMENT_STORES

Department stores

INDUSTRY_FOOTWEAR_ACCESSORIES

Footwear and accessories

INDUSTRY_FURNISHINGS

Furnishing, fixtures and appliances

INDUSTRY_GAMBLING

Gambling

INDUSTRY_HOME_IMPROV_RETAIL

Home improvement retail

INDUSTRY_INTERNET_RETAIL

Internet retail

INDUSTRY_LEISURE

Leisure

INDUSTRY_LODGING

Lodging

INDUSTRY_LUXURY_GOODS

Luxury goods

INDUSTRY_PACKAGING_CONTAINERS

Packaging and containers

INDUSTRY_PERSONAL_SERVICES

Personal services

INDUSTRY_RECREATIONAL_VEHICLES

Recreational vehicles

INDUSTRY_RESIDENT_CONSTRUCTION

Residential construction

INDUSTRY_RESORTS_CASINOS

Resorts and casinos

INDUSTRY_RESTAURANTS

Restaurants

INDUSTRY_SPECIALTY_RETAIL

Specialty retail

INDUSTRY_TEXTILE_MANUFACTURING

Textile manufacturing

INDUSTRY_TRAVEL_SERVICES

Travel services

Consumer defensive

INDUSTRY_BEVERAGES_BREWERS

Beverages - Brewers

INDUSTRY_BEVERAGES_NON_ALCO

Beverages - Non-alcoholic

INDUSTRY_BEVERAGES_WINERIES

Beverages - Wineries and distilleries

INDUSTRY_CONFECTIONERS

Confectioners

INDUSTRY_DISCOUNT_STORES

Discount stores

INDUSTRY_EDUCATION_TRAINIG

Education and training services

INDUSTRY_FARM_PRODUCTS

Farm products

INDUSTRY_FOOD_DISTRIBUTION

Food distribution

INDUSTRY_GROCERY_STORES

Grocery stores

INDUSTRY_HOUSEHOLD_PRODUCTS

Household and personal products

INDUSTRY_PACKAGED_FOODS

Packaged foods

INDUSTRY_TOBACCO

Tobacco

Energy

INDUSTRY_OIL_GAS_DRILLING

Oil and gas drilling

INDUSTRY_OIL_GAS_EP

Oil and gas extraction and processing

INDUSTRY_OIL_GAS_EQUIPMENT

Oil and gas equipment and services

INDUSTRY_OIL_GAS_INTEGRATED

Oil and gas integrated

INDUSTRY_OIL_GAS_MIDSTREAM

Oil and gas midstream

INDUSTRY_OIL_GAS_REFINING

Oil and gas refining and marketing

INDUSTRY_THERMAL_COAL

Thermal coal

INDUSTRY_URANIUM

Uranium

Finance

INDUSTRY_EXCHANGE_TRADED_FUND

Exchange traded fund

INDUSTRY_ASSETS_MANAGEMENT

Assets management

INDUSTRY_BANKS_DIVERSIFIED

Banks - Diversified

INDUSTRY_BANKS_REGIONAL

Banks - Regional

INDUSTRY_CAPITAL_MARKETS

Capital markets

INDUSTRY_CLOSE_END_FUND_DEBT

Closed-End fund - Debt

INDUSTRY_CLOSE_END_FUND_EQUITY

Closed-end fund - Equity

INDUSTRY_CLOSE_END_FUND_FOREIGN

Closed-end fund - Foreign

INDUSTRY_CREDIT_SERVICES

Credit services

INDUSTRY_FINANCIAL_CONGLOMERATE

Financial conglomerates

INDUSTRY_FINANCIAL_DATA_EXCHANGE

Financial data and stock exchange

INDUSTRY_INSURANCE_BROKERS

Insurance brokers

INDUSTRY_INSURANCE_DIVERSIFIED

Insurance - Diversified

INDUSTRY_INSURANCE_LIFE

Insurance - Life

INDUSTRY_INSURANCE_PROPERTY

Insurance - Property and casualty

INDUSTRY_INSURANCE_REINSURANCE

Insurance - Reinsurance

INDUSTRY_INSURANCE_SPECIALTY

Insurance - Specialty

INDUSTRY_MORTGAGE_FINANCE

Mortgage finance

INDUSTRY_SHELL_COMPANIES

Shell companies

Healthcare

INDUSTRY_BIOTECHNOLOGY

Biotechnology

INDUSTRY_DIAGNOSTICS_RESEARCH

Diagnostics and research

INDUSTRY_DRUGS_MANUFACTURERS

Drugs manufacturers - general

INDUSTRY_DRUGS_MANUFACTURERS_SPEC

Drugs manufacturers - Specialty and generic

INDUSTRY_HEALTHCARE_PLANS

Healthcare plans

INDUSTRY_HEALTH_INFORMATION

Health information services

INDUSTRY_MEDICAL_FACILITIES

Medical care facilities

INDUSTRY_MEDICAL_DEVICES

Medical devices

INDUSTRY_MEDICAL_DISTRIBUTION

Medical distribution

INDUSTRY_MEDICAL_INSTRUMENTS

Medical instruments and supplies

INDUSTRY_PHARM_RETAILERS

Pharmaceutical retailers

Industrials

INDUSTRY_AEROSPACE_DEFENSE

Aerospace and defense

INDUSTRY_AIRLINES

Airlines

INDUSTRY_AIRPORTS_SERVICES

Airports and air services

INDUSTRY_BUILDING_PRODUCTS

Building products and equipment

INDUSTRY_BUSINESS_EQUIPMENT

Business equipment and supplies

INDUSTRY_CONGLOMERATES

Conglomerates

INDUSTRY_CONSULTING_SERVICES

Consulting services

INDUSTRY_ELECTRICAL_EQUIPMENT

Electrical equipment and parts

INDUSTRY_ENGINEERING_CONSTRUCTION

Engineering and construction

INDUSTRY_FARM_HEAVY_MACHINERY

Farm and heavy construction machinery

INDUSTRY_INDUSTRIAL_DISTRIBUTION

Industrial distribution

INDUSTRY_INFRASTRUCTURE_OPERATIONS

Infrastructure operations

INDUSTRY_FREIGHT_LOGISTICS

Integrated freight and logistics

INDUSTRY_MARINE_SHIPPING

Marine shipping

INDUSTRY_METAL_FABRICATION

Metal fabrication

INDUSTRY_POLLUTION_CONTROL

Pollution and treatment controls

INDUSTRY_RAILROADS

Railroads

INDUSTRY_RENTAL_LEASING

Rental and leasing services

INDUSTRY_SECURITY_PROTECTION

Security and protection services

INDUSTRY_SPEALITY_BUSINESS_SERVICES

Specialty business services

INDUSTRY_SPEALITY_MACHINERY

Specialty industrial machinery

INDUSTRY_STUFFING_EMPLOYMENT

Stuffing and employment services

INDUSTRY_TOOLS_ACCESSORIES

Tools and accessories

INDUSTRY_TRUCKING

Trucking

INDUSTRY_WASTE_MANAGEMENT

Waste management

Real estate

INDUSTRY_REAL_ESTATE_DEVELOPMENT

Real estate - Development

INDUSTRY_REAL_ESTATE_DIVERSIFIED

Real estate - Diversified

INDUSTRY_REAL_ESTATE_SERVICES

Real estate services

INDUSTRY_REIT_DIVERSIFIED

REIT - Diversified

INDUSTRY_REIT_HEALTCARE

REIT - Healthcase facilities

INDUSTRY_REIT_HOTEL_MOTEL

REIT - Hotel and motel

INDUSTRY_REIT_INDUSTRIAL

REIT - Industrial

INDUSTRY_REIT_MORTAGE

REIT - Mortgage

INDUSTRY_REIT_OFFICE

REIT - Office

INDUSTRY_REIT_RESIDENTAL

REIT - Residential

INDUSTRY_REIT_RETAIL

REIT - Retail

INDUSTRY_REIT_SPECIALITY

REIT - Specialty

Technology

INDUSTRY_COMMUNICATION_EQUIPMENT

Communication equipment

INDUSTRY_COMPUTER_HARDWARE

Computer hardware

INDUSTRY_CONSUMER_ELECTRONICS

Consumer electronics

INDUSTRY_ELECTRONIC_COMPONENTS

Electronic components

INDUSTRY_ELECTRONIC_DISTRIBUTION

Electronics and computer distribution

INDUSTRY_IT_SERVICES

Information technology services

INDUSTRY_SCIENTIFIC_INSTRUMENTS

Scientific and technical instruments

INDUSTRY_SEMICONDUCTOR_EQUIPMENT

Semiconductor equipment and materials

INDUSTRY_SEMICONDUCTORS

Semiconductors

INDUSTRY_SOFTWARE_APPLICATION

Software - Application

INDUSTRY_SOFTWARE_INFRASTRUCTURE

Software - Infrastructure

INDUSTRY_SOLAR

Solar

Utilities

INDUSTRY_UTILITIES_DIVERSIFIED

Utilities - Diversified

INDUSTRY_UTILITIES_POWERPRODUCERS

Utilities - Independent power producers

INDUSTRY_UTILITIES_RENEWABLE

Utilities - Renewable

INDUSTRY_UTILITIES_REGULATED_ELECTRIC

Utilities - Regulated electric

INDUSTRY_UTILITIES_REGULATED_GAS

Utilities - Regulated gas

INDUSTRY_UTILITIES_REGULATED_WATER

Utilities - Regulated water

INDUSTRY_UTILITIES_FIRST

Start of the utilities services types enumeration. Corresponds to INDUSTRY_UTILITIES_DIVERSIFIED.

INDUSTRY_UTILITIES_LAST

End of the utilities services types enumeration. Corresponds to INDUSTRY_UTILITIES_REGULATED_WATER.