Definition of the SecurityReference class More...
Public Member Functions | |
| SecurityReference (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
| override FundamentalTimeDependentProperty | Clone (ITimeProvider timeProvider) |
| Clones this instance More... | |
 Public Member Functions inherited from QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty | |
| FundamentalTimeDependentProperty (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
Public Attributes | |
| string | SecuritySymbol => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecuritySymbol) |
| An arrangement of characters (often letters) representing a particular security listed on an exchange or otherwise traded publicly. Note: Morningstar's multi-share class symbols will often contain a "period" within the symbol; e.g. BRK.B for Berkshire Hathaway Class B. More... | |
| string | ExchangeId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeId) |
| The Id representing the stock exchange that the particular share class is trading. See separate reference document for Exchange Mappings. More... | |
| string | CurrencyId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CurrencyId) |
| 3 Character ISO code of the currency that the exchange price is denominated in; i.e. the trading currency of the security. See separate reference document for Currency Mappings. More... | |
| DateTime | IPODate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPODate) |
| The initial day that the share begins trading on a public exchange. More... | |
| bool | IsDepositaryReceipt => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDepositaryReceipt) |
| Indicator to denote if the share class is a depository receipt. 1 denotes it is an ADR or GDR; otherwise 0. More... | |
| double | DepositaryReceiptRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DepositaryReceiptRatio) |
| The number of underlying common shares backing each American Depository Receipt traded. More... | |
| string | SecurityType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecurityType) |
| Each security will be assigned to one of the below security type classifications; - Common Stock (ST00000001) - Preferred Stock (ST00000002) - Units (ST000000A1) More... | |
| string | ShareClassDescription => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassDescription) |
| Provides information when applicable such as whether the share class is Class A or Class B, an ADR, GDR, or a business development company (BDC). For preferred stocks, this field provides more detail about the preferred share class. More... | |
| string | ShareClassStatus => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassStatus) |
| At the ShareClass level; each share is assigned to 1 of 4 possible status classifications; (A) Active, (D) Deactive, (I) Inactive, or (O) Obsolete: - Active-Share class is currently trading in a public market, and we have fundamental data available. - Deactive-Share class was once Active, but is no longer trading due to share being delisted from the exchange. - Inactive-Share class is currently trading in a public market, but no fundamental data is available. - Obsolete-Share class was once Inactive, but is no longer trading due to share being delisted from the exchange. More... | |
| bool | IsPrimaryShare => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsPrimaryShare) |
| This indicator will denote if the indicated share is the primary share for the company. A "1" denotes the primary share, a "0" denotes a share that is not the primary share. The primary share is defined as the first share that a company IPO'd with and is still actively trading. If this share is no longer trading, we will denote the primary share as the share with the highest volume. More... | |
| bool | IsDividendReinvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDividendReinvest) |
| Shareholder election plan to re-invest cash dividend into additional shares. More... | |
| bool | IsDirectInvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDirectInvest) |
| A plan to make it possible for individual investors to invest in public companies without going through a stock broker. More... | |
| string | InvestmentId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_InvestmentId) |
| Identifier assigned to each security Morningstar covers. More... | |
| double | IPOOfferPrice => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPrice) |
| IPO offer price indicates the price at which an issuer sells its shares under an initial public offering (IPO). The offer price is set by issuer and its underwriters. More... | |
| DateTime | DelistingDate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingDate) |
| The date on which an inactive security was delisted from an exchange. More... | |
| string | DelistingReason => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingReason) |
| The reason for an inactive security's delisting from an exchange. The full list of Delisting Reason codes can be found within the Data Definitions- Appendix A DelistingReason Codes tab. More... | |
| string | MIC => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MIC) |
| The MIC (market identifier code) of the related shareclass of the company. See Data Appendix A for the relevant MIC to exchange name mapping. More... | |
| string | CommonShareSubType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CommonShareSubType) |
| Refers to the type of securities that can be found within the equity database. For the vast majority, this value will populate as null for regular common shares. For a minority of shareclasses, this will populate as either "Participating Preferred", "Closed-End Fund", "Foreign Share", or "Foreign Participated Preferred" which reflects our limited coverage of these types of securities within our equity database. More... | |
| string | IPOOfferPriceRange => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPriceRange) |
| The estimated offer price range (low-high) for a new IPO. The field should be used until the final IPO price becomes available, as populated in the data field "IPOPrice". More... | |
| string | ExchangeSubMarketGlobalId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeSubMarketGlobalId) |
| Classification to denote different Marketplace or Market tiers within a stock exchange. More... | |
| double | ConversionRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ConversionRatio) |
| The relationship between the chosen share class and the primary share class. More... | |
| double | ParValue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ParValue) |
| Nominal value of a security determined by the issuing company. More... | |
| bool | TradingStatus => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_TradingStatus) |
| string | MarketDataID => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MarketDataID) |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty | |
| ITimeProvider | _timeProvider [get] |
| The time provider instance to use More... | |
| SecurityIdentifier | _securityIdentifier [get] |
| The SID instance to use More... | |
Detailed Description
Definition of the SecurityReference class
Definition at line 29 of file SecurityReference.cs.
Constructor & Destructor Documentation
◆ SecurityReference()
| QuantConnect.Data.Fundamental.SecurityReference.SecurityReference | ( | ITimeProvider | timeProvider, |
| SecurityIdentifier | securityIdentifier | ||
| ) |
Creates a new instance for the given time and security
Definition at line 250 of file SecurityReference.cs.
Member Function Documentation
◆ Clone()
|
virtual |
Clones this instance
Implements QuantConnect.Data.Fundamental.FundamentalTimeDependentProperty.
Definition at line 258 of file SecurityReference.cs.
Member Data Documentation
◆ SecuritySymbol
| string QuantConnect.Data.Fundamental.SecurityReference.SecuritySymbol => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecuritySymbol) |
An arrangement of characters (often letters) representing a particular security listed on an exchange or otherwise traded publicly. Note: Morningstar's multi-share class symbols will often contain a "period" within the symbol; e.g. BRK.B for Berkshire Hathaway Class B.
Morningstar DataId: 1001
Definition at line 38 of file SecurityReference.cs.
◆ ExchangeId
| string QuantConnect.Data.Fundamental.SecurityReference.ExchangeId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeId) |
The Id representing the stock exchange that the particular share class is trading. See separate reference document for Exchange Mappings.
Morningstar DataId: 1002
Definition at line 47 of file SecurityReference.cs.
◆ CurrencyId
| string QuantConnect.Data.Fundamental.SecurityReference.CurrencyId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CurrencyId) |
3 Character ISO code of the currency that the exchange price is denominated in; i.e. the trading currency of the security. See separate reference document for Currency Mappings.
Morningstar DataId: 1004
Definition at line 56 of file SecurityReference.cs.
◆ IPODate
| DateTime QuantConnect.Data.Fundamental.SecurityReference.IPODate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPODate) |
The initial day that the share begins trading on a public exchange.
Morningstar DataId: 1009
Definition at line 65 of file SecurityReference.cs.
◆ IsDepositaryReceipt
| bool QuantConnect.Data.Fundamental.SecurityReference.IsDepositaryReceipt => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDepositaryReceipt) |
Indicator to denote if the share class is a depository receipt. 1 denotes it is an ADR or GDR; otherwise 0.
Morningstar DataId: 1010
Definition at line 74 of file SecurityReference.cs.
◆ DepositaryReceiptRatio
| double QuantConnect.Data.Fundamental.SecurityReference.DepositaryReceiptRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DepositaryReceiptRatio) |
The number of underlying common shares backing each American Depository Receipt traded.
Morningstar DataId: 1011
Definition at line 83 of file SecurityReference.cs.
◆ SecurityType
| string QuantConnect.Data.Fundamental.SecurityReference.SecurityType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecurityType) |
Each security will be assigned to one of the below security type classifications; - Common Stock (ST00000001) - Preferred Stock (ST00000002) - Units (ST000000A1)
Morningstar DataId: 1012
Definition at line 92 of file SecurityReference.cs.
◆ ShareClassDescription
| string QuantConnect.Data.Fundamental.SecurityReference.ShareClassDescription => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassDescription) |
Provides information when applicable such as whether the share class is Class A or Class B, an ADR, GDR, or a business development company (BDC). For preferred stocks, this field provides more detail about the preferred share class.
Morningstar DataId: 1013
Definition at line 101 of file SecurityReference.cs.
◆ ShareClassStatus
| string QuantConnect.Data.Fundamental.SecurityReference.ShareClassStatus => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassStatus) |
At the ShareClass level; each share is assigned to 1 of 4 possible status classifications; (A) Active, (D) Deactive, (I) Inactive, or (O) Obsolete: - Active-Share class is currently trading in a public market, and we have fundamental data available. - Deactive-Share class was once Active, but is no longer trading due to share being delisted from the exchange. - Inactive-Share class is currently trading in a public market, but no fundamental data is available. - Obsolete-Share class was once Inactive, but is no longer trading due to share being delisted from the exchange.
Morningstar DataId: 1014
Definition at line 110 of file SecurityReference.cs.
◆ IsPrimaryShare
| bool QuantConnect.Data.Fundamental.SecurityReference.IsPrimaryShare => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsPrimaryShare) |
This indicator will denote if the indicated share is the primary share for the company. A "1" denotes the primary share, a "0" denotes a share that is not the primary share. The primary share is defined as the first share that a company IPO'd with and is still actively trading. If this share is no longer trading, we will denote the primary share as the share with the highest volume.
Morningstar DataId: 1015
Definition at line 119 of file SecurityReference.cs.
◆ IsDividendReinvest
| bool QuantConnect.Data.Fundamental.SecurityReference.IsDividendReinvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDividendReinvest) |
Shareholder election plan to re-invest cash dividend into additional shares.
Morningstar DataId: 1016
Definition at line 128 of file SecurityReference.cs.
◆ IsDirectInvest
| bool QuantConnect.Data.Fundamental.SecurityReference.IsDirectInvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDirectInvest) |
A plan to make it possible for individual investors to invest in public companies without going through a stock broker.
Morningstar DataId: 1017
Definition at line 137 of file SecurityReference.cs.
◆ InvestmentId
| string QuantConnect.Data.Fundamental.SecurityReference.InvestmentId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_InvestmentId) |
Identifier assigned to each security Morningstar covers.
Morningstar DataId: 1018
Definition at line 146 of file SecurityReference.cs.
◆ IPOOfferPrice
| double QuantConnect.Data.Fundamental.SecurityReference.IPOOfferPrice => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPrice) |
IPO offer price indicates the price at which an issuer sells its shares under an initial public offering (IPO). The offer price is set by issuer and its underwriters.
Morningstar DataId: 1019
Definition at line 155 of file SecurityReference.cs.
◆ DelistingDate
| DateTime QuantConnect.Data.Fundamental.SecurityReference.DelistingDate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingDate) |
The date on which an inactive security was delisted from an exchange.
Morningstar DataId: 1020
Definition at line 164 of file SecurityReference.cs.
◆ DelistingReason
| string QuantConnect.Data.Fundamental.SecurityReference.DelistingReason => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingReason) |
The reason for an inactive security's delisting from an exchange. The full list of Delisting Reason codes can be found within the Data Definitions- Appendix A DelistingReason Codes tab.
Morningstar DataId: 1021
Definition at line 173 of file SecurityReference.cs.
◆ MIC
| string QuantConnect.Data.Fundamental.SecurityReference.MIC => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MIC) |
The MIC (market identifier code) of the related shareclass of the company. See Data Appendix A for the relevant MIC to exchange name mapping.
Morningstar DataId: 1022
Definition at line 182 of file SecurityReference.cs.
◆ CommonShareSubType
| string QuantConnect.Data.Fundamental.SecurityReference.CommonShareSubType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CommonShareSubType) |
Refers to the type of securities that can be found within the equity database. For the vast majority, this value will populate as null for regular common shares. For a minority of shareclasses, this will populate as either "Participating Preferred", "Closed-End Fund", "Foreign Share", or "Foreign Participated Preferred" which reflects our limited coverage of these types of securities within our equity database.
Morningstar DataId: 1023
Definition at line 191 of file SecurityReference.cs.
◆ IPOOfferPriceRange
| string QuantConnect.Data.Fundamental.SecurityReference.IPOOfferPriceRange => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPriceRange) |
The estimated offer price range (low-high) for a new IPO. The field should be used until the final IPO price becomes available, as populated in the data field "IPOPrice".
Morningstar DataId: 1024
Definition at line 200 of file SecurityReference.cs.
◆ ExchangeSubMarketGlobalId
| string QuantConnect.Data.Fundamental.SecurityReference.ExchangeSubMarketGlobalId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeSubMarketGlobalId) |
Classification to denote different Marketplace or Market tiers within a stock exchange.
Morningstar DataId: 1025
Definition at line 209 of file SecurityReference.cs.
◆ ConversionRatio
| double QuantConnect.Data.Fundamental.SecurityReference.ConversionRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ConversionRatio) |
The relationship between the chosen share class and the primary share class.
Morningstar DataId: 1026
Definition at line 218 of file SecurityReference.cs.
◆ ParValue
| double QuantConnect.Data.Fundamental.SecurityReference.ParValue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ParValue) |
Nominal value of a security determined by the issuing company.
Morningstar DataId: 1027
Definition at line 227 of file SecurityReference.cs.
◆ TradingStatus
| bool QuantConnect.Data.Fundamental.SecurityReference.TradingStatus => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_TradingStatus) |
Morningstar DataId: 1028
Morningstar DataId: 1028
Definition at line 236 of file SecurityReference.cs.
◆ MarketDataID
| string QuantConnect.Data.Fundamental.SecurityReference.MarketDataID => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MarketDataID) |
Morningstar DataId: 1029
Morningstar DataId: 1029
Definition at line 245 of file SecurityReference.cs.
The documentation for this class was generated from the following file:
- Common/Data/Fundamental/Generated/SecurityReference.cs
