QuantConnect.Data.Market.FuturesContract Class Reference

Defines a single futures contract at a specific expiration More...

Public Member Functions
	FuturesContract (Symbol symbol, Symbol underlyingSymbol)
	Initializes a new instance of the FuturesContract class More...
override string	ToString ()
	Returns a string that represents the current object. More...

Public Attributes
DateTime	Expiry => Symbol.ID.Date
	Gets the expiration date More...

Properties
Symbol	Symbol [get]
	Gets the futures contract's symbol More...
Symbol	UnderlyingSymbol [get]
	Gets the underlying security's symbol More...
DateTime	Time [get, set]
	Gets the local date time this contract's data was last updated More...
decimal	OpenInterest [get, set]
	Gets the open interest More...
decimal	LastPrice [get, set]
	Gets the last price this contract traded at More...
long	Volume [get, set]
	Gets the last volume this contract traded at More...
decimal	BidPrice [get, set]
	Gets the current bid price More...
long	BidSize [get, set]
	Get the current bid size More...
decimal	AskPrice [get, set]
	Gets the ask price More...
long	AskSize [get, set]
	Gets the current ask size More...

Detailed Description

Defines a single futures contract at a specific expiration

Definition at line 23 of file FuturesContract.cs.

Constructor & Destructor Documentation

FuturesContract()

QuantConnect.Data.Market.FuturesContract.FuturesContract	(	Symbol	symbol,
		Symbol	underlyingSymbol
	)

Initializes a new instance of the FuturesContract class

Parameters

symbol	The futures contract symbol
underlyingSymbol	The symbol of the underlying security

Definition at line 115 of file FuturesContract.cs.

Member Function Documentation

ToString()

override string QuantConnect.Data.Market.FuturesContract.ToString

(

)

Returns a string that represents the current object.

Returns

A string that represents the current object.

Member Data Documentation

Expiry

DateTime QuantConnect.Data.Market.FuturesContract.Expiry => Symbol.ID.Date

Gets the expiration date

Definition at line 44 of file FuturesContract.cs.

Property Documentation

Symbol

Symbol QuantConnect.Data.Market.FuturesContract.Symbol

get

Gets the futures contract's symbol

Definition at line 29 of file FuturesContract.cs.

UnderlyingSymbol

Symbol QuantConnect.Data.Market.FuturesContract.UnderlyingSymbol

get

Gets the underlying security's symbol

Definition at line 37 of file FuturesContract.cs.

Time

DateTime QuantConnect.Data.Market.FuturesContract.Time

getset

Gets the local date time this contract's data was last updated

Definition at line 50 of file FuturesContract.cs.

OpenInterest

decimal QuantConnect.Data.Market.FuturesContract.OpenInterest

getset

Gets the open interest

Definition at line 58 of file FuturesContract.cs.

LastPrice

decimal QuantConnect.Data.Market.FuturesContract.LastPrice

getset

Gets the last price this contract traded at

Definition at line 66 of file FuturesContract.cs.

Volume

long QuantConnect.Data.Market.FuturesContract.Volume

getset

Gets the last volume this contract traded at

Definition at line 74 of file FuturesContract.cs.

BidPrice

decimal QuantConnect.Data.Market.FuturesContract.BidPrice

getset

Gets the current bid price

Definition at line 82 of file FuturesContract.cs.

BidSize

long QuantConnect.Data.Market.FuturesContract.BidSize

getset

Get the current bid size

Definition at line 90 of file FuturesContract.cs.

AskPrice

decimal QuantConnect.Data.Market.FuturesContract.AskPrice

getset

Gets the ask price

Definition at line 98 of file FuturesContract.cs.

AskSize

long QuantConnect.Data.Market.FuturesContract.AskSize

getset

Gets the current ask size

Definition at line 106 of file FuturesContract.cs.

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The documentation for this class was generated from the following file:

• Common/Data/Market/FuturesContract.cs