Lean  $LEAN_TAG$
QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider Class Reference

Sources the InteractiveBrokers short availability data from the local disk for the given brokerage More...

Inheritance diagram for QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider:
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Public Member Functions

 InteractiveBrokersShortableProvider ()
 Creates a new instance More...
 
- Public Member Functions inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
 LocalDiskShortableProvider (string brokerage)
 Creates an instance of the class. Establishes the directory to read from. More...
 
decimal FeeRate (Symbol symbol, DateTime localTime)
 Gets interest rate charged on borrowed shares for a given asset. More...
 
decimal RebateRate (Symbol symbol, DateTime localTime)
 Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset. E.g.: Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%. More...
 
long? ShortableQuantity (Symbol symbol, DateTime localTime)
 Gets the quantity shortable for the Symbol at the given date. More...
 

Additional Inherited Members

- Protected Member Functions inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
record ShortableData (long? ShortableQuantity, decimal RebateFee, decimal FeeRate)
 Gets the shortable data More...
 
- Static Protected Attributes inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
static IDataProvider DataProvider = Composer.Instance.GetPart<IDataProvider>()
 The data provider instance to use More...
 
- Properties inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
string Brokerage [get, set]
 The short availability provider More...
 

Detailed Description

Sources the InteractiveBrokers short availability data from the local disk for the given brokerage

Definition at line 21 of file InteractiveBrokersShortableProvider.cs.

Constructor & Destructor Documentation

◆ InteractiveBrokersShortableProvider()

QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider.InteractiveBrokersShortableProvider ( )

Creates a new instance

Definition at line 26 of file InteractiveBrokersShortableProvider.cs.


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