Lean exchange definition More...

Public Member Functions
	Exchange (string name, string code, string description, string market, params SecurityType[] securityTypes)
	Creates a new exchange instance More...

override string	ToString ()
	Returns a string that represents the current object. More...

override bool	Equals (object? obj)
	Indicates whether the current object is equal to another object More...

override int	GetHashCode ()
	Serves as a hash function for a particular type. More...

Static Public Member Functions
static implicit	operator string (Exchange exchange)
	Returns the string representation of this exchange More...

static bool	operator== (Exchange left, Exchange right)
	Equals operator More...

static bool	operator!= (Exchange left, Exchange right)
	Not equals operator More...

Properties
static Exchange	UNKNOWN = new(string.Empty, string.Empty, "UNKNOWN", string.Empty) `[get]`
	Unknown exchange value More...

static Exchange	MEMX `[get]`
	The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange More...

static Exchange	LTSE = new("MEMX", "MM", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Long-Term Stock Exchange More...

static Exchange	NASDAQ = new("LTSE", "L", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	National Association of Securities Dealers Automated Quotation. More...

static Exchange	NASDAQ_Options = new("NASDAQ", "Q", "National Association of Securities Dealers Automated Quotation", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The NASDAQ options market More...

static Exchange	BATS = new("XNDQ", "XNDQ", "NASDAQ options market", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption) `[get]`
	Bats Global Markets, Better Alternative Trading System More...

static Exchange	ARCA = new("BATS", "Z", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	New York Stock Archipelago Exchange More...

static Exchange	ARCA_Options = new("ARCA", "P", "New York Stock Archipelago Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	New York Stock Archipelago Exchange More...

static Exchange	NYSE = new("ARCX", "ARCX", "NYSE Arca Options", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	New York Stock Exchange More...

static Exchange	SMART = new("NYSE", "N", "New York Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Smart Exchange More...

static Exchange	OTCX = new("SMART", "SMART", "SMART Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Over The Counter Exchange More...

static Exchange	IEX = new("OTCX", "OTCX", "Over the Counter Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Investors Exchange More...

static Exchange	NSX = new("IEX", "IEX", "Investors Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	National Stock Exchange More...

static Exchange	FINRA = new("NSE", "C", "National Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Financial Industry Regulatory Authority More...

static Exchange	ISE = new("FINRA", "D", "The Financial Industry Regulatory Authority", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Nasdaq International Securities Exchange More...

static Exchange	CSE = new("ISE", "I", "Nasdaq International Securities Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Chicago Stock Exchange More...

static Exchange	CBOE = new("CSE", "M", "Chicago Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Chicago Board Options Exchange More...

static Exchange	C2 = new("CBOE", "W", "The Chicago Board Options Exchange", QuantConnect.Market.USA, SecurityType.Equity, SecurityType.Option, SecurityType.IndexOption) `[get]`
	CBOE Options Exchange More...

static Exchange	NASDAQ_BX = new("C2", "W", "CBOE Options Exchange", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	The American Options Exchange More...

static Exchange	SIAC = new("NASDAQ_BX", "B", "National Association of Securities Dealers Automated Quotation BX", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Securities Industry Automation Corporation More...

static Exchange	EDGA = new("SIAC", "SIAC", "The Securities Industry Automation Corporation", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	CBOE EDGA U.S. equities Exchange More...

static Exchange	EDGX = new("EDGA", "J", "CBOE EDGA U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	CBOE EDGX U.S. equities Exchange More...

static Exchange	EDGO = new("EDGX", "K", "CBOE EDGX U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	CBOE EDGO U.S. option Exchange More...

static Exchange	NASDAQ_PSX = new("EDGO", "EDGO", "CBOE EDGX OPTIONS EXCHANGE.", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption) `[get]`
	National Association of Securities Dealers Automated Quotation PSX More...

static Exchange	BATS_Y = new("NASDAQ_PSX", "X", "National Association of Securities Dealers Automated Quotation PSX", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	National Association of Securities Dealers Automated Quotation PSX More...

static Exchange	BOSTON = new("BATS_Y", "Y", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Boston Stock Exchange More...

static Exchange	BOX = new("BOSTON", "BB", "The Boston Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	The Boston Option Exchange More...

static Exchange	AMEX = new("BOX", "B", "The Boston Option Exchange", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption) `[get]`
	The American Stock Exchange More...

static Exchange	BSE = new("AMEX", "A", "The American Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Bombay Stock Exchange More...

static Exchange	NSE = new("BSE", "BSE", "Bombay Stock Exchange", QuantConnect.Market.India, SecurityType.Equity) `[get]`
	National Stock Exchange of India More...

static Exchange	AMEX_Options = new("NSE", "NSE", "National Stock Exchange of India", QuantConnect.Market.India, SecurityType.Equity) `[get]`
	The American Options Exchange More...

static Exchange	OPRA = new("AMEX", "A", "The American Options Exchange", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	The Options Price Reporting Authority More...

static Exchange	MIAX = new("OPRA", "O", "The Options Price Reporting Authority", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	Miami International Securities Options Exchange More...

static Exchange	MIAX_PEARL = new("MIAX", "M", "Miami International Securities Options Exchange", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	MIAX Pearl Option and Equity exchange. Offers a Price-Time allocation and Maker-Taker fee structure More...

static Exchange	MIAX_EMERALD = new("MIAX_PEARL", "MP", "MIAX PEARL", QuantConnect.Market.USA, SecurityType.Option, SecurityType.Equity) `[get]`
	Serves as a counterpart to MIAX Options and MIAX Pearl by providing Pro-Rata allocation like MIAX Options and a Maker-Taker fee structure like MIAX Pearl More...

static Exchange	MIAX_SAPPHIRE = new("MIAX_EMERALD", "ME", "MIAX EMERALD", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	MIAX Sapphire: Electronic and floor trading for derivatives. More...

static Exchange	ISE_GEMINI = new("MIAX_SAPPHIRE", "SPHR", "Miax Sapphire, LLC", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption) `[get]`
	International Securities Options Exchange GEMINI More...

static Exchange	ISE_MERCURY = new("ISE_GEMINI", "H", "International Securities Options Exchange GEMINI", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	International Securities Options Exchange MERCURY More...

static Exchange	CME = new("ISE_MERCURY", "J", "International Securities Options Exchange MERCURY", QuantConnect.Market.USA, SecurityType.Option) `[get]`
	The Chicago Mercantile Exchange (CME), is an organized exchange for the trading of futures and options. More...

static Exchange	EUREX = new("CME", "CME", "Futures and Options Chicago Mercantile Exchange", QuantConnect.Market.CME, SecurityType.Future, SecurityType.FutureOption) `[get]`
	The European Derivatives Exchange (EUREX) More...

static Exchange	CBOT = new("EUREX", "EUREX", "European Derivatives Exchange", QuantConnect.Market.EUREX, SecurityType.Future, SecurityType.Index) `[get]`

static Exchange	CFE = new("CBOT", "CBOT", " Chicago Board of Trade Commodity Exchange", QuantConnect.Market.CBOT, SecurityType.Future, SecurityType.FutureOption) `[get]`
	Cboe Futures Exchange More...

static Exchange	COMEX = new("CFE", "CFE", "CFE Futures Exchange", QuantConnect.Market.CFE, SecurityType.Future) `[get]`
	COMEX Commodity Exchange More...

static Exchange	ICE = new("COMEX", "COMEX", "COMEX Futures Exchange", QuantConnect.Market.COMEX, SecurityType.Future) `[get]`
	The Intercontinental Exchange More...

static Exchange	NYMEX = new("ICE", "ICE", "The Intercontinental Exchange", QuantConnect.Market.ICE, SecurityType.Future) `[get]`
	New York Mercantile Exchange More...

static Exchange	NYSELIFFE = new("NYMEX", "NYMEX", "New York Mercantile Exchange", QuantConnect.Market.NYMEX, SecurityType.Future, SecurityType.FutureOption) `[get]`
	London International Financial Futures and Options Exchange More...

static Exchange	CSFB = new("NYSELIFFE", "NYSELIFFE", "London International Financial Futures and Options Exchange", QuantConnect.Market.NYSELIFFE, SecurityType.Future, SecurityType.FutureOption) `[get]`
	Credit Suisse First Boston (also known as CSFB and CS First Boston) is the investment banking affiliate of Credit Suisse headquartered in New York. More...

static Exchange	PHLX = new("CSFB", "CSFB", "Credit Suisse First Boston", QuantConnect.Market.USA, SecurityType.Equity) `[get]`
	Philadelphia Stock Exchange (PHLX), now known as Nasdaq PHLX, is the first stock exchange established in the United States and the oldest stock exchange in the nation. More...

string	Description = new("PHLX", "X", "NASDAQ OMX PHLX", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption) `[get]`
	Exchange description More...

string	Code `[get]`
	The exchange short code More...

string	Name `[get]`
	The exchange name More...

string	Market `[get]`
	The associated lean market Market More...

IReadOnlyList< SecurityType >	SecurityTypes = new List<SecurityType>() `[get]`
	Security types traded in this exchange More...

Detailed Description

Lean exchange definition

Definition at line 25 of file Exchange.cs.

Constructor & Destructor Documentation

◆ Exchange()

QuantConnect.Exchange.Exchange	(	string	name,
		string	code,
		string	description,
		string	market,
		params SecurityType[]	securityTypes
	)

Creates a new exchange instance

Definition at line 359 of file Exchange.cs.

Member Function Documentation

◆ ToString()

override string QuantConnect.Exchange.ToString ( )

Returns a string that represents the current object.

Definition at line 371 of file Exchange.cs.

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◆ operator string()

static implicit QuantConnect.Exchange.operator string ( Exchange exchange )

static

Returns the string representation of this exchange

Definition at line 379 of file Exchange.cs.

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◆ Equals()

override bool QuantConnect.Exchange.Equals ( object? obj )

Indicates whether the current object is equal to another object

Definition at line 387 of file Exchange.cs.

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◆ operator==()

static bool QuantConnect.Exchange.operator==	(	Exchange	left,
		Exchange	right
	)

static

Equals operator

Parameters

left	The left operand
right	The right operand

Returns: True if both symbols are equal, otherwise false

Definition at line 413 of file Exchange.cs.

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◆ operator!=()

static bool QuantConnect.Exchange.operator!=	(	Exchange	left,
		Exchange	right
	)

static

Not equals operator

Parameters

left	The left operand
right	The right operand

Returns: True if both symbols are not equal, otherwise false

Definition at line 432 of file Exchange.cs.

◆ GetHashCode()

override int QuantConnect.Exchange.GetHashCode ( )

Serves as a hash function for a particular type.

Definition at line 440 of file Exchange.cs.

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Property Documentation

◆ UNKNOWN

Exchange QuantConnect.Exchange.UNKNOWN = new(string.Empty, string.Empty, "UNKNOWN", string.Empty)

staticget

Unknown exchange value

Definition at line 30 of file Exchange.cs.

◆ MEMX

Exchange QuantConnect.Exchange.MEMX

staticget

The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange

Definition at line 35 of file Exchange.cs.

◆ LTSE

Exchange QuantConnect.Exchange.LTSE = new("MEMX", "MM", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Long-Term Stock Exchange

Definition at line 41 of file Exchange.cs.

◆ NASDAQ

Exchange QuantConnect.Exchange.NASDAQ = new("LTSE", "L", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

National Association of Securities Dealers Automated Quotation.

Definition at line 47 of file Exchange.cs.

◆ NASDAQ_Options

Exchange QuantConnect.Exchange.NASDAQ_Options = new("NASDAQ", "Q", "National Association of Securities Dealers Automated Quotation", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The NASDAQ options market

Definition at line 53 of file Exchange.cs.

◆ BATS

Exchange QuantConnect.Exchange.BATS = new("XNDQ", "XNDQ", "NASDAQ options market", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption)

staticget

Bats Global Markets, Better Alternative Trading System

Definition at line 59 of file Exchange.cs.

◆ ARCA

Exchange QuantConnect.Exchange.ARCA = new("BATS", "Z", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity)

staticget

New York Stock Archipelago Exchange

Definition at line 65 of file Exchange.cs.

◆ ARCA_Options

Exchange QuantConnect.Exchange.ARCA_Options = new("ARCA", "P", "New York Stock Archipelago Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

New York Stock Archipelago Exchange

Definition at line 71 of file Exchange.cs.

◆ NYSE

Exchange QuantConnect.Exchange.NYSE = new("ARCX", "ARCX", "NYSE Arca Options", QuantConnect.Market.USA, SecurityType.Option)

staticget

New York Stock Exchange

Definition at line 77 of file Exchange.cs.

◆ SMART

Exchange QuantConnect.Exchange.SMART = new("NYSE", "N", "New York Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Smart Exchange

Brokerage will route to smart exchange

Definition at line 84 of file Exchange.cs.

◆ OTCX

Exchange QuantConnect.Exchange.OTCX = new("SMART", "SMART", "SMART Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Over The Counter Exchange

Definition at line 90 of file Exchange.cs.

◆ IEX

Exchange QuantConnect.Exchange.IEX = new("OTCX", "OTCX", "Over the Counter Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Investors Exchange

Definition at line 96 of file Exchange.cs.

◆ NSX

Exchange QuantConnect.Exchange.NSX = new("IEX", "IEX", "Investors Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

National Stock Exchange

Is now known as the NYSE National

Definition at line 103 of file Exchange.cs.

◆ FINRA

Exchange QuantConnect.Exchange.FINRA = new("NSE", "C", "National Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Financial Industry Regulatory Authority

Definition at line 109 of file Exchange.cs.

◆ ISE

Exchange QuantConnect.Exchange.ISE = new("FINRA", "D", "The Financial Industry Regulatory Authority", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Nasdaq International Securities Exchange

Definition at line 115 of file Exchange.cs.

◆ CSE

Exchange QuantConnect.Exchange.CSE = new("ISE", "I", "Nasdaq International Securities Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Chicago Stock Exchange

Definition at line 121 of file Exchange.cs.

◆ CBOE

Exchange QuantConnect.Exchange.CBOE = new("CSE", "M", "Chicago Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Chicago Board Options Exchange

Definition at line 127 of file Exchange.cs.

◆ C2

Exchange QuantConnect.Exchange.C2 = new("CBOE", "W", "The Chicago Board Options Exchange", QuantConnect.Market.USA, SecurityType.Equity, SecurityType.Option, SecurityType.IndexOption)

staticget

CBOE Options Exchange

Definition at line 133 of file Exchange.cs.

◆ NASDAQ_BX

Exchange QuantConnect.Exchange.NASDAQ_BX = new("C2", "W", "CBOE Options Exchange", QuantConnect.Market.USA, SecurityType.Option)

staticget

The American Options Exchange

Definition at line 139 of file Exchange.cs.

◆ SIAC

Exchange QuantConnect.Exchange.SIAC = new("NASDAQ_BX", "B", "National Association of Securities Dealers Automated Quotation BX", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Securities Industry Automation Corporation

Definition at line 145 of file Exchange.cs.

◆ EDGA

Exchange QuantConnect.Exchange.EDGA = new("SIAC", "SIAC", "The Securities Industry Automation Corporation", QuantConnect.Market.USA, SecurityType.Equity)

staticget

CBOE EDGA U.S. equities Exchange

Definition at line 151 of file Exchange.cs.

◆ EDGX

Exchange QuantConnect.Exchange.EDGX = new("EDGA", "J", "CBOE EDGA U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

CBOE EDGX U.S. equities Exchange

Definition at line 157 of file Exchange.cs.

◆ EDGO

Exchange QuantConnect.Exchange.EDGO = new("EDGX", "K", "CBOE EDGX U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

CBOE EDGO U.S. option Exchange

Definition at line 163 of file Exchange.cs.

◆ NASDAQ_PSX

Exchange QuantConnect.Exchange.NASDAQ_PSX = new("EDGO", "EDGO", "CBOE EDGX OPTIONS EXCHANGE.", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption)

staticget

National Association of Securities Dealers Automated Quotation PSX

Definition at line 169 of file Exchange.cs.

◆ BATS_Y

Exchange QuantConnect.Exchange.BATS_Y = new("NASDAQ_PSX", "X", "National Association of Securities Dealers Automated Quotation PSX", QuantConnect.Market.USA, SecurityType.Equity)

staticget

National Association of Securities Dealers Automated Quotation PSX

Definition at line 175 of file Exchange.cs.

◆ BOSTON

Exchange QuantConnect.Exchange.BOSTON = new("BATS_Y", "Y", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Boston Stock Exchange

Now NASDAQ OMX BX

Definition at line 182 of file Exchange.cs.

◆ BOX

Exchange QuantConnect.Exchange.BOX = new("BOSTON", "BB", "The Boston Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

The Boston Option Exchange

Definition at line 188 of file Exchange.cs.

◆ AMEX

Exchange QuantConnect.Exchange.AMEX = new("BOX", "B", "The Boston Option Exchange", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption)

staticget

The American Stock Exchange

Now NYSE MKT

Definition at line 195 of file Exchange.cs.

◆ BSE

Exchange QuantConnect.Exchange.BSE = new("AMEX", "A", "The American Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Bombay Stock Exchange

Definition at line 201 of file Exchange.cs.

◆ NSE

Exchange QuantConnect.Exchange.NSE = new("BSE", "BSE", "Bombay Stock Exchange", QuantConnect.Market.India, SecurityType.Equity)

staticget

National Stock Exchange of India

Definition at line 207 of file Exchange.cs.

◆ AMEX_Options

Exchange QuantConnect.Exchange.AMEX_Options = new("NSE", "NSE", "National Stock Exchange of India", QuantConnect.Market.India, SecurityType.Equity)

staticget

The American Options Exchange

Now NYSE Amex Options

Definition at line 214 of file Exchange.cs.

◆ OPRA

Exchange QuantConnect.Exchange.OPRA = new("AMEX", "A", "The American Options Exchange", QuantConnect.Market.USA, SecurityType.Option)

staticget

The Options Price Reporting Authority

Definition at line 220 of file Exchange.cs.

◆ MIAX

Exchange QuantConnect.Exchange.MIAX = new("OPRA", "O", "The Options Price Reporting Authority", QuantConnect.Market.USA, SecurityType.Option)

staticget

Miami International Securities Options Exchange

Definition at line 226 of file Exchange.cs.

◆ MIAX_PEARL

Exchange QuantConnect.Exchange.MIAX_PEARL = new("MIAX", "M", "Miami International Securities Options Exchange", QuantConnect.Market.USA, SecurityType.Option)

staticget

MIAX Pearl Option and Equity exchange. Offers a Price-Time allocation and Maker-Taker fee structure

Definition at line 232 of file Exchange.cs.

◆ MIAX_EMERALD

Exchange QuantConnect.Exchange.MIAX_EMERALD = new("MIAX_PEARL", "MP", "MIAX PEARL", QuantConnect.Market.USA, SecurityType.Option, SecurityType.Equity)

staticget

Serves as a counterpart to MIAX Options and MIAX Pearl by providing Pro-Rata allocation like MIAX Options and a Maker-Taker fee structure like MIAX Pearl

Definition at line 238 of file Exchange.cs.

◆ MIAX_SAPPHIRE

Exchange QuantConnect.Exchange.MIAX_SAPPHIRE = new("MIAX_EMERALD", "ME", "MIAX EMERALD", QuantConnect.Market.USA, SecurityType.Option)

staticget

MIAX Sapphire: Electronic and floor trading for derivatives.

Definition at line 244 of file Exchange.cs.

◆ ISE_GEMINI

Exchange QuantConnect.Exchange.ISE_GEMINI = new("MIAX_SAPPHIRE", "SPHR", "Miax Sapphire, LLC", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption)

staticget

International Securities Options Exchange GEMINI

Definition at line 250 of file Exchange.cs.

◆ ISE_MERCURY

Exchange QuantConnect.Exchange.ISE_MERCURY = new("ISE_GEMINI", "H", "International Securities Options Exchange GEMINI", QuantConnect.Market.USA, SecurityType.Option)

staticget

International Securities Options Exchange MERCURY

Definition at line 256 of file Exchange.cs.

◆ CME

Exchange QuantConnect.Exchange.CME = new("ISE_MERCURY", "J", "International Securities Options Exchange MERCURY", QuantConnect.Market.USA, SecurityType.Option)

staticget

The Chicago Mercantile Exchange (CME), is an organized exchange for the trading of futures and options.

Definition at line 262 of file Exchange.cs.

◆ EUREX

Exchange QuantConnect.Exchange.EUREX = new("CME", "CME", "Futures and Options Chicago Mercantile Exchange", QuantConnect.Market.CME, SecurityType.Future, SecurityType.FutureOption)

staticget

The European Derivatives Exchange (EUREX)

Definition at line 268 of file Exchange.cs.

◆ CBOT

Exchange QuantConnect.Exchange.CBOT = new("EUREX", "EUREX", "European Derivatives Exchange", QuantConnect.Market.EUREX, SecurityType.Future, SecurityType.Index)

staticget

The Chicago Board of Trade (CBOT) is a commodity exchange

Definition at line 276 of file Exchange.cs.

◆ CFE

Exchange QuantConnect.Exchange.CFE = new("CBOT", "CBOT", " Chicago Board of Trade Commodity Exchange", QuantConnect.Market.CBOT, SecurityType.Future, SecurityType.FutureOption)

staticget

Cboe Futures Exchange

Definition at line 282 of file Exchange.cs.

◆ COMEX

Exchange QuantConnect.Exchange.COMEX = new("CFE", "CFE", "CFE Futures Exchange", QuantConnect.Market.CFE, SecurityType.Future)

staticget

COMEX Commodity Exchange

Definition at line 288 of file Exchange.cs.

◆ ICE

Exchange QuantConnect.Exchange.ICE = new("COMEX", "COMEX", "COMEX Futures Exchange", QuantConnect.Market.COMEX, SecurityType.Future)

staticget

The Intercontinental Exchange

Definition at line 294 of file Exchange.cs.

◆ NYMEX

Exchange QuantConnect.Exchange.NYMEX = new("ICE", "ICE", "The Intercontinental Exchange", QuantConnect.Market.ICE, SecurityType.Future)

staticget

New York Mercantile Exchange

Definition at line 300 of file Exchange.cs.

◆ NYSELIFFE

Exchange QuantConnect.Exchange.NYSELIFFE = new("NYMEX", "NYMEX", "New York Mercantile Exchange", QuantConnect.Market.NYMEX, SecurityType.Future, SecurityType.FutureOption)

staticget

London International Financial Futures and Options Exchange

Definition at line 306 of file Exchange.cs.

◆ CSFB

Exchange QuantConnect.Exchange.CSFB = new("NYSELIFFE", "NYSELIFFE", "London International Financial Futures and Options Exchange", QuantConnect.Market.NYSELIFFE, SecurityType.Future, SecurityType.FutureOption)

staticget

Credit Suisse First Boston (also known as CSFB and CS First Boston) is the investment banking affiliate of Credit Suisse headquartered in New York.

Definition at line 312 of file Exchange.cs.

◆ PHLX

Exchange QuantConnect.Exchange.PHLX = new("CSFB", "CSFB", "Credit Suisse First Boston", QuantConnect.Market.USA, SecurityType.Equity)

staticget

Philadelphia Stock Exchange (PHLX), now known as Nasdaq PHLX, is the first stock exchange established in the United States and the oldest stock exchange in the nation.

Definition at line 318 of file Exchange.cs.

◆ Description

string QuantConnect.Exchange.Description = new("PHLX", "X", "NASDAQ OMX PHLX", QuantConnect.Market.USA, SecurityType.Option, SecurityType.IndexOption)

get

Exchange description

Definition at line 325 of file Exchange.cs.

◆ Code

string QuantConnect.Exchange.Code

get

The exchange short code

Definition at line 330 of file Exchange.cs.

◆ Name

string QuantConnect.Exchange.Name

get

The exchange name

Definition at line 335 of file Exchange.cs.

◆ Market

string QuantConnect.Exchange.Market

get

The associated lean market Market

Definition at line 340 of file Exchange.cs.

◆ SecurityTypes

IReadOnlyList<SecurityType> QuantConnect.Exchange.SecurityTypes = new List<SecurityType>()

get

Security types traded in this exchange

Definition at line 346 of file Exchange.cs.

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

Common/Exchange.cs

Public Member Functions

Static Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ Exchange()

Member Function Documentation

◆ ToString()

◆ operator string()

◆ Equals()

◆ operator==()

◆ operator!=()

◆ GetHashCode()

Property Documentation

◆ UNKNOWN

◆ MEMX

◆ LTSE

◆ NASDAQ

◆ NASDAQ_Options

◆ BATS

◆ ARCA

◆ ARCA_Options

◆ NYSE

◆ SMART

◆ OTCX

◆ IEX

◆ NSX

◆ FINRA

◆ ISE

◆ CSE

◆ CBOE

◆ C2

◆ NASDAQ_BX

◆ SIAC

◆ EDGA

◆ EDGX

◆ EDGO

◆ NASDAQ_PSX

◆ BATS_Y

◆ BOSTON

◆ BOX

◆ AMEX

◆ BSE

◆ NSE

◆ AMEX_Options

◆ OPRA

◆ MIAX

◆ MIAX_PEARL

◆ MIAX_EMERALD

◆ MIAX_SAPPHIRE

◆ ISE_GEMINI

◆ ISE_MERCURY

◆ CME

◆ EUREX

◆ CBOT

◆ CFE

◆ COMEX

◆ ICE

◆ NYMEX

◆ NYSELIFFE

◆ CSFB

◆ PHLX

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