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| | Cfd (SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes) |
| | Constructor for the CFD security More...
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| | Cfd (Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes, SecurityCache securityCache) |
| | Constructor for the CFD security More...
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| | Security (SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache) |
| | Construct a new security vehicle based on the user options. More...
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| | Security (Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache) |
| | Construct a new security vehicle based on the user options. More...
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| BaseData | GetLastData () |
| | Get the last price update set to the security if any else null More...
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| virtual void | SetLocalTimeKeeper (LocalTimeKeeper localTimeKeeper) |
| | Sets the LocalTimeKeeper to be used for this Security. This is the source of this instance's time. More...
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| void | SetMarketPrice (BaseData data) |
| | Update any security properties based on the latest market data and time More...
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| void | Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null) |
| | Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...
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| bool | IsCustomData () |
| | Returns true if the security contains at least one subscription that represents custom data More...
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| void | SetLeverage (decimal leverage) |
| | Set the leverage parameter for this security More...
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| virtual void | SetDataNormalizationMode (DataNormalizationMode mode) |
| | Sets the data normalization mode to be used by this security More...
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| void | RefreshDataNormalizationModeProperty () |
| | This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property More...
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| void | SetFeeModel (IFeeModel feelModel) |
| | Sets the fee model More...
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| void | SetFeeModel (PyObject feelModel) |
| | Sets the fee model More...
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| void | SetFillModel (IFillModel fillModel) |
| | Sets the fill model More...
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| void | SetFillModel (PyObject fillModel) |
| | Sets the fill model More...
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| void | SetSettlementModel (ISettlementModel settlementModel) |
| | Sets the settlement model More...
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| void | SetSettlementModel (PyObject settlementModel) |
| | Sets the settlement model More...
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| void | SetSlippageModel (ISlippageModel slippageModel) |
| | Sets the slippage model More...
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| void | SetSlippageModel (PyObject slippageModel) |
| | Sets the slippage model More...
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| void | SetVolatilityModel (IVolatilityModel volatilityModel) |
| | Sets the volatility model More...
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| void | SetVolatilityModel (PyObject volatilityModel) |
| | Sets the volatility model More...
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| void | SetBuyingPowerModel (IBuyingPowerModel buyingPowerModel) |
| | Sets the buying power model More...
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| void | SetBuyingPowerModel (PyObject pyObject) |
| | Sets the buying power model More...
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| void | SetMarginInterestRateModel (IMarginInterestRateModel marginInterestRateModel) |
| | Sets the margin interests rate model More...
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| void | SetMarginInterestRateModel (PyObject pyObject) |
| | Sets the margin interests rate model More...
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| void | SetMarginModel (IBuyingPowerModel marginModel) |
| | Sets the margin model More...
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| void | SetMarginModel (PyObject pyObject) |
| | Sets the margin model More...
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| void | SetShortableProvider (PyObject pyObject) |
| | Set Python Shortable Provider for this Security More...
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| void | SetShortableProvider (IShortableProvider shortableProvider) |
| | Set Shortable Provider for this Security More...
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| void | SetDataFilter (PyObject pyObject) |
| | Set Security Data Filter More...
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| void | SetDataFilter (ISecurityDataFilter dataFilter) |
| | Set Security Data Filter More...
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| override bool | TryGetMember (GetMemberBinder binder, out object result) |
| | This is a DynamicObject override. Not meant for external use. More...
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| override bool | TrySetMember (SetMemberBinder binder, object value) |
| | This is a DynamicObject override. Not meant for external use. More...
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| override bool | TryInvokeMember (InvokeMemberBinder binder, object[] args, out object result) |
| | This is a DynamicObject override. Not meant for external use. More...
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| void | Add (string key, object value) |
| | Adds the specified custom property. This allows us to use the security object as a dynamic object for quick storage. More...
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| bool | TryGet< T > (string key, out T value) |
| | Gets the specified custom property More...
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| T | Get< T > (string key) |
| | Gets the specified custom property More...
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| bool | Remove (string key) |
| | Removes a custom property. More...
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| bool | Remove< T > (string key, out T value) |
| | Removes a custom property. More...
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| void | Clear () |
| | Removes every custom property that had been set. More...
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| override string | ToString () |
| | Returns a string that represents the current object. More...
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| decimal | ContractMultiplier [get] |
| | Gets the contract multiplier for this CFD security More...
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| decimal | MinimumPriceVariation [get] |
| | Gets the minimum price variation for this CFD security More...
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| IShortableProvider | ShortableProvider [get] |
| | This securities IShortableProvider More...
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| IEnumerable< SubscriptionDataConfig > | Subscriptions [get] |
| | Gets all the subscriptions for this security More...
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| Symbol | Symbol [get] |
| | Symbol for the asset. More...
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| Cash | QuoteCurrency [get] |
| | Gets the Cash object used for converting the quote currency to the account currency More...
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| SymbolProperties | SymbolProperties [get, protected set] |
| | Gets the symbol properties for this security More...
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| Resolution | Resolution [get] |
| | Resolution of data requested for this security. More...
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| bool | IsFillDataForward [get] |
| | Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization. More...
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| bool | IsExtendedMarketHours [get] |
| | Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization. More...
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| DataNormalizationMode | DataNormalizationMode [get] |
| | Gets the data normalization mode used for this security More...
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| SubscriptionDataConfig | SubscriptionDataConfig [get] |
| | Gets the subscription configuration for this security More...
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| virtual bool | IsTradable [get, set] |
| | Gets or sets whether or not this security should be considered tradable More...
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| bool | IsDelisted [get, set] |
| | True if the security has been delisted from exchanges and is no longer tradable More...
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| SecurityCache | Cache [get, set] |
| | Data cache for the security to store previous price information. More...
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| SecurityHolding | Holdings [get, set] |
| | Holdings class contains the portfolio, cash and processes order fills. More...
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| SecurityExchange | Exchange [get, set] |
| | Exchange class contains the market opening hours, along with pre-post market hours. More...
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| IFeeModel | FeeModel [get, set] |
| | Fee model used to compute order fees for this security More...
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| IFillModel | FillModel [get, set] |
| | Fill model used to produce fill events for this security More...
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| ISlippageModel | SlippageModel [get, set] |
| | Slippage model use to compute slippage of market orders More...
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| ISecurityPortfolioModel | PortfolioModel [get, set] |
| | Gets the portfolio model used by this security More...
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| IBuyingPowerModel | BuyingPowerModel [get, set] |
| | Gets the buying power model used for this security More...
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| IBuyingPowerModel | MarginModel [get, set] |
| | Gets the buying power model used for this security, an alias for BuyingPowerModel More...
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| IMarginInterestRateModel | MarginInterestRateModel [get, set] |
| | Gets or sets the margin interest rate model More...
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| ISettlementModel | SettlementModel [get, set] |
| | Gets the settlement model used for this security More...
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| IVolatilityModel | VolatilityModel [get, set] |
| | Gets the volatility model used for this security More...
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| ISecurityDataFilter | DataFilter [get, set] |
| | Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms. More...
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| IPriceVariationModel | PriceVariationModel [get, set] |
| | Customizable price variation model used to define the minimum price variation of this security. By default minimum price variation is a constant find in the symbol-properties-database. More...
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| dynamic | Data [get] |
| | Provides dynamic access to data in the cache More...
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| virtual DateTime | LocalTime [get] |
| | Local time for this market More...
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| Fundamental | Fundamentals [get] |
| | Gets the fundamental data associated with the security if there is any, otherwise null. More...
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| object | this[string key] [get, set] |
| | Gets or sets the specified custom property through the indexer. This is a wrapper around the Get<T>(string) and Add(string,object) methods. More...
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| decimal | Price [get] |
| | Get the current value of the security. More...
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| decimal | Close [get] |
| | If this uses trade bar data, return the most recent close. More...
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| decimal | Volume [get] |
| | Access to the volume of the equity today More...
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| decimal | BidPrice [get] |
| | Gets the most recent bid price if available More...
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| decimal | BidSize [get] |
| | Gets the most recent bid size if available More...
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| decimal | AskPrice [get] |
| | Gets the most recent ask price if available More...
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| decimal | AskSize [get] |
| | Gets the most recent ask size if available More...
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| long | OpenInterest [get] |
| | Access to the open interest of the security today More...
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| Symbol | Symbol [get] |
| | Symbol for the asset. More...
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| SymbolProperties | SymbolProperties [get] |
| | SymbolProperties of the symbol More...
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| SecurityType | Type => Symbol.ID.SecurityType |
| | Type of the security. More...
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| bool | HasData => GetLastData() != null |
| | There has been at least one datapoint since our algorithm started running for us to determine price. More...
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| virtual bool | HoldStock => Holdings.HoldStock |
| | Read only property that checks if we currently own stock in the company. More...
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| virtual bool | Invested => HoldStock |
| | Alias for HoldStock - Do we have any of this security More...
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| virtual decimal | Price => Cache.Price |
| | Get the current value of the security. More...
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| virtual decimal | Leverage => Holdings.Leverage |
| | Leverage for this Security. More...
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| virtual decimal | High => Cache.High == 0 ? Price : Cache.High |
| | If this uses tradebar data, return the most recent high. More...
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| virtual decimal | Low => Cache.Low == 0 ? Price : Cache.Low |
| | If this uses tradebar data, return the most recent low. More...
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| virtual decimal | Close => Cache.Close == 0 ? Price : Cache.Close |
| | If this uses tradebar data, return the most recent close. More...
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| virtual decimal | Open => Cache.Open == 0 ? Price : Cache.Open |
| | If this uses tradebar data, return the most recent open. More...
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| virtual decimal | Volume => Cache.Volume |
| | Access to the volume of the equity today More...
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| virtual decimal | BidPrice => Cache.BidPrice == 0 ? Price : Cache.BidPrice |
| | Gets the most recent bid price if available More...
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| virtual decimal | BidSize => Cache.BidSize |
| | Gets the most recent bid size if available More...
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| virtual decimal | AskPrice => Cache.AskPrice == 0 ? Price : Cache.AskPrice |
| | Gets the most recent ask price if available More...
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| virtual decimal | AskSize => Cache.AskSize |
| | Gets the most recent ask size if available More...
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| virtual long | OpenInterest => Cache.OpenInterest |
| | Access to the open interest of the security today More...
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| const decimal | NullLeverage = 0 |
| | A null security leverage value More...
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| | Security (Symbol symbol, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel) |
| | Construct a new security vehicle based on the user options. More...
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| | Security (SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel) |
| | Temporary convenience constructor More...
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| virtual void | UpdateConsumersMarketPrice (BaseData data) |
| | Update market price of this Security More...
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CFD Security Object Implementation for CFD Assets
- See also
- Security
Definition at line 28 of file Cfd.cs.
Public Member Functions inherited from QuantConnect.Securities.Security