Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL. More...

Static Public Member Functions
static List< SecurityDefinition >	Read (IDataProvider dataProvider, string securitiesDefinitionKey)
	Reads data from the specified file and converts it to a list of SecurityDefinition More...

static bool	TryRead (IDataProvider dataProvider, string securitiesDatabaseKey, out List< SecurityDefinition > securityDefinitions)
	Attempts to read data from the specified file and convert it into a list of SecurityDefinition More...

static SecurityDefinition	FromCsvLine (string line)
	Parses a single line of CSV and converts it into an instance More...

Properties
SecurityIdentifier	SecurityIdentifier `[get, set]`
	The unique SecurityIdentifier identified by the industry-standard security identifiers contained within this class. More...

string	CUSIP `[get, set]`
	The Committee on Uniform Securities Identification Procedures (CUSIP) number of a security More...

string	CompositeFIGI `[get, set]`
	The composite Financial Instrument Global Identifier (FIGI) of a security More...

string	SEDOL `[get, set]`
	The Stock Exchange Daily Official List (SEDOL) security identifier of a security More...

string	ISIN `[get, set]`
	The International Securities Identification Number (ISIN) of a security More...

int?	CIK `[get, set]`
	A Central Index Key or CIK number is a unique number assigned to an individual, company, filing agent or foreign government by the United States Securities and Exchange Commission (SEC). The number is used to identify its filings in several online databases, including EDGAR. More...

Detailed Description

Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL.

Definition at line 30 of file SecurityDefinition.cs.

Member Function Documentation

◆ Read()

static List<SecurityDefinition> QuantConnect.Securities.SecurityDefinition.Read	(	IDataProvider	dataProvider,
		string	securitiesDefinitionKey
	)

static

Reads data from the specified file and converts it to a list of SecurityDefinition

Parameters

dataProvider	Data provider used to obtain symbol mappings data
securitiesDefinitionKey	Location to read the securities definition data from

Returns: List of security definitions

Definition at line 79 of file SecurityDefinition.cs.

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◆ TryRead()

static bool QuantConnect.Securities.SecurityDefinition.TryRead	(	IDataProvider	dataProvider,
		string	securitiesDatabaseKey,
		out List< SecurityDefinition >	securityDefinitions
	)

static

Attempts to read data from the specified file and convert it into a list of SecurityDefinition

Parameters

dataProvider	Data provider used to obtain symbol mappings data
securitiesDatabaseKey	Location of the file to read from
securityDefinitions	Security definitions read

Returns: true if data was read successfully, false otherwise

Definition at line 107 of file SecurityDefinition.cs.

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◆ FromCsvLine()

static SecurityDefinition QuantConnect.Securities.SecurityDefinition.FromCsvLine ( string line )

static

Parses a single line of CSV and converts it into an instance

Parameters

line	Line of CSV

Returns: SecurityDefinition instance

Definition at line 126 of file SecurityDefinition.cs.

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Property Documentation

◆ SecurityIdentifier

SecurityIdentifier QuantConnect.Securities.SecurityDefinition.SecurityIdentifier

getset

The unique SecurityIdentifier identified by the industry-standard security identifiers contained within this class.

Definition at line 36 of file SecurityDefinition.cs.

◆ CUSIP

string QuantConnect.Securities.SecurityDefinition.CUSIP

getset

The Committee on Uniform Securities Identification Procedures (CUSIP) number of a security

For more information on CUSIP numbers: https://en.wikipedia.org/wiki/CUSIP

Definition at line 42 of file SecurityDefinition.cs.

◆ CompositeFIGI

string QuantConnect.Securities.SecurityDefinition.CompositeFIGI

getset

The composite Financial Instrument Global Identifier (FIGI) of a security

The composite FIGI differs from an exchange-level FIGI, in that it identifies an asset across all exchanges in a single country that the asset trades in. For more information about the FIGI standard: https://en.wikipedia.org/wiki/Financial_Instrument_Global_Identifier

Definition at line 52 of file SecurityDefinition.cs.

◆ SEDOL

string QuantConnect.Securities.SecurityDefinition.SEDOL

getset

The Stock Exchange Daily Official List (SEDOL) security identifier of a security

For more information about SEDOL security identifiers: https://en.wikipedia.org/wiki/SEDOL

Definition at line 58 of file SecurityDefinition.cs.

◆ ISIN

string QuantConnect.Securities.SecurityDefinition.ISIN

getset

The International Securities Identification Number (ISIN) of a security

For more information about the ISIN standard: https://en.wikipedia.org/wiki/International_Securities_Identification_Number

Definition at line 64 of file SecurityDefinition.cs.

◆ CIK

int? QuantConnect.Securities.SecurityDefinition.CIK

getset

A Central Index Key or CIK number is a unique number assigned to an individual, company, filing agent or foreign government by the United States Securities and Exchange Commission (SEC). The number is used to identify its filings in several online databases, including EDGAR.

For more information about CIK: https://en.wikipedia.org/wiki/Central_Index_Key

Definition at line 71 of file SecurityDefinition.cs.

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

Common/Securities/SecurityDefinition.cs

Static Public Member Functions

Properties

Detailed Description

Member Function Documentation

◆ Read()

◆ TryRead()

◆ FromCsvLine()

Property Documentation

◆ SecurityIdentifier

◆ CUSIP

◆ CompositeFIGI

◆ SEDOL

◆ ISIN

◆ CIK