Represents common properties for a specific security, uniquely identified by market, symbol and security type More...

Inheritance diagram for QuantConnect.Securities.SymbolProperties:

Public Member Functions
	SymbolProperties (string description, string quoteCurrency, decimal contractMultiplier, decimal minimumPriceVariation, decimal lotSize, string marketTicker, decimal? minimumOrderSize=null, decimal priceMagnifier=1, decimal strikeMultiplier=1)
	Creates an instance of the SymbolProperties class More...

override string	ToString ()
	The string representation of these symbol properties More...

Static Public Member Functions
static SymbolProperties	GetDefault (string quoteCurrency)
	Gets a default instance of the SymbolProperties class for the specified quoteCurrency More...

Properties
string	Description `[get]`
	The description of the security More...

string	QuoteCurrency `[get]`
	The quote currency of the security More...

decimal	ContractMultiplier `[get, protected set]`
	The contract multiplier for the security More...

virtual decimal	MinimumPriceVariation `[get, protected set]`
	The minimum price variation (tick size) for the security More...

decimal	LotSize `[get]`
	The lot size (lot size of the order) for the security More...

string	MarketTicker `[get]`
	The market ticker More...

decimal?	MinimumOrderSize `[get]`
	The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD More...

decimal	PriceMagnifier `[get]`
	Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC'). More...

decimal	StrikeMultiplier `[get]`
	Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.Strikes(int, int) More...

Detailed Description

Represents common properties for a specific security, uniquely identified by market, symbol and security type

Definition at line 23 of file SymbolProperties.cs.

Constructor & Destructor Documentation

◆ SymbolProperties()

QuantConnect.Securities.SymbolProperties.SymbolProperties	(	string	description,
		string	quoteCurrency,
		decimal	contractMultiplier,
		decimal	minimumPriceVariation,
		decimal	lotSize,
		string	marketTicker,
		decimal?	minimumOrderSize = `null`,
		decimal	priceMagnifier = `1`,
		decimal	strikeMultiplier = `1`
	)

Creates an instance of the SymbolProperties class

Definition at line 110 of file SymbolProperties.cs.

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Member Function Documentation

◆ ToString()

override string QuantConnect.Securities.SymbolProperties.ToString ( )

The string representation of these symbol properties

Definition at line 142 of file SymbolProperties.cs.

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◆ GetDefault()

static SymbolProperties QuantConnect.Securities.SymbolProperties.GetDefault ( string quoteCurrency )

static

Gets a default instance of the SymbolProperties class for the specified quoteCurrency

Parameters

quoteCurrency The quote currency of the symbol

Returns: A default instance of theSymbolProperties class

Definition at line 152 of file SymbolProperties.cs.

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Property Documentation

◆ Description

string QuantConnect.Securities.SymbolProperties.Description

get

The description of the security

Definition at line 29 of file SymbolProperties.cs.

◆ QuoteCurrency

string QuantConnect.Securities.SymbolProperties.QuoteCurrency

get

The quote currency of the security

Definition at line 37 of file SymbolProperties.cs.

◆ ContractMultiplier

decimal QuantConnect.Securities.SymbolProperties.ContractMultiplier

getprotected set

The contract multiplier for the security

Definition at line 45 of file SymbolProperties.cs.

◆ MinimumPriceVariation

virtual decimal QuantConnect.Securities.SymbolProperties.MinimumPriceVariation

getprotected set

The minimum price variation (tick size) for the security

Definition at line 54 of file SymbolProperties.cs.

◆ LotSize

decimal QuantConnect.Securities.SymbolProperties.LotSize

get

The lot size (lot size of the order) for the security

Definition at line 63 of file SymbolProperties.cs.

◆ MarketTicker

string QuantConnect.Securities.SymbolProperties.MarketTicker

get

The market ticker

Definition at line 71 of file SymbolProperties.cs.

◆ MinimumOrderSize

decimal? QuantConnect.Securities.SymbolProperties.MinimumOrderSize

get

The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD

Definition at line 82 of file SymbolProperties.cs.

◆ PriceMagnifier

decimal QuantConnect.Securities.SymbolProperties.PriceMagnifier

get

Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC').

Default value is 1 but for some futures in cents it's 100

Definition at line 92 of file SymbolProperties.cs.

◆ StrikeMultiplier

decimal QuantConnect.Securities.SymbolProperties.StrikeMultiplier

get

Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.Strikes(int, int)

Definition at line 103 of file SymbolProperties.cs.

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

Common/Securities/SymbolProperties.cs

Public Member Functions

Static Public Member Functions

Properties