Provides access to specific properties for various symbols More...

Public Member Functions
bool	ContainsKey (string market, string symbol, SecurityType securityType)
	Check whether symbol properties exists for the specified market/symbol/security-type More...

bool	ContainsKey (string market, Symbol symbol, SecurityType securityType)
	Check whether symbol properties exists for the specified market/symbol/security-type More...

bool	TryGetMarket (string symbol, SecurityType securityType, out string market)
	Tries to get the market for the provided symbol/security type More...

SymbolProperties	GetSymbolProperties (string market, Symbol symbol, SecurityType securityType, string defaultQuoteCurrency)
	Gets the symbol properties for the specified market/symbol/security-type More...

IEnumerable< KeyValuePair< SecurityDatabaseKey, SymbolProperties > >	GetSymbolPropertiesList (string market, SecurityType securityType)
	Gets a list of symbol properties for the specified market/security-type More...

IEnumerable< KeyValuePair< SecurityDatabaseKey, SymbolProperties > >	GetSymbolPropertiesList (string market)
	Gets a list of symbol properties for the specified market More...

bool	SetEntry (string market, string symbol, SecurityType securityType, SymbolProperties properties)
	Set SymbolProperties entry for a particular market, symbol and security type. More...

Static Public Member Functions
static SymbolPropertiesDatabase	FromDataFolder ()
	Gets the instance of the SymbolPropertiesDatabase class produced by reading in the symbol properties data found in /Data/symbol-properties/ More...

Protected Member Functions
	SymbolPropertiesDatabase (string file)
	Initialize a new instance of SymbolPropertiesDatabase using the given file More...

Static Protected Member Functions
static SymbolProperties	FromCsvLine (string line, out SecurityDatabaseKey key)
	Creates a new instance of SymbolProperties from the specified csv line More...

Detailed Description

Provides access to specific properties for various symbols

Definition at line 27 of file SymbolPropertiesDatabase.cs.

Constructor & Destructor Documentation

◆ SymbolPropertiesDatabase()

QuantConnect.Securities.SymbolPropertiesDatabase.SymbolPropertiesDatabase ( string file )

protected

Initialize a new instance of SymbolPropertiesDatabase using the given file

Parameters

file	File to read from

Definition at line 40 of file SymbolPropertiesDatabase.cs.

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Member Function Documentation

◆ ContainsKey() [1/2]

bool QuantConnect.Securities.SymbolPropertiesDatabase.ContainsKey	(	string	market,
		string	symbol,
		SecurityType	securityType
	)

Check whether symbol properties exists for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol

Definition at line 72 of file SymbolPropertiesDatabase.cs.

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◆ ContainsKey() [2/2]

bool QuantConnect.Securities.SymbolPropertiesDatabase.ContainsKey	(	string	market,
		Symbol	symbol,
		SecurityType	securityType
	)

Check whether symbol properties exists for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded (Symbol class)
securityType	The security type of the symbol

Definition at line 84 of file SymbolPropertiesDatabase.cs.

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◆ TryGetMarket()

bool QuantConnect.Securities.SymbolPropertiesDatabase.TryGetMarket	(	string	symbol,
		SecurityType	securityType,
		out string	market
	)

Tries to get the market for the provided symbol/security type

Parameters

symbol	The particular symbol being traded
securityType	The security type of the symbol
market	The market the exchange resides in Market

Returns: True if market was retrieved, false otherwise

Definition at line 99 of file SymbolPropertiesDatabase.cs.

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◆ GetSymbolProperties()

SymbolProperties QuantConnect.Securities.SymbolPropertiesDatabase.GetSymbolProperties	(	string	market,
		Symbol	symbol,
		SecurityType	securityType,
		string	defaultQuoteCurrency
	)

Gets the symbol properties for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded (Symbol class)
securityType	The security type of the symbol
defaultQuoteCurrency	Specifies the quote currency to be used when returning a default instance of an entry is not found in the database

Returns: The symbol properties matching the specified market/symbol/security-type or null if not found

For any derivative options asset that is not for equities, we default to the underlying symbol's properties if no entry is found in the database

Definition at line 122 of file SymbolPropertiesDatabase.cs.

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◆ GetSymbolPropertiesList() [1/2]

IEnumerable<KeyValuePair<SecurityDatabaseKey, SymbolProperties> > QuantConnect.Securities.SymbolPropertiesDatabase.GetSymbolPropertiesList	(	string	market,
		SecurityType	securityType
	)

Gets a list of symbol properties for the specified market/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
securityType	The security type of the symbol

Returns: An IEnumerable of symbol properties matching the specified market/security-type

Definition at line 160 of file SymbolPropertiesDatabase.cs.

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◆ GetSymbolPropertiesList() [2/2]

IEnumerable<KeyValuePair<SecurityDatabaseKey, SymbolProperties> > QuantConnect.Securities.SymbolPropertiesDatabase.GetSymbolPropertiesList ( string market )

Gets a list of symbol properties for the specified market

Parameters

market The market the exchange resides in, i.e, 'usa', 'fxcm', ect...

Returns: An IEnumerable of symbol properties matching the specified market

Definition at line 179 of file SymbolPropertiesDatabase.cs.

◆ SetEntry()

bool QuantConnect.Securities.SymbolPropertiesDatabase.SetEntry	(	string	market,
		string	symbol,
		SecurityType	securityType,
		SymbolProperties	properties
	)

Set SymbolProperties entry for a particular market, symbol and security type.

Parameters

market	Market of the entry
symbol	Symbol of the entry
securityType	Type of security for the entry
properties	The new symbol properties to store

Returns: True if successful

Definition at line 201 of file SymbolPropertiesDatabase.cs.

◆ FromDataFolder()

static SymbolPropertiesDatabase QuantConnect.Securities.SymbolPropertiesDatabase.FromDataFolder ( )

static

Gets the instance of the SymbolPropertiesDatabase class produced by reading in the symbol properties data found in /Data/symbol-properties/

Returns: A SymbolPropertiesDatabase class that represents the data in the symbol-properties folder

Definition at line 217 of file SymbolPropertiesDatabase.cs.

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◆ FromCsvLine()

static SymbolProperties QuantConnect.Securities.SymbolPropertiesDatabase.FromCsvLine	(	string	line,
		out SecurityDatabaseKey	key
	)

staticprotected

Creates a new instance of SymbolProperties from the specified csv line

Parameters

line	The csv line to be parsed
key	The key used to uniquely identify this security

Returns: A new SymbolProperties for the specified csv line

Definition at line 261 of file SymbolPropertiesDatabase.cs.

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

Common/Securities/SymbolPropertiesDatabase.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Static Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ SymbolPropertiesDatabase()

Member Function Documentation

◆ ContainsKey() [1/2]

◆ ContainsKey() [2/2]

◆ TryGetMarket()

◆ GetSymbolProperties()

◆ GetSymbolPropertiesList() [1/2]

◆ GetSymbolPropertiesList() [2/2]

◆ SetEntry()

◆ FromDataFolder()

◆ FromCsvLine()