QuantConnect.Securities.Future Namespace Reference

Classes
class	EmptyFutureChainProvider
	An implementation of IFutureChainProvider that always returns an empty list of contracts More...
class	Future
	Futures Security Object Implementation for Futures Assets More...
class	FutureCache
	Future specific caching support More...
class	FutureExchange
	Future exchange class - information and helper tools for future exchange properties More...
class	FutureHolding
	Future holdings implementation of the base securities class More...
class	FutureMarginModel
	Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins More...
class	FutureSettlementModel
	Settlement model which can handle daily profit and loss settlement More...
class	FuturesExpiryFunctions
	Calculate the date of a futures expiry given an expiry month and year More...
class	FuturesExpiryUtilityFunctions
	Class to implement common functions used in FuturesExpiryFunctions More...
class	FuturesListings
	Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date. More...
class	FuturesOptionsSymbolMappings
	Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker More...
class	FutureSymbol
	Static class contains common utility methods specific to symbols representing the future contracts More...
class	MarginRequirementsEntry
	POCO class for modeling margin requirements at given date More...