Defines a single futures contract at a specific expiration More...
Public Member Functions | |
| FuturesContract (Symbol symbol) | |
| Initializes a new instance of the FuturesContract class More... | |
| FuturesContract (FutureUniverse contractData) | |
| Initializes a new instance of the FuturesContract class More... | |
 Public Member Functions inherited from QuantConnect.Data.Market.BaseContract | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Static Public Member Functions | |
| static implicit | operator Symbol (FuturesContract contract) |
| Implicit conversion into Symbol More... | |
Properties | |
| override decimal??? | OpenInterest [get] |
| Gets the open interest More... | |
| override decimal? | LastPrice [get] |
| Gets the last price this contract traded at More... | |
| override long??? | Volume [get] |
| Gets the last volume this contract traded at More... | |
| override decimal? | BidPrice [get] |
| Get the current bid price More... | |
| override long? | BidSize [get] |
| Get the current bid size More... | |
| override decimal? | AskPrice [get] |
| Gets the current ask price More... | |
| override long? | AskSize [get] |
| Get the current ask size More... | |
| Properties inherited from QuantConnect.Data.Market.BaseContract | |
| Symbol | Symbol [get, set] |
| Gets the contract's symbol More... | |
| DateTime | Time [get, set] |
| Gets the local date time this contract's data was last updated More... | |
| virtual decimal | OpenInterest [get, set] |
| Gets the open interest More... | |
| virtual decimal | LastPrice [get, set] |
| Gets the last price this contract traded at More... | |
| virtual long | Volume [get, set] |
| Gets the last volume this contract traded at More... | |
| virtual decimal | BidPrice [get, set] |
| Gets the current bid price More... | |
| virtual long | BidSize [get, set] |
| Get the current bid size More... | |
| virtual decimal | AskPrice [get, set] |
| Gets the ask price More... | |
| virtual long | AskSize [get, set] |
| Gets the current ask size More... | |
| Properties inherited from QuantConnect.Data.ISymbolProvider | |
| Symbol | Symbol [get, set] |
| Gets the Symbol More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Data.Market.BaseContract | |
| SecurityIdentifier | ID => Symbol.ID |
| The security identifier of the symbol More... | |
| Symbol | UnderlyingSymbol => Symbol.Underlying |
| Gets the underlying security's symbol More... | |
| DateTime | Expiry => Symbol.ID.Date |
| Gets the expiration date More... | |
| Protected Member Functions inherited from QuantConnect.Data.Market.BaseContract | |
| BaseContract (Symbol symbol) | |
| Initializes a new instance of the BaseContract class More... | |
Detailed Description
Defines a single futures contract at a specific expiration
Definition at line 23 of file FuturesContract.cs.
Constructor & Destructor Documentation
◆ FuturesContract() [1/2]
| QuantConnect.Data.Market.FuturesContract.FuturesContract | ( | Symbol | symbol | ) |
Initializes a new instance of the FuturesContract class
- Parameters
-
symbol The futures contract symbol
Definition at line 175 of file FuturesContract.cs.
◆ FuturesContract() [2/2]
| QuantConnect.Data.Market.FuturesContract.FuturesContract | ( | FutureUniverse | contractData | ) |
Initializes a new instance of the FuturesContract class
- Parameters
-
contractData The contract universe data
Definition at line 184 of file FuturesContract.cs.
Member Function Documentation
◆ operator Symbol()
|
static |
Implicit conversion into Symbol
- Parameters
-
contract The option contract to be converted
Definition at line 194 of file FuturesContract.cs.
Property Documentation
◆ OpenInterest
|
get |
Gets the open interest
Definition at line 36 of file FuturesContract.cs.
◆ LastPrice
|
get |
Gets the last price this contract traded at
Definition at line 52 of file FuturesContract.cs.
◆ Volume
|
get |
Gets the last volume this contract traded at
Definition at line 76 of file FuturesContract.cs.
◆ BidPrice
|
get |
Get the current bid price
Definition at line 91 of file FuturesContract.cs.
◆ BidSize
|
get |
Get the current bid size
Definition at line 114 of file FuturesContract.cs.
◆ AskPrice
|
get |
Gets the current ask price
Definition at line 133 of file FuturesContract.cs.
◆ AskSize
|
get |
Get the current ask size
Definition at line 156 of file FuturesContract.cs.
The documentation for this class was generated from the following file:
- Common/Data/Market/FuturesContract.cs
