Sources the InteractiveBrokers short availability data from the local disk for the given brokerage More...

Inheritance diagram for QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider:

Public Member Functions
	InteractiveBrokersShortableProvider ()
	Creates a new instance More...

Public Member Functions inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
	LocalDiskShortableProvider (string brokerage)
	Creates an instance of the class. Establishes the directory to read from. More...

decimal	FeeRate (Symbol symbol, DateTime localTime)
	Gets interest rate charged on borrowed shares for a given asset. More...

decimal	RebateRate (Symbol symbol, DateTime localTime)
	Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset. E.g.: Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%. More...

long?	ShortableQuantity (Symbol symbol, DateTime localTime)
	Gets the quantity shortable for the Symbol at the given date. More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
record	ShortableData (long? ShortableQuantity, decimal RebateFee, decimal FeeRate)

Static Protected Attributes inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
static IDataProvider	DataProvider = Composer.Instance.GetPart<IDataProvider>()
	The data provider instance to use More...

Properties inherited from QuantConnect.Data.Shortable.LocalDiskShortableProvider
string	Brokerage `[get, set]`
	The short availability provider More...

Detailed Description

Sources the InteractiveBrokers short availability data from the local disk for the given brokerage

Constructor & Destructor Documentation

QuantConnect.Data.Shortable.InteractiveBrokersShortableProvider.InteractiveBrokersShortableProvider ( )

Creates a new instance

Parameters

securityType	SecurityType to read the short availability data
market	Market to read the short availability data

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