Lean  $LEAN_TAG$
QuantConnect.Exchange Class Reference

Lean exchange definition More...

Public Member Functions

override string ToString ()
 Returns a string that represents the current object. More...
 
override bool Equals (object? obj)
 Indicates whether the current object is equal to another object More...
 
override int GetHashCode ()
 Serves as a hash function for a particular type. More...
 

Static Public Member Functions

static implicit operator string (Exchange exchange)
 Returns the string representation of this exchange More...
 
static bool operator== (Exchange left, Exchange right)
 Equals operator More...
 
static bool operator!= (Exchange left, Exchange right)
 Not equals operator More...
 

Properties

static Exchange UNKNOWN = new (string.Empty, string.Empty, "UNKNOWN", string.Empty) [get]
 Unknown exchange value More...
 
static Exchange MEMX [get]
 The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange More...
 
static Exchange LTSE = new("MEMX", "MM", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Long-Term Stock Exchange More...
 
static Exchange NASDAQ = new("LTSE", "L", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 National Association of Securities Dealers Automated Quotation. More...
 
static Exchange BATS = new("NASDAQ", "Q", "National Association of Securities Dealers Automated Quotation", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Bats Global Markets, Better Alternative Trading System More...
 
static Exchange ARCA = new("BATS", "Z", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity) [get]
 New York Stock Archipelago Exchange More...
 
static Exchange NYSE = new("ARCA", "P", "New York Stock Archipelago Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 New York Stock Exchange More...
 
static Exchange SMART = new("NYSE", "N", "New York Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Smart Exchange More...
 
static Exchange OTCX = new("SMART", "SMART", "SMART Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Over The Counter Exchange More...
 
static Exchange IEX = new("OTCX", "OTCX", "Over the Counter Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The Investors Exchange More...
 
static Exchange NSX = new("IEX", "IEX", "Investors Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 National Stock Exchange More...
 
static Exchange FINRA = new("NSE", "C", "National Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The Financial Industry Regulatory Authority More...
 
static Exchange ISE = new("FINRA", "D", "The Financial Industry Regulatory Authority", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Nasdaq International Securities Exchange More...
 
static Exchange CSE = new("ISE", "I", "Nasdaq International Securities Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Chicago Stock Exchange More...
 
static Exchange CBOE = new("CSE", "M", "Chicago Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The Chicago Board Options Exchange More...
 
static Exchange NASDAQ_BX = new("CBOE", "W", "The Chicago Board Options Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The American Options Exchange More...
 
static Exchange SIAC = new("NASDAQ_BX", "B", "National Association of Securities Dealers Automated Quotation BX", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The Securities Industry Automation Corporation More...
 
static Exchange EDGA = new("SIAC", "SIAC", "The Securities Industry Automation Corporation", QuantConnect.Market.USA, SecurityType.Equity) [get]
 CBOE EDGA U.S. equities Exchange More...
 
static Exchange EDGX = new("EDGA", "J", "CBOE EDGA U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 CBOE EDGX U.S. equities Exchange More...
 
static Exchange NASDAQ_PSX = new("EDGX", "K", "CBOE EDGX U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 National Association of Securities Dealers Automated Quotation PSX More...
 
static Exchange BATS_Y = new("NASDAQ_PSX", "X", "National Association of Securities Dealers Automated Quotation PSX", QuantConnect.Market.USA, SecurityType.Equity) [get]
 National Association of Securities Dealers Automated Quotation PSX More...
 
static Exchange BOSTON = new("BATS_Y", "Y", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The Boston Stock Exchange More...
 
static Exchange AMEX = new("BOSTON", "BB", "The Boston Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 The American Stock Exchange More...
 
static Exchange BSE = new("AMEX", "A", "The American Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity) [get]
 Bombay Stock Exchange More...
 
static Exchange NSE = new("BSE", "BSE", "Bombay Stock Exchange", QuantConnect.Market.India, SecurityType.Equity) [get]
 National Stock Exchange of India More...
 
static Exchange AMEX_Options = new("NSE", "NSE", "National Stock Exchange of India", QuantConnect.Market.India, SecurityType.Equity) [get]
 The American Options Exchange More...
 
static Exchange OPRA = new("AMEX", "A", "The American Options Exchange", QuantConnect.Market.USA, SecurityType.Option) [get]
 The Options Price Reporting Authority More...
 
static Exchange C2 = new("OPRA", "O", "The Options Price Reporting Authority", QuantConnect.Market.USA, SecurityType.Option) [get]
 CBOE Options Exchange More...
 
static Exchange MIAX = new("C2", "W", "CBOE Options Exchange", QuantConnect.Market.USA, SecurityType.Option) [get]
 Miami International Securities Options Exchange More...
 
static Exchange MIAX_PEARL = new("MIAX", "M", "Miami International Securities Options Exchange", QuantConnect.Market.USA, SecurityType.Option) [get]
 MIAX Pearl Option and Equity exchange. Offers a Price-Time allocation and Maker-Taker fee structure More...
 
static Exchange MIAX_EMERALD = new("MIAX_PEARL", "MP", "MIAX PEARL", QuantConnect.Market.USA, SecurityType.Option, SecurityType.Equity) [get]
 Serves as a counterpart to MIAX Options and MIAX Pearl by providing Pro-Rata allocation like MIAX Options and a Maker-Taker fee structure like MIAX Pearl More...
 
static Exchange ISE_GEMINI = new("MIAX_EMERALD", "ME", "MIAX EMERALD", QuantConnect.Market.USA, SecurityType.Option) [get]
 International Securities Options Exchange GEMINI More...
 
static Exchange ISE_MERCURY = new("ISE_GEMINI", "H", "International Securities Options Exchange GEMINI", QuantConnect.Market.USA, SecurityType.Option) [get]
 International Securities Options Exchange MERCURY More...
 
static Exchange CME = new("ISE_MERCURY", "J", "International Securities Options Exchange MERCURY", QuantConnect.Market.USA, SecurityType.Option) [get]
 The Chicago Mercantile Exchange (CME), is an organized exchange for the trading of futures and options. More...
 
static Exchange CBOT = new("CME", "CME", "Futures and Options Chicago Mercantile Exchange", QuantConnect.Market.CME, SecurityType.Future, SecurityType.FutureOption) [get]
 The Chicago Board of Trade (CBOT) is a commodity exchange More...
 
static Exchange CFE = new("CBOT", "CBOT", " Chicago Board of Trade Commodity Exchange", QuantConnect.Market.CBOT, SecurityType.Future, SecurityType.FutureOption) [get]
 Cboe Futures Exchange More...
 
static Exchange COMEX = new("CFE", "CFE", "CFE Futures Exchange", QuantConnect.Market.CFE, SecurityType.Future) [get]
 COMEX Commodity Exchange More...
 
static Exchange ICE = new("COMEX", "COMEX", "COMEX Futures Exchange", QuantConnect.Market.COMEX, SecurityType.Future) [get]
 The Intercontinental Exchange More...
 
static Exchange NYMEX = new("ICE", "ICE", "The Intercontinental Exchange", QuantConnect.Market.ICE, SecurityType.Future) [get]
 New York Mercantile Exchange More...
 
static Exchange NYSELIFFE = new("NYMEX", "NYMEX", "New York Mercantile Exchange", QuantConnect.Market.NYMEX, SecurityType.Future, SecurityType.FutureOption) [get]
 London International Financial Futures and Options Exchange More...
 
string Description = new("NYSELIFFE", "NYSELIFFE", "London International Financial Futures and Options Exchange", QuantConnect.Market.NYSELIFFE, SecurityType.Future, SecurityType.FutureOption) [get]
 Exchange description More...
 
string Code [get]
 The exchange short code More...
 
string Name [get]
 The exchange name More...
 
string Market [get]
 The associated lean market Market More...
 
IReadOnlyList< SecurityTypeSecurityTypes = new List<SecurityType>() [get]
 Security types traded in this exchange More...
 

Detailed Description

Lean exchange definition

Definition at line 25 of file Exchange.cs.

Member Function Documentation

◆ ToString()

override string QuantConnect.Exchange.ToString ( )

Returns a string that represents the current object.

Definition at line 321 of file Exchange.cs.

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◆ operator string()

static implicit QuantConnect.Exchange.operator string ( Exchange  exchange)
static

Returns the string representation of this exchange

Definition at line 329 of file Exchange.cs.

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◆ Equals()

override bool QuantConnect.Exchange.Equals ( object?  obj)

Indicates whether the current object is equal to another object

Definition at line 337 of file Exchange.cs.

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◆ operator==()

static bool QuantConnect.Exchange.operator== ( Exchange  left,
Exchange  right 
)
static

Equals operator

Parameters
leftThe left operand
rightThe right operand
Returns
True if both symbols are equal, otherwise false

Definition at line 363 of file Exchange.cs.

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◆ operator!=()

static bool QuantConnect.Exchange.operator!= ( Exchange  left,
Exchange  right 
)
static

Not equals operator

Parameters
leftThe left operand
rightThe right operand
Returns
True if both symbols are not equal, otherwise false

Definition at line 382 of file Exchange.cs.

◆ GetHashCode()

override int QuantConnect.Exchange.GetHashCode ( )

Serves as a hash function for a particular type.

Definition at line 390 of file Exchange.cs.

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Property Documentation

◆ UNKNOWN

Exchange QuantConnect.Exchange.UNKNOWN = new (string.Empty, string.Empty, "UNKNOWN", string.Empty)
staticget

Unknown exchange value

Definition at line 30 of file Exchange.cs.

◆ MEMX

Exchange QuantConnect.Exchange.MEMX
staticget

The Members Exchange (MEMX) is an independently owned, technology-driven stock exchange

Definition at line 35 of file Exchange.cs.

◆ LTSE

Exchange QuantConnect.Exchange.LTSE = new("MEMX", "MM", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Long-Term Stock Exchange

Definition at line 41 of file Exchange.cs.

◆ NASDAQ

Exchange QuantConnect.Exchange.NASDAQ = new("LTSE", "L", "The Long-Term Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

National Association of Securities Dealers Automated Quotation.

Definition at line 47 of file Exchange.cs.

◆ BATS

Exchange QuantConnect.Exchange.BATS = new("NASDAQ", "Q", "National Association of Securities Dealers Automated Quotation", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Bats Global Markets, Better Alternative Trading System

Definition at line 53 of file Exchange.cs.

◆ ARCA

Exchange QuantConnect.Exchange.ARCA = new("BATS", "Z", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity)
staticget

New York Stock Archipelago Exchange

Definition at line 59 of file Exchange.cs.

◆ NYSE

Exchange QuantConnect.Exchange.NYSE = new("ARCA", "P", "New York Stock Archipelago Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

New York Stock Exchange

Definition at line 65 of file Exchange.cs.

◆ SMART

Exchange QuantConnect.Exchange.SMART = new("NYSE", "N", "New York Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Smart Exchange

Brokerage will route to smart exchange

Definition at line 72 of file Exchange.cs.

◆ OTCX

Exchange QuantConnect.Exchange.OTCX = new("SMART", "SMART", "SMART Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Over The Counter Exchange

Definition at line 78 of file Exchange.cs.

◆ IEX

Exchange QuantConnect.Exchange.IEX = new("OTCX", "OTCX", "Over the Counter Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The Investors Exchange

Definition at line 84 of file Exchange.cs.

◆ NSX

Exchange QuantConnect.Exchange.NSX = new("IEX", "IEX", "Investors Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

National Stock Exchange

Is now known as the NYSE National

Definition at line 91 of file Exchange.cs.

◆ FINRA

Exchange QuantConnect.Exchange.FINRA = new("NSE", "C", "National Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The Financial Industry Regulatory Authority

Definition at line 97 of file Exchange.cs.

◆ ISE

Exchange QuantConnect.Exchange.ISE = new("FINRA", "D", "The Financial Industry Regulatory Authority", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Nasdaq International Securities Exchange

Definition at line 103 of file Exchange.cs.

◆ CSE

Exchange QuantConnect.Exchange.CSE = new("ISE", "I", "Nasdaq International Securities Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Chicago Stock Exchange

Definition at line 109 of file Exchange.cs.

◆ CBOE

Exchange QuantConnect.Exchange.CBOE = new("CSE", "M", "Chicago Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The Chicago Board Options Exchange

Definition at line 115 of file Exchange.cs.

◆ NASDAQ_BX

Exchange QuantConnect.Exchange.NASDAQ_BX = new("CBOE", "W", "The Chicago Board Options Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The American Options Exchange

Definition at line 121 of file Exchange.cs.

◆ SIAC

Exchange QuantConnect.Exchange.SIAC = new("NASDAQ_BX", "B", "National Association of Securities Dealers Automated Quotation BX", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The Securities Industry Automation Corporation

Definition at line 127 of file Exchange.cs.

◆ EDGA

Exchange QuantConnect.Exchange.EDGA = new("SIAC", "SIAC", "The Securities Industry Automation Corporation", QuantConnect.Market.USA, SecurityType.Equity)
staticget

CBOE EDGA U.S. equities Exchange

Definition at line 133 of file Exchange.cs.

◆ EDGX

Exchange QuantConnect.Exchange.EDGX = new("EDGA", "J", "CBOE EDGA U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

CBOE EDGX U.S. equities Exchange

Definition at line 139 of file Exchange.cs.

◆ NASDAQ_PSX

Exchange QuantConnect.Exchange.NASDAQ_PSX = new("EDGX", "K", "CBOE EDGX U.S. equities Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

National Association of Securities Dealers Automated Quotation PSX

Definition at line 145 of file Exchange.cs.

◆ BATS_Y

Exchange QuantConnect.Exchange.BATS_Y = new("NASDAQ_PSX", "X", "National Association of Securities Dealers Automated Quotation PSX", QuantConnect.Market.USA, SecurityType.Equity)
staticget

National Association of Securities Dealers Automated Quotation PSX

Definition at line 151 of file Exchange.cs.

◆ BOSTON

Exchange QuantConnect.Exchange.BOSTON = new("BATS_Y", "Y", "Bats Global Markets, Better Alternative Trading System", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The Boston Stock Exchange

Now NASDAQ OMX BX

Definition at line 158 of file Exchange.cs.

◆ AMEX

Exchange QuantConnect.Exchange.AMEX = new("BOSTON", "BB", "The Boston Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

The American Stock Exchange

Now NYSE MKT

Definition at line 165 of file Exchange.cs.

◆ BSE

Exchange QuantConnect.Exchange.BSE = new("AMEX", "A", "The American Stock Exchange", QuantConnect.Market.USA, SecurityType.Equity)
staticget

Bombay Stock Exchange

Definition at line 171 of file Exchange.cs.

◆ NSE

Exchange QuantConnect.Exchange.NSE = new("BSE", "BSE", "Bombay Stock Exchange", QuantConnect.Market.India, SecurityType.Equity)
staticget

National Stock Exchange of India

Definition at line 177 of file Exchange.cs.

◆ AMEX_Options

Exchange QuantConnect.Exchange.AMEX_Options = new("NSE", "NSE", "National Stock Exchange of India", QuantConnect.Market.India, SecurityType.Equity)
staticget

The American Options Exchange

Now NYSE Amex Options

Definition at line 184 of file Exchange.cs.

◆ OPRA

Exchange QuantConnect.Exchange.OPRA = new("AMEX", "A", "The American Options Exchange", QuantConnect.Market.USA, SecurityType.Option)
staticget

The Options Price Reporting Authority

Definition at line 190 of file Exchange.cs.

◆ C2

Exchange QuantConnect.Exchange.C2 = new("OPRA", "O", "The Options Price Reporting Authority", QuantConnect.Market.USA, SecurityType.Option)
staticget

CBOE Options Exchange

Definition at line 196 of file Exchange.cs.

◆ MIAX

Exchange QuantConnect.Exchange.MIAX = new("C2", "W", "CBOE Options Exchange", QuantConnect.Market.USA, SecurityType.Option)
staticget

Miami International Securities Options Exchange

Definition at line 202 of file Exchange.cs.

◆ MIAX_PEARL

Exchange QuantConnect.Exchange.MIAX_PEARL = new("MIAX", "M", "Miami International Securities Options Exchange", QuantConnect.Market.USA, SecurityType.Option)
staticget

MIAX Pearl Option and Equity exchange. Offers a Price-Time allocation and Maker-Taker fee structure

Definition at line 208 of file Exchange.cs.

◆ MIAX_EMERALD

Exchange QuantConnect.Exchange.MIAX_EMERALD = new("MIAX_PEARL", "MP", "MIAX PEARL", QuantConnect.Market.USA, SecurityType.Option, SecurityType.Equity)
staticget

Serves as a counterpart to MIAX Options and MIAX Pearl by providing Pro-Rata allocation like MIAX Options and a Maker-Taker fee structure like MIAX Pearl

Definition at line 214 of file Exchange.cs.

◆ ISE_GEMINI

Exchange QuantConnect.Exchange.ISE_GEMINI = new("MIAX_EMERALD", "ME", "MIAX EMERALD", QuantConnect.Market.USA, SecurityType.Option)
staticget

International Securities Options Exchange GEMINI

Definition at line 220 of file Exchange.cs.

◆ ISE_MERCURY

Exchange QuantConnect.Exchange.ISE_MERCURY = new("ISE_GEMINI", "H", "International Securities Options Exchange GEMINI", QuantConnect.Market.USA, SecurityType.Option)
staticget

International Securities Options Exchange MERCURY

Definition at line 226 of file Exchange.cs.

◆ CME

Exchange QuantConnect.Exchange.CME = new("ISE_MERCURY", "J", "International Securities Options Exchange MERCURY", QuantConnect.Market.USA, SecurityType.Option)
staticget

The Chicago Mercantile Exchange (CME), is an organized exchange for the trading of futures and options.

Definition at line 232 of file Exchange.cs.

◆ CBOT

Exchange QuantConnect.Exchange.CBOT = new("CME", "CME", "Futures and Options Chicago Mercantile Exchange", QuantConnect.Market.CME, SecurityType.Future, SecurityType.FutureOption)
staticget

The Chicago Board of Trade (CBOT) is a commodity exchange

Definition at line 238 of file Exchange.cs.

◆ CFE

Exchange QuantConnect.Exchange.CFE = new("CBOT", "CBOT", " Chicago Board of Trade Commodity Exchange", QuantConnect.Market.CBOT, SecurityType.Future, SecurityType.FutureOption)
staticget

Cboe Futures Exchange

Definition at line 244 of file Exchange.cs.

◆ COMEX

Exchange QuantConnect.Exchange.COMEX = new("CFE", "CFE", "CFE Futures Exchange", QuantConnect.Market.CFE, SecurityType.Future)
staticget

COMEX Commodity Exchange

Definition at line 250 of file Exchange.cs.

◆ ICE

Exchange QuantConnect.Exchange.ICE = new("COMEX", "COMEX", "COMEX Futures Exchange", QuantConnect.Market.COMEX, SecurityType.Future)
staticget

The Intercontinental Exchange

Definition at line 256 of file Exchange.cs.

◆ NYMEX

Exchange QuantConnect.Exchange.NYMEX = new("ICE", "ICE", "The Intercontinental Exchange", QuantConnect.Market.ICE, SecurityType.Future)
staticget

New York Mercantile Exchange

Definition at line 262 of file Exchange.cs.

◆ NYSELIFFE

Exchange QuantConnect.Exchange.NYSELIFFE = new("NYMEX", "NYMEX", "New York Mercantile Exchange", QuantConnect.Market.NYMEX, SecurityType.Future, SecurityType.FutureOption)
staticget

London International Financial Futures and Options Exchange

Definition at line 268 of file Exchange.cs.

◆ Description

string QuantConnect.Exchange.Description = new("NYSELIFFE", "NYSELIFFE", "London International Financial Futures and Options Exchange", QuantConnect.Market.NYSELIFFE, SecurityType.Future, SecurityType.FutureOption)
get

Exchange description

Definition at line 275 of file Exchange.cs.

◆ Code

string QuantConnect.Exchange.Code
get

The exchange short code

Definition at line 280 of file Exchange.cs.

◆ Name

string QuantConnect.Exchange.Name
get

The exchange name

Definition at line 285 of file Exchange.cs.

◆ Market

string QuantConnect.Exchange.Market
get

The associated lean market Market

Definition at line 290 of file Exchange.cs.

◆ SecurityTypes

IReadOnlyList<SecurityType> QuantConnect.Exchange.SecurityTypes = new List<SecurityType>()
get

Security types traded in this exchange

Definition at line 296 of file Exchange.cs.


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