Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”) More...

Inheritance diagram for QuantConnect.Securities.EquityPriceVariationModel:

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Public Member Functions
override decimal	GetMinimumPriceVariation (GetMinimumPriceVariationParameters parameters)
	Get the minimum price variation from a security More...

Detailed Description

Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”)

Definition at line 26 of file EquityPriceVariationModel.cs.

Member Function Documentation

◆ GetMinimumPriceVariation()

override decimal QuantConnect.Securities.EquityPriceVariationModel.GetMinimumPriceVariation ( GetMinimumPriceVariationParameters parameters )

virtual

Get the minimum price variation from a security

Parameters

parameters An object containing the method parameters

Returns: Decimal minimum price variation of a given security

Reimplemented from QuantConnect.Securities.SecurityPriceVariationModel.

Definition at line 33 of file EquityPriceVariationModel.cs.

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

Common/Securities/EquityPriceVariationModel.cs

Public Member Functions

Detailed Description

Member Function Documentation

◆ GetMinimumPriceVariation()