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QuantConnect.Securities.Futures Class Reference

Futures static class contains shortcut definitions of major futures contracts available for trading More...

Classes

class  Currencies
 Currencies group More...
 
class  Dairy
 Dairy group More...
 
class  Energies
 Energies group More...
 
class  Financials
 Financials group More...
 
class  Forestry
 Forestry group More...
 
class  Grains
 Grains and Oilseeds group More...
 
class  Indices
 Indices group More...
 
class  Meats
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class  Metals
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class  Softs
 Softs group More...
 

Static Public Attributes

static readonly int MaximumContractDepthOffset = 2
 The maximum supported contract offset depth More...
 

Detailed Description

Futures static class contains shortcut definitions of major futures contracts available for trading

Definition at line 22 of file Futures.cs.

Member Data Documentation

◆ MaximumContractDepthOffset

readonly int QuantConnect.Securities.Futures.MaximumContractDepthOffset = 2
static

The maximum supported contract offset depth

Note this value is related to the continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

Definition at line 29 of file Futures.cs.


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