Lean  $LEAN_TAG$
Static Public Attributes | List of all members
QuantConnect.Securities.Futures.Financials Class Reference

Financials group More...

Static Public Attributes

const string Y30TreasuryBond = "ZB"
 30Y U.S. Treasury Bond Futures More...
 
const string Y10TreasuryNote = "ZN"
 10Y U.S. Treasury Note Futures More...
 
const string Y5TreasuryNote = "ZF"
 5Y U.S. Treasury Note Futures More...
 
const string Y2TreasuryNote = "ZT"
 2Y U.S. Treasury Note Futures More...
 
const string EuroDollar = "GE"
 EuroDollar Futures More...
 
const string FiveYearUSDMACSwap = "F1U"
 5-Year USD MAC Swap Futures More...
 
const string UltraUSTreasuryBond = "UB"
 Ultra U.S. Treasury Bond Futures More...
 
const string UltraTenYearUSTreasuryNote = "TN"
 Ultra 10-Year U.S. Treasury Note Futures More...
 
const string MicroY10TreasuryNote = "10Y"
 Micro 10-Year Yield Futures More...
 
const string MicroY30TreasuryBond = "30Y"
 Micro 30-Year Yield Futures More...
 
const string MicroY2TreasuryBond = "2YY"
 Micro 2-Year Yield Futures More...
 
const string MicroY5TreasuryBond = "5YY"
 Micro 5-Year Yield Futures More...
 

Detailed Description

Financials group

Definition at line 807 of file Futures.cs.

Member Data Documentation

◆ Y30TreasuryBond

const string QuantConnect.Securities.Futures.Financials.Y30TreasuryBond = "ZB"
static

30Y U.S. Treasury Bond Futures

Returns
The symbol

Definition at line 813 of file Futures.cs.

◆ Y10TreasuryNote

const string QuantConnect.Securities.Futures.Financials.Y10TreasuryNote = "ZN"
static

10Y U.S. Treasury Note Futures

Returns
The symbol

Definition at line 819 of file Futures.cs.

◆ Y5TreasuryNote

const string QuantConnect.Securities.Futures.Financials.Y5TreasuryNote = "ZF"
static

5Y U.S. Treasury Note Futures

Returns
The symbol

Definition at line 825 of file Futures.cs.

◆ Y2TreasuryNote

const string QuantConnect.Securities.Futures.Financials.Y2TreasuryNote = "ZT"
static

2Y U.S. Treasury Note Futures

Returns
The symbol

Definition at line 831 of file Futures.cs.

◆ EuroDollar

const string QuantConnect.Securities.Futures.Financials.EuroDollar = "GE"
static

EuroDollar Futures

Returns
The symbol

Definition at line 837 of file Futures.cs.

◆ FiveYearUSDMACSwap

const string QuantConnect.Securities.Futures.Financials.FiveYearUSDMACSwap = "F1U"
static

5-Year USD MAC Swap Futures

Returns
The symbol

Definition at line 843 of file Futures.cs.

◆ UltraUSTreasuryBond

const string QuantConnect.Securities.Futures.Financials.UltraUSTreasuryBond = "UB"
static

Ultra U.S. Treasury Bond Futures

Definition at line 848 of file Futures.cs.

◆ UltraTenYearUSTreasuryNote

const string QuantConnect.Securities.Futures.Financials.UltraTenYearUSTreasuryNote = "TN"
static

Ultra 10-Year U.S. Treasury Note Futures

Definition at line 853 of file Futures.cs.

◆ MicroY10TreasuryNote

const string QuantConnect.Securities.Futures.Financials.MicroY10TreasuryNote = "10Y"
static

Micro 10-Year Yield Futures

Returns
The symbol

Definition at line 859 of file Futures.cs.

◆ MicroY30TreasuryBond

const string QuantConnect.Securities.Futures.Financials.MicroY30TreasuryBond = "30Y"
static

Micro 30-Year Yield Futures

Returns
The symbol

Definition at line 865 of file Futures.cs.

◆ MicroY2TreasuryBond

const string QuantConnect.Securities.Futures.Financials.MicroY2TreasuryBond = "2YY"
static

Micro 2-Year Yield Futures

Returns
The symbol

Definition at line 871 of file Futures.cs.

◆ MicroY5TreasuryBond

const string QuantConnect.Securities.Futures.Financials.MicroY5TreasuryBond = "5YY"
static

Micro 5-Year Yield Futures

Returns
The symbol

Definition at line 877 of file Futures.cs.

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