Represents common properties for a specific option contract More...

Inheritance diagram for QuantConnect.Securities.Option.OptionSymbolProperties:

Public Member Functions
	OptionSymbolProperties (string description, string quoteCurrency, decimal contractMultiplier, decimal pipSize, decimal lotSize)
	Creates an instance of the OptionSymbolProperties class More...

	OptionSymbolProperties (SymbolProperties properties)
	Creates an instance of the OptionSymbolProperties class from SymbolProperties class More...

Public Member Functions inherited from QuantConnect.Securities.SymbolProperties
	SymbolProperties (string description, string quoteCurrency, decimal contractMultiplier, decimal minimumPriceVariation, decimal lotSize, string marketTicker, decimal? minimumOrderSize=null, decimal priceMagnifier=1, decimal strikeMultiplier=1)
	Creates an instance of the SymbolProperties class More...

override string	ToString ()
	The string representation of these symbol properties More...

Properties
int	ContractUnitOfTrade `[get, protected set]`
	When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands. More...

override decimal	MinimumPriceVariation `[get, protected set]`
	Overridable minimum price variation, required for index options contracts with variable sized quoted prices depending on the premium of the option. More...

Properties inherited from QuantConnect.Securities.SymbolProperties
string	Description `[get]`
	The description of the security More...

string	QuoteCurrency `[get]`
	The quote currency of the security More...

decimal	ContractMultiplier `[get, protected set]`
	The contract multiplier for the security More...

virtual decimal	MinimumPriceVariation `[get, protected set]`
	The minimum price variation (tick size) for the security More...

decimal	LotSize `[get]`
	The lot size (lot size of the order) for the security More...

string	MarketTicker `[get]`
	The market ticker More...

decimal?	MinimumOrderSize `[get]`
	The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD More...

decimal	PriceMagnifier `[get]`
	Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC'). More...

decimal	StrikeMultiplier `[get]`
	Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.Strikes(int, int) More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Securities.SymbolProperties
static SymbolProperties	GetDefault (string quoteCurrency)
	Gets a default instance of the SymbolProperties class for the specified quoteCurrency More...

Detailed Description

Represents common properties for a specific option contract

Definition at line 21 of file OptionSymbolProperties.cs.

Constructor & Destructor Documentation

◆ OptionSymbolProperties() [1/2]

QuantConnect.Securities.Option.OptionSymbolProperties.OptionSymbolProperties	(	string	description,
		string	quoteCurrency,
		decimal	contractMultiplier,
		decimal	pipSize,
		decimal	lotSize
	)

Creates an instance of the OptionSymbolProperties class

Definition at line 45 of file OptionSymbolProperties.cs.

◆ OptionSymbolProperties() [2/2]

QuantConnect.Securities.Option.OptionSymbolProperties.OptionSymbolProperties ( SymbolProperties properties )

Creates an instance of the OptionSymbolProperties class from SymbolProperties class

Definition at line 54 of file OptionSymbolProperties.cs.

Property Documentation

◆ ContractUnitOfTrade

int QuantConnect.Securities.Option.OptionSymbolProperties.ContractUnitOfTrade

getprotected set

When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands.

Definition at line 28 of file OptionSymbolProperties.cs.

◆ MinimumPriceVariation

override decimal QuantConnect.Securities.Option.OptionSymbolProperties.MinimumPriceVariation

getprotected set

Overridable minimum price variation, required for index options contracts with variable sized quoted prices depending on the premium of the option.

Definition at line 37 of file OptionSymbolProperties.cs.

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

Common/Securities/Option/OptionSymbolProperties.cs

Public Member Functions

Properties