A base vehicle properties class for providing a common interface to all assets in QuantConnect. More...

Inheritance diagram for QuantConnect.Securities.Security:

Public Member Functions
	Security (SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache)
	Construct a new security vehicle based on the user options. More...

	Security (Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache)
	Construct a new security vehicle based on the user options. More...

BaseData	GetLastData ()
	Get the last price update set to the security if any else null More...

virtual void	SetLocalTimeKeeper (LocalTimeKeeper localTimeKeeper)
	Sets the LocalTimeKeeper to be used for this Security. This is the source of this instance's time. More...

void	SetMarketPrice (BaseData data)
	Update any security properties based on the latest market data and time More...

void	Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null)
	Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...

bool	IsCustomData ()
	Returns true if the security contains at least one subscription that represents custom data More...

void	SetLeverage (decimal leverage)
	Set the leverage parameter for this security More...

virtual void	SetDataNormalizationMode (DataNormalizationMode mode)
	Sets the data normalization mode to be used by this security More...

void	RefreshDataNormalizationModeProperty ()
	This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property More...

void	SetFeeModel (IFeeModel feelModel)
	Sets the fee model More...

void	SetFeeModel (PyObject feelModel)
	Sets the fee model More...

void	SetFillModel (IFillModel fillModel)
	Sets the fill model More...

void	SetFillModel (PyObject fillModel)
	Sets the fill model More...

void	SetSlippageModel (ISlippageModel slippageModel)
	Sets the slippage model More...

void	SetSlippageModel (PyObject slippageModel)
	Sets the slippage model More...

void	SetVolatilityModel (IVolatilityModel volatilityModel)
	Sets the volatility model More...

void	SetVolatilityModel (PyObject volatilityModel)
	Sets the volatility model More...

void	SetBuyingPowerModel (IBuyingPowerModel buyingPowerModel)
	Sets the buying power model More...

void	SetBuyingPowerModel (PyObject pyObject)
	Sets the buying power model More...

void	SetMarginInterestRateModel (IMarginInterestRateModel marginInterestRateModel)
	Sets the margin interests rate model More...

void	SetMarginInterestRateModel (PyObject pyObject)
	Sets the margin interests rate model More...

void	SetMarginModel (IBuyingPowerModel marginModel)
	Sets the margin model More...

void	SetMarginModel (PyObject pyObject)
	Sets the margin model More...

void	SetShortableProvider (PyObject pyObject)
	Set Python Shortable Provider for this Security More...

void	SetShortableProvider (IShortableProvider shortableProvider)
	Set Shortable Provider for this Security More...

void	SetDataFilter (PyObject pyObject)
	Set Security Data Filter More...

void	SetDataFilter (ISecurityDataFilter dataFilter)
	Set Security Data Filter More...

override string	ToString ()
	Returns a string that represents the current object. More...

Public Attributes
SecurityType	Type => Symbol.ID.SecurityType
	Type of the security. More...

bool	HasData => GetLastData() != null
	There has been at least one datapoint since our algorithm started running for us to determine price. More...

virtual bool	HoldStock => Holdings.HoldStock
	Read only property that checks if we currently own stock in the company. More...

virtual bool	Invested => HoldStock
	Alias for HoldStock - Do we have any of this security More...

virtual decimal	Price => Cache.Price
	Get the current value of the security. More...

virtual decimal	Leverage => Holdings.Leverage
	Leverage for this Security. More...

virtual decimal	High => Cache.High == 0 ? Price : Cache.High
	If this uses tradebar data, return the most recent high. More...

virtual decimal	Low => Cache.Low == 0 ? Price : Cache.Low
	If this uses tradebar data, return the most recent low. More...

virtual decimal	Close => Cache.Close == 0 ? Price : Cache.Close
	If this uses tradebar data, return the most recent close. More...

virtual decimal	Open => Cache.Open == 0 ? Price : Cache.Open
	If this uses tradebar data, return the most recent open. More...

virtual decimal	Volume => Cache.Volume
	Access to the volume of the equity today More...

virtual decimal	BidPrice => Cache.BidPrice == 0 ? Price : Cache.BidPrice
	Gets the most recent bid price if available More...

virtual decimal	BidSize => Cache.BidSize
	Gets the most recent bid size if available More...

virtual decimal	AskPrice => Cache.AskPrice == 0 ? Price : Cache.AskPrice
	Gets the most recent ask price if available More...

virtual decimal	AskSize => Cache.AskSize
	Gets the most recent ask size if available More...

virtual long	OpenInterest => Cache.OpenInterest
	Access to the open interest of the security today More...

Static Public Attributes
const decimal	NullLeverage = 0
	A null security leverage value More...

Protected Member Functions
	Security (Symbol symbol, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel)
	Construct a new security vehicle based on the user options. More...

	Security (SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel)
	Temporary convenience constructor More...

virtual void	UpdateConsumersMarketPrice (BaseData data)
	Update market price of this Security More...

Properties
IShortableProvider	ShortableProvider `[get]`
	This securities IShortableProvider More...

IEnumerable< SubscriptionDataConfig >	Subscriptions `[get]`
	Gets all the subscriptions for this security More...

Symbol	Symbol `[get]`
	Symbol for the asset. More...

Cash	QuoteCurrency `[get]`
	Gets the Cash object used for converting the quote currency to the account currency More...

SymbolProperties	SymbolProperties `[get]`
	Gets the symbol properties for this security More...

Resolution	Resolution `[get]`
	Resolution of data requested for this security. More...

bool	IsFillDataForward `[get]`
	Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization. More...

bool	IsExtendedMarketHours `[get]`
	Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization. More...

DataNormalizationMode	DataNormalizationMode `[get]`
	Gets the data normalization mode used for this security More...

SubscriptionDataConfig	SubscriptionDataConfig `[get]`
	Gets the subscription configuration for this security More...

virtual bool	IsTradable `[get, set]`
	Gets or sets whether or not this security should be considered tradable More...

bool	IsDelisted `[get, set]`
	True if the security has been delisted from exchanges and is no longer tradable More...

SecurityCache	Cache `[get, set]`
	Data cache for the security to store previous price information. More...

SecurityHolding	Holdings `[get, set]`
	Holdings class contains the portfolio, cash and processes order fills. More...

SecurityExchange	Exchange `[get, set]`
	Exchange class contains the market opening hours, along with pre-post market hours. More...

IFeeModel	FeeModel `[get, set]`
	Fee model used to compute order fees for this security More...

IFillModel	FillModel `[get, set]`
	Fill model used to produce fill events for this security More...

ISlippageModel	SlippageModel `[get, set]`
	Slippage model use to compute slippage of market orders More...

ISecurityPortfolioModel	PortfolioModel `[get, set]`
	Gets the portfolio model used by this security More...

IBuyingPowerModel	BuyingPowerModel `[get, set]`
	Gets the buying power model used for this security More...

IBuyingPowerModel	MarginModel `[get, set]`
	Gets the buying power model used for this security, an alias for BuyingPowerModel More...

IMarginInterestRateModel	MarginInterestRateModel `[get, set]`
	Gets or sets the margin interest rate model More...

ISettlementModel	SettlementModel `[get, set]`
	Gets the settlement model used for this security More...

IVolatilityModel	VolatilityModel `[get, set]`
	Gets the volatility model used for this security More...

ISecurityDataFilter	DataFilter `[get, set]`
	Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms. More...

IPriceVariationModel	PriceVariationModel `[get, set]`
	Customizable price variation model used to define the minimum price variation of this security. By default minimum price variation is a constant find in the symbol-properties-database. More...

dynamic	Data `[get]`
	Provides dynamic access to data in the cache More...

virtual DateTime	LocalTime `[get]`
	Local time for this market More...

Fundamentals	Fundamentals `[get]`
	Gets the fundamental data associated with the security if there is any, otherwise null. More...

Properties inherited from QuantConnect.Interfaces.ISecurityPrice
decimal	Price `[get]`
	Get the current value of the security. More...

decimal	Close `[get]`
	If this uses trade bar data, return the most recent close. More...

decimal	Volume `[get]`
	Access to the volume of the equity today More...

decimal	BidPrice `[get]`
	Gets the most recent bid price if available More...

decimal	BidSize `[get]`
	Gets the most recent bid size if available More...

decimal	AskPrice `[get]`
	Gets the most recent ask price if available More...

decimal	AskSize `[get]`
	Gets the most recent ask size if available More...

long	OpenInterest `[get]`
	Access to the open interest of the security today More...

Symbol	Symbol `[get]`
	Symbol for the asset. More...

Detailed Description

A base vehicle properties class for providing a common interface to all assets in QuantConnect.

Security object is intended to hold properties of the specific security asset. These properties can include trade start-stop dates, price, market hours, resolution of the security, the holdings information for this security and the specific fill model.

Definition at line 43 of file Security.cs.

Constructor & Destructor Documentation

◆ Security() [1/4]

QuantConnect.Securities.Security.Security	(	SecurityExchangeHours	exchangeHours,
		SubscriptionDataConfig	config,
		Cash	quoteCurrency,
		SymbolProperties	symbolProperties,
		ICurrencyConverter	currencyConverter,
		IRegisteredSecurityDataTypesProvider	registeredTypesProvider,
		SecurityCache	cache
	)

Construct a new security vehicle based on the user options.

Definition at line 317 of file Security.cs.

◆ Security() [2/4]

QuantConnect.Securities.Security.Security	(	Symbol	symbol,
		SecurityExchangeHours	exchangeHours,
		Cash	quoteCurrency,
		SymbolProperties	symbolProperties,
		ICurrencyConverter	currencyConverter,
		IRegisteredSecurityDataTypesProvider	registeredTypesProvider,
		SecurityCache	cache
	)

Construct a new security vehicle based on the user options.

Definition at line 349 of file Security.cs.

◆ Security() [3/4]

QuantConnect.Securities.Security.Security	(	Symbol	symbol,
		Cash	quoteCurrency,
		SymbolProperties	symbolProperties,
		SecurityExchange	exchange,
		SecurityCache	cache,
		ISecurityPortfolioModel	portfolioModel,
		IFillModel	fillModel,
		IFeeModel	feeModel,
		ISlippageModel	slippageModel,
		ISettlementModel	settlementModel,
		IVolatilityModel	volatilityModel,
		IBuyingPowerModel	buyingPowerModel,
		ISecurityDataFilter	dataFilter,
		IPriceVariationModel	priceVariationModel,
		ICurrencyConverter	currencyConverter,
		IRegisteredSecurityDataTypesProvider	registeredTypesProvider,
		IMarginInterestRateModel	marginInterestRateModel
	)

protected

Construct a new security vehicle based on the user options.

Definition at line 381 of file Security.cs.

◆ Security() [4/4]

QuantConnect.Securities.Security.Security	(	SubscriptionDataConfig	config,
		Cash	quoteCurrency,
		SymbolProperties	symbolProperties,
		SecurityExchange	exchange,
		SecurityCache	cache,
		ISecurityPortfolioModel	portfolioModel,
		IFillModel	fillModel,
		IFeeModel	feeModel,
		ISlippageModel	slippageModel,
		ISettlementModel	settlementModel,
		IVolatilityModel	volatilityModel,
		IBuyingPowerModel	buyingPowerModel,
		ISecurityDataFilter	dataFilter,
		IPriceVariationModel	priceVariationModel,
		ICurrencyConverter	currencyConverter,
		IRegisteredSecurityDataTypesProvider	registeredTypesProvider,
		IMarginInterestRateModel	marginInterestRateModel
	)

protected

Temporary convenience constructor

Definition at line 438 of file Security.cs.

Member Function Documentation

◆ GetLastData()

BaseData QuantConnect.Securities.Security.GetLastData ( )

Get the last price update set to the security if any else null

Returns: BaseData object for this security

Implements QuantConnect.Interfaces.ISecurityPrice.

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◆ SetLocalTimeKeeper()

virtual void QuantConnect.Securities.Security.SetLocalTimeKeeper ( LocalTimeKeeper localTimeKeeper )

virtual

Sets the LocalTimeKeeper to be used for this Security. This is the source of this instance's time.

Parameters

localTimeKeeper The source of this Security's time.

Reimplemented in QuantConnect.Securities.Future.Future.

Definition at line 607 of file Security.cs.

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◆ SetMarketPrice()

void QuantConnect.Securities.Security.SetMarketPrice ( BaseData data )

Update any security properties based on the latest market data and time

Parameters

data	New data packet from LEAN

Implements QuantConnect.Interfaces.ISecurityPrice.

Definition at line 623 of file Security.cs.

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◆ Update()

void QuantConnect.Securities.Security.Update	(	IReadOnlyList< BaseData >	data,
		Type	dataType,
		bool?	containsFillForwardData = `null`
	)

Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache

Parameters

data	The security update data
dataType	The data type
containsFillForwardData	Flag indicating whether data contains any fill forward bar or not

Implements QuantConnect.Interfaces.ISecurityPrice.

Definition at line 640 of file Security.cs.

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◆ IsCustomData()

bool QuantConnect.Securities.Security.IsCustomData ( )

Returns true if the security contains at least one subscription that represents custom data

Definition at line 652 of file Security.cs.

◆ SetLeverage()

void QuantConnect.Securities.Security.SetLeverage ( decimal leverage )

Set the leverage parameter for this security

Parameters

leverage Leverage for this asset

Definition at line 666 of file Security.cs.

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◆ SetDataNormalizationMode()

virtual void QuantConnect.Securities.Security.SetDataNormalizationMode ( DataNormalizationMode mode )

virtual

Sets the data normalization mode to be used by this security

Reimplemented in QuantConnect.Securities.Option.Option, and QuantConnect.Securities.Equity.Equity.

Definition at line 681 of file Security.cs.

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◆ RefreshDataNormalizationModeProperty()

void QuantConnect.Securities.Security.RefreshDataNormalizationModeProperty ( )

This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property

Definition at line 698 of file Security.cs.

◆ SetFeeModel() [1/2]

void QuantConnect.Securities.Security.SetFeeModel ( IFeeModel feelModel )

Sets the fee model

Parameters

feelModel Model that represents a fee model

Definition at line 713 of file Security.cs.

◆ SetFeeModel() [2/2]

void QuantConnect.Securities.Security.SetFeeModel ( PyObject feelModel )

Sets the fee model

Parameters

feelModel Model that represents a fee model

Definition at line 722 of file Security.cs.

◆ SetFillModel() [1/2]

void QuantConnect.Securities.Security.SetFillModel ( IFillModel fillModel )

Sets the fill model

Parameters

fillModel Model that represents a fill model

Definition at line 731 of file Security.cs.

◆ SetFillModel() [2/2]

void QuantConnect.Securities.Security.SetFillModel ( PyObject fillModel )

Sets the fill model

Parameters

fillModel Model that represents a fill model

Definition at line 740 of file Security.cs.

◆ SetSlippageModel() [1/2]

void QuantConnect.Securities.Security.SetSlippageModel ( ISlippageModel slippageModel )

Sets the slippage model

Parameters

slippageModel Model that represents a slippage model

Definition at line 749 of file Security.cs.

◆ SetSlippageModel() [2/2]

void QuantConnect.Securities.Security.SetSlippageModel ( PyObject slippageModel )

Sets the slippage model

Parameters

slippageModel Model that represents a slippage model

Definition at line 758 of file Security.cs.

◆ SetVolatilityModel() [1/2]

void QuantConnect.Securities.Security.SetVolatilityModel ( IVolatilityModel volatilityModel )

Sets the volatility model

Parameters

volatilityModel Model that represents a volatility model

Definition at line 767 of file Security.cs.

◆ SetVolatilityModel() [2/2]

void QuantConnect.Securities.Security.SetVolatilityModel ( PyObject volatilityModel )

Sets the volatility model

Parameters

volatilityModel Model that represents a volatility model

Definition at line 776 of file Security.cs.

◆ SetBuyingPowerModel() [1/2]

void QuantConnect.Securities.Security.SetBuyingPowerModel ( IBuyingPowerModel buyingPowerModel )

Sets the buying power model

Parameters

buyingPowerModel Model that represents a security's model of buying power

Definition at line 785 of file Security.cs.

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◆ SetBuyingPowerModel() [2/2]

void QuantConnect.Securities.Security.SetBuyingPowerModel ( PyObject pyObject )

Sets the buying power model

Parameters

pyObject Model that represents a security's model of buying power

Definition at line 794 of file Security.cs.

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◆ SetMarginInterestRateModel() [1/2]

void QuantConnect.Securities.Security.SetMarginInterestRateModel ( IMarginInterestRateModel marginInterestRateModel )

Sets the margin interests rate model

Parameters

marginInterestRateModel Model that represents a security's model of margin interest rate

Definition at line 803 of file Security.cs.

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◆ SetMarginInterestRateModel() [2/2]

void QuantConnect.Securities.Security.SetMarginInterestRateModel ( PyObject pyObject )

Sets the margin interests rate model

Parameters

pyObject Model that represents a security's model of margin interest rate

Definition at line 812 of file Security.cs.

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◆ SetMarginModel() [1/2]

void QuantConnect.Securities.Security.SetMarginModel ( IBuyingPowerModel marginModel )

Sets the margin model

Parameters

marginModel Model that represents a security's model of buying power

Definition at line 821 of file Security.cs.

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◆ SetMarginModel() [2/2]

void QuantConnect.Securities.Security.SetMarginModel ( PyObject pyObject )

Sets the margin model

Parameters

pyObject Model that represents a security's model of buying power

Definition at line 830 of file Security.cs.

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◆ SetShortableProvider() [1/2]

void QuantConnect.Securities.Security.SetShortableProvider ( PyObject pyObject )

Set Python Shortable Provider for this Security

Parameters

pyObject Python class that represents a custom shortable provider

Definition at line 839 of file Security.cs.

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◆ SetShortableProvider() [2/2]

void QuantConnect.Securities.Security.SetShortableProvider ( IShortableProvider shortableProvider )

Set Shortable Provider for this Security

Parameters

shortableProvider Provider to use

Definition at line 862 of file Security.cs.

◆ SetDataFilter() [1/2]

void QuantConnect.Securities.Security.SetDataFilter ( PyObject pyObject )

Set Security Data Filter

Parameters

pyObject Python class that represents a custom Security Data Filter

Exceptions

ArgumentException

Definition at line 872 of file Security.cs.

◆ SetDataFilter() [2/2]

void QuantConnect.Securities.Security.SetDataFilter ( ISecurityDataFilter dataFilter )

Set Security Data Filter

Parameters

dataFilter Security Data Filter

Definition at line 895 of file Security.cs.

◆ ToString()

override string QuantConnect.Securities.Security.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 907 of file Security.cs.

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◆ UpdateConsumersMarketPrice()

virtual void QuantConnect.Securities.Security.UpdateConsumersMarketPrice ( BaseData data )

protectedvirtual

Update market price of this Security

Parameters

data	Data to pull price from

Reimplemented in QuantConnect.Securities.IndexOption.IndexOption.

Definition at line 961 of file Security.cs.

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Member Data Documentation

◆ NullLeverage

const decimal QuantConnect.Securities.Security.NullLeverage = 0

static

A null security leverage value

This value is used to determine when the SecurityInitializer leverage is used

Definition at line 64 of file Security.cs.

◆ Type

SecurityType QuantConnect.Securities.Security.Type => Symbol.ID.SecurityType

Type of the security.

QuantConnect currently only supports Equities and Forex

Definition at line 107 of file Security.cs.

◆ HasData

bool QuantConnect.Securities.Security.HasData => GetLastData() != null

There has been at least one datapoint since our algorithm started running for us to determine price.

Definition at line 152 of file Security.cs.

◆ HoldStock

virtual bool QuantConnect.Securities.Security.HoldStock => Holdings.HoldStock

Read only property that checks if we currently own stock in the company.

Definition at line 482 of file Security.cs.

◆ Invested

virtual bool QuantConnect.Securities.Security.Invested => HoldStock

Alias for HoldStock - Do we have any of this security

Definition at line 487 of file Security.cs.

◆ Price

virtual decimal QuantConnect.Securities.Security.Price => Cache.Price

Get the current value of the security.

Definition at line 508 of file Security.cs.

◆ Leverage

virtual decimal QuantConnect.Securities.Security.Leverage => Holdings.Leverage

Leverage for this Security.

Definition at line 513 of file Security.cs.

◆ High

virtual decimal QuantConnect.Securities.Security.High => Cache.High == 0 ? Price : Cache.High

If this uses tradebar data, return the most recent high.

Definition at line 518 of file Security.cs.

◆ Low

virtual decimal QuantConnect.Securities.Security.Low => Cache.Low == 0 ? Price : Cache.Low

If this uses tradebar data, return the most recent low.

Definition at line 523 of file Security.cs.

◆ Close

virtual decimal QuantConnect.Securities.Security.Close => Cache.Close == 0 ? Price : Cache.Close

If this uses tradebar data, return the most recent close.

Definition at line 528 of file Security.cs.

◆ Open

virtual decimal QuantConnect.Securities.Security.Open => Cache.Open == 0 ? Price : Cache.Open

If this uses tradebar data, return the most recent open.

Definition at line 533 of file Security.cs.

◆ Volume

virtual decimal QuantConnect.Securities.Security.Volume => Cache.Volume

Access to the volume of the equity today

Definition at line 538 of file Security.cs.

◆ BidPrice

virtual decimal QuantConnect.Securities.Security.BidPrice => Cache.BidPrice == 0 ? Price : Cache.BidPrice

Gets the most recent bid price if available

Definition at line 543 of file Security.cs.

◆ BidSize

virtual decimal QuantConnect.Securities.Security.BidSize => Cache.BidSize

Gets the most recent bid size if available

Definition at line 548 of file Security.cs.

◆ AskPrice

virtual decimal QuantConnect.Securities.Security.AskPrice => Cache.AskPrice == 0 ? Price : Cache.AskPrice

Gets the most recent ask price if available

Definition at line 553 of file Security.cs.

◆ AskSize

virtual decimal QuantConnect.Securities.Security.AskSize => Cache.AskSize

Gets the most recent ask size if available

Definition at line 558 of file Security.cs.

◆ OpenInterest

virtual long QuantConnect.Securities.Security.OpenInterest => Cache.OpenInterest

Access to the open interest of the security today

Definition at line 563 of file Security.cs.

Property Documentation

◆ ShortableProvider

IShortableProvider QuantConnect.Securities.Security.ShortableProvider

get

This securities IShortableProvider

Definition at line 57 of file Security.cs.

◆ Subscriptions

IEnumerable<SubscriptionDataConfig> QuantConnect.Securities.Security.Subscriptions

get

Gets all the subscriptions for this security

Definition at line 70 of file Security.cs.

◆ Symbol

Symbol QuantConnect.Securities.Security.Symbol

get

Symbol for the asset.

Definition at line 83 of file Security.cs.

◆ QuoteCurrency

Cash QuantConnect.Securities.Security.QuoteCurrency

get

Gets the Cash object used for converting the quote currency to the account currency

Definition at line 89 of file Security.cs.

◆ SymbolProperties

SymbolProperties QuantConnect.Securities.Security.SymbolProperties

get

Gets the symbol properties for this security

Definition at line 97 of file Security.cs.

◆ Resolution

Resolution QuantConnect.Securities.Security.Resolution

get

Resolution of data requested for this security.

Tick, second or minute resolution for QuantConnect assets.

Definition at line 114 of file Security.cs.

◆ IsFillDataForward

bool QuantConnect.Securities.Security.IsFillDataForward

get

Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization.

Definition at line 120 of file Security.cs.

◆ IsExtendedMarketHours

bool QuantConnect.Securities.Security.IsExtendedMarketHours

get

Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization.

Definition at line 126 of file Security.cs.

◆ DataNormalizationMode

DataNormalizationMode QuantConnect.Securities.Security.DataNormalizationMode

get

Gets the data normalization mode used for this security

Definition at line 132 of file Security.cs.

◆ SubscriptionDataConfig

SubscriptionDataConfig QuantConnect.Securities.Security.SubscriptionDataConfig

get

Gets the subscription configuration for this security

Definition at line 139 of file Security.cs.

◆ IsTradable

virtual bool QuantConnect.Securities.Security.IsTradable

getset

Gets or sets whether or not this security should be considered tradable

Definition at line 158 of file Security.cs.

◆ IsDelisted

bool QuantConnect.Securities.Security.IsDelisted

getset

True if the security has been delisted from exchanges and is no longer tradable

Definition at line 165 of file Security.cs.

◆ Cache

SecurityCache QuantConnect.Securities.Security.Cache

getset

Data cache for the security to store previous price information.

See also: EquityCache, ForexCache

Definition at line 173 of file Security.cs.

◆ Holdings

SecurityHolding QuantConnect.Securities.Security.Holdings

getset

Holdings class contains the portfolio, cash and processes order fills.

See also: EquityHolding, ForexHolding

Definition at line 183 of file Security.cs.

◆ Exchange

SecurityExchange QuantConnect.Securities.Security.Exchange

getset

Exchange class contains the market opening hours, along with pre-post market hours.

See also: EquityExchange, ForexExchange

Definition at line 194 of file Security.cs.

◆ FeeModel

IFeeModel QuantConnect.Securities.Security.FeeModel

getset

Fee model used to compute order fees for this security

Definition at line 203 of file Security.cs.

◆ FillModel

IFillModel QuantConnect.Securities.Security.FillModel

getset

Fill model used to produce fill events for this security

Definition at line 212 of file Security.cs.

◆ SlippageModel

ISlippageModel QuantConnect.Securities.Security.SlippageModel

getset

Slippage model use to compute slippage of market orders

Definition at line 221 of file Security.cs.

◆ PortfolioModel

ISecurityPortfolioModel QuantConnect.Securities.Security.PortfolioModel

getset

Gets the portfolio model used by this security

Definition at line 230 of file Security.cs.

◆ BuyingPowerModel

IBuyingPowerModel QuantConnect.Securities.Security.BuyingPowerModel

getset

Gets the buying power model used for this security

Definition at line 239 of file Security.cs.

◆ MarginModel

IBuyingPowerModel QuantConnect.Securities.Security.MarginModel

getset

Gets the buying power model used for this security, an alias for BuyingPowerModel

Definition at line 248 of file Security.cs.

◆ MarginInterestRateModel

IMarginInterestRateModel QuantConnect.Securities.Security.MarginInterestRateModel

getset

Gets or sets the margin interest rate model

Definition at line 257 of file Security.cs.

◆ SettlementModel

ISettlementModel QuantConnect.Securities.Security.SettlementModel

getset

Gets the settlement model used for this security

Definition at line 266 of file Security.cs.

◆ VolatilityModel

IVolatilityModel QuantConnect.Securities.Security.VolatilityModel

getset

Gets the volatility model used for this security

Definition at line 275 of file Security.cs.

◆ DataFilter

ISecurityDataFilter QuantConnect.Securities.Security.DataFilter

getset

Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms.

TradeBars (seconds and minute bars) are prefiltered to ensure the ticks which build the bars are realistically tradeable

See also: EquityDataFilter, ForexDataFilter

Definition at line 288 of file Security.cs.

◆ PriceVariationModel

IPriceVariationModel QuantConnect.Securities.Security.PriceVariationModel

getset

Customizable price variation model used to define the minimum price variation of this security. By default minimum price variation is a constant find in the symbol-properties-database.

See also: AdjustedPriceVariationModel, SecurityPriceVariationModel, EquityPriceVariationModel

Definition at line 301 of file Security.cs.

◆ Data

dynamic QuantConnect.Securities.Security.Data

get

Provides dynamic access to data in the cache

Definition at line 310 of file Security.cs.

◆ LocalTime

virtual DateTime QuantConnect.Securities.Security.LocalTime

get

Local time for this market

Definition at line 493 of file Security.cs.

◆ Fundamentals

Fundamentals QuantConnect.Securities.Security.Fundamentals

get

Gets the fundamental data associated with the security if there is any, otherwise null.

Definition at line 569 of file Security.cs.

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

Common/Securities/Security.cs

Public Member Functions

Public Attributes

Static Public Attributes

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ Security() [1/4]

◆ Security() [2/4]

◆ Security() [3/4]

◆ Security() [4/4]

Member Function Documentation

◆ GetLastData()

◆ SetLocalTimeKeeper()

◆ SetMarketPrice()

◆ Update()

◆ IsCustomData()

◆ SetLeverage()

◆ SetDataNormalizationMode()

◆ RefreshDataNormalizationModeProperty()

◆ SetFeeModel() [1/2]

◆ SetFeeModel() [2/2]

◆ SetFillModel() [1/2]

◆ SetFillModel() [2/2]

◆ SetSlippageModel() [1/2]

◆ SetSlippageModel() [2/2]

◆ SetVolatilityModel() [1/2]

◆ SetVolatilityModel() [2/2]

◆ SetBuyingPowerModel() [1/2]

◆ SetBuyingPowerModel() [2/2]

◆ SetMarginInterestRateModel() [1/2]

◆ SetMarginInterestRateModel() [2/2]

◆ SetMarginModel() [1/2]

◆ SetMarginModel() [2/2]

◆ SetShortableProvider() [1/2]

◆ SetShortableProvider() [2/2]

◆ SetDataFilter() [1/2]

◆ SetDataFilter() [2/2]

◆ ToString()

◆ UpdateConsumersMarketPrice()

Member Data Documentation

◆ NullLeverage

◆ Type

◆ HasData

◆ HoldStock

◆ Invested

◆ Price

◆ Leverage

◆ High

◆ Low

◆ Close

◆ Open

◆ Volume

◆ BidPrice

◆ BidSize

◆ AskPrice

◆ AskSize

◆ OpenInterest

Property Documentation

◆ ShortableProvider

◆ Subscriptions

◆ Symbol

◆ QuoteCurrency

◆ SymbolProperties

◆ Resolution

◆ IsFillDataForward

◆ IsExtendedMarketHours

◆ DataNormalizationMode

◆ SubscriptionDataConfig

◆ IsTradable

◆ IsDelisted

◆ Cache

◆ Holdings

◆ Exchange

◆ FeeModel

◆ FillModel

◆ SlippageModel

◆ PortfolioModel

◆ BuyingPowerModel

◆ MarginModel