Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa. More...

Public Member Functions
Symbol	CUSIP (string cusip, DateTime tradingDate)
	Converts CUSIP into a Lean Symbol More...

string	CUSIP (Symbol symbol)
	Converts a Lean Symbol to its CUSIP number More...

Symbol	CompositeFIGI (string compositeFigi, DateTime tradingDate)
	Converts an asset's composite FIGI into a Lean Symbol More...

string	CompositeFIGI (Symbol symbol)
	Converts a Lean Symbol to its composite FIGI representation More...

Symbol	SEDOL (string sedol, DateTime tradingDate)
	Converts SEDOL into a Lean Symbol More...

string	SEDOL (Symbol symbol)
	Converts a Lean Symbol to its SEDOL representation More...

Symbol	ISIN (string isin, DateTime tradingDate)
	Converts ISIN into a Lean Symbol More...

string	ISIN (Symbol symbol)
	Converts a Lean Symbol to its ISIN representation More...

int?	CIK (Symbol symbol)
	Get's the CIK value associated with the given Symbol More...

Symbol[]	CIK (int cik, DateTime tradingDate)
	Converts CIK into a Lean Symbol array More...

Static Public Member Functions
static SecurityDefinitionSymbolResolver	GetInstance (IDataProvider dataProvider=null, string securitiesDefinitionKey=null)
	Gets the single instance of the symbol resolver More...

static void	Reset ()
	Resets the security definition symbol resolver, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment. More...

Detailed Description

Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa.

Definition at line 33 of file SecurityDefinitionSymbolResolver.cs.

Member Function Documentation

◆ CUSIP() [1/2]

Symbol QuantConnect.Securities.SecurityDefinitionSymbolResolver.CUSIP	(	string	cusip,
		DateTime	tradingDate
	)

Converts CUSIP into a Lean Symbol

Parameters

cusip	The Committee on Uniform Securities Identification Procedures (CUSIP) number of a security
tradingDate	The date that the stock was trading at with the CUSIP provided. This is used to get the ticker of the symbol on this date.

Returns: The Lean Symbol corresponding to the CUSIP number on the trading date provided

Definition at line 69 of file SecurityDefinitionSymbolResolver.cs.

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◆ CUSIP() [2/2]

string QuantConnect.Securities.SecurityDefinitionSymbolResolver.CUSIP ( Symbol symbol )

Converts a Lean Symbol to its CUSIP number

Parameters

symbol The Lean Symbol

Returns: The Committee on Uniform Securities Identification Procedures (CUSIP) number corresponding to the given Lean Symbol

Definition at line 86 of file SecurityDefinitionSymbolResolver.cs.

◆ CompositeFIGI() [1/2]

Symbol QuantConnect.Securities.SecurityDefinitionSymbolResolver.CompositeFIGI	(	string	compositeFigi,
		DateTime	tradingDate
	)

Converts an asset's composite FIGI into a Lean Symbol

Parameters

compositeFigi	The composite Financial Instrument Global Identifier (FIGI) of a security
tradingDate	The date that the stock was trading at with the composite FIGI provided. This is used to get the ticker of the symbol on this date.

Returns: The Lean Symbol corresponding to the composite FIGI on the trading date provided

Definition at line 102 of file SecurityDefinitionSymbolResolver.cs.

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◆ CompositeFIGI() [2/2]

string QuantConnect.Securities.SecurityDefinitionSymbolResolver.CompositeFIGI ( Symbol symbol )

Converts a Lean Symbol to its composite FIGI representation

Parameters

symbol The Lean Symbol

Returns: The composite Financial Instrument Global Identifier (FIGI) corresponding to the given Lean Symbol

Definition at line 119 of file SecurityDefinitionSymbolResolver.cs.

◆ SEDOL() [1/2]

Symbol QuantConnect.Securities.SecurityDefinitionSymbolResolver.SEDOL	(	string	sedol,
		DateTime	tradingDate
	)

Converts SEDOL into a Lean Symbol

Parameters

sedol	The Stock Exchange Daily Official List (SEDOL) security identifier of a security
tradingDate	The date that the stock was trading at with the SEDOL provided. This is used to get the ticker of the symbol on this date.

Returns: The Lean Symbol corresponding to the SEDOL on the trading date provided

Definition at line 135 of file SecurityDefinitionSymbolResolver.cs.

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◆ SEDOL() [2/2]

string QuantConnect.Securities.SecurityDefinitionSymbolResolver.SEDOL ( Symbol symbol )

Converts a Lean Symbol to its SEDOL representation

Parameters

symbol The Lean Symbol

Returns: The Stock Exchange Daily Official List (SEDOL) security identifier corresponding to the given Lean Symbol

Definition at line 152 of file SecurityDefinitionSymbolResolver.cs.

◆ ISIN() [1/2]

Symbol QuantConnect.Securities.SecurityDefinitionSymbolResolver.ISIN	(	string	isin,
		DateTime	tradingDate
	)

Converts ISIN into a Lean Symbol

Parameters

isin	The International Securities Identification Number (ISIN) of a security
tradingDate	The date that the stock was trading at with the ISIN provided. This is used to get the ticker of the symbol on this date.

Returns: The Lean Symbol corresponding to the ISIN on the trading date provided

Definition at line 168 of file SecurityDefinitionSymbolResolver.cs.

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◆ ISIN() [2/2]

string QuantConnect.Securities.SecurityDefinitionSymbolResolver.ISIN ( Symbol symbol )

Converts a Lean Symbol to its ISIN representation

Parameters

symbol The Lean Symbol

Returns: The International Securities Identification Number (ISIN) corresponding to the given Lean Symbol

Definition at line 185 of file SecurityDefinitionSymbolResolver.cs.

◆ CIK() [1/2]

int? QuantConnect.Securities.SecurityDefinitionSymbolResolver.CIK ( Symbol symbol )

Get's the CIK value associated with the given Symbol

Parameters

symbol The Lean Symbol

Returns: The Central Index Key number (CIK) corresponding to the given Lean Symbol if any, else null

Definition at line 195 of file SecurityDefinitionSymbolResolver.cs.

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◆ CIK() [2/2]

Symbol [] QuantConnect.Securities.SecurityDefinitionSymbolResolver.CIK	(	int	cik,
		DateTime	tradingDate
	)

Converts CIK into a Lean Symbol array

Parameters

cik	The Central Index Key (CIK) of a company
tradingDate	The date that the stock was trading at with the CIK provided. This is used to get the ticker of the symbol on this date.

Returns: The Lean Symbols corresponding to the CIK on the trading date provided

Definition at line 211 of file SecurityDefinitionSymbolResolver.cs.

◆ GetInstance()

static SecurityDefinitionSymbolResolver QuantConnect.Securities.SecurityDefinitionSymbolResolver.GetInstance	(	IDataProvider	dataProvider = `null`,
		string	securitiesDefinitionKey = `null`
	)

static

Gets the single instance of the symbol resolver

Parameters

dataProvider	Data provider used to obtain symbol mappings data
securitiesDefinitionKey	Location to read the securities definition data from

Returns: The single instance of the symbol resolver

Definition at line 299 of file SecurityDefinitionSymbolResolver.cs.

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◆ Reset()

static void QuantConnect.Securities.SecurityDefinitionSymbolResolver.Reset ( )

static

Resets the security definition symbol resolver, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment.

Definition at line 317 of file SecurityDefinitionSymbolResolver.cs.

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

Common/Securities/SecurityDefinitionSymbolResolver.cs

Public Member Functions

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ CUSIP() [1/2]

◆ CUSIP() [2/2]

◆ CompositeFIGI() [1/2]

◆ CompositeFIGI() [2/2]

◆ SEDOL() [1/2]

◆ SEDOL() [2/2]

◆ ISIN() [1/2]

◆ ISIN() [2/2]

◆ CIK() [1/2]

◆ CIK() [2/2]

◆ GetInstance()

◆ Reset()