Represents common properties for a specific security, uniquely identified by market, symbol and security type More...

Inheritance diagram for QuantConnect.Securities.SymbolProperties:

Public Member Functions
	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...

Static Public Member Functions
static SymbolProperties	GetDefault (string quoteCurrency)
	Gets a default instance of the SymbolProperties class for the specified quoteCurrency More...

Public Attributes
string	Description => _properties.Description
	The description of the security More...

string	QuoteCurrency => _properties.QuoteCurrency
	The quote currency of the security More...

virtual decimal	MinimumPriceVariation => _properties.MinimumPriceVariation
	The minimum price variation (tick size) for the security More...

decimal	LotSize => _properties.LotSize
	The lot size (lot size of the order) for the security More...

string	MarketTicker => _properties.MarketTicker
	The market ticker More...

decimal?	MinimumOrderSize => _properties.MinimumOrderSize
	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 => _properties.PriceMagnifier
	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 => _properties.StrikeMultiplier
	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...

Protected Member Functions
	SymbolProperties (SymbolProperties properties)
	Creates an instance of the SymbolProperties class More...

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

Detailed Description

Represents common properties for a specific security, uniquely identified by market, symbol and security type

Definition at line 23 of file SymbolProperties.cs.

Constructor & Destructor Documentation

◆ SymbolProperties() [1/2]

QuantConnect.Securities.SymbolProperties.SymbolProperties ( SymbolProperties properties )

protected

Creates an instance of the SymbolProperties class

Definition at line 94 of file SymbolProperties.cs.

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◆ SymbolProperties() [2/2]

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

Definition at line 102 of file SymbolProperties.cs.

Member Function Documentation

◆ ToString()

override string QuantConnect.Securities.SymbolProperties.ToString ( )

The string representation of these symbol properties

Definition at line 113 of file SymbolProperties.cs.

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◆ GetDefault()

static SymbolProperties QuantConnect.Securities.SymbolProperties.GetDefault ( string quoteCurrency )

static

Gets a default instance of the SymbolProperties class for the specified quoteCurrency

Parameters

quoteCurrency The quote currency of the symbol

Returns: A default instance of theSymbolProperties class

Definition at line 123 of file SymbolProperties.cs.

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Member Data Documentation

◆ Description

string QuantConnect.Securities.SymbolProperties.Description => _properties.Description

The description of the security

Definition at line 37 of file SymbolProperties.cs.

◆ QuoteCurrency

string QuantConnect.Securities.SymbolProperties.QuoteCurrency => _properties.QuoteCurrency

The quote currency of the security

Definition at line 42 of file SymbolProperties.cs.

◆ MinimumPriceVariation

virtual decimal QuantConnect.Securities.SymbolProperties.MinimumPriceVariation => _properties.MinimumPriceVariation

The minimum price variation (tick size) for the security

Definition at line 56 of file SymbolProperties.cs.

◆ LotSize

decimal QuantConnect.Securities.SymbolProperties.LotSize => _properties.LotSize

The lot size (lot size of the order) for the security

Definition at line 61 of file SymbolProperties.cs.

◆ MarketTicker

string QuantConnect.Securities.SymbolProperties.MarketTicker => _properties.MarketTicker

The market ticker

Definition at line 66 of file SymbolProperties.cs.

◆ MinimumOrderSize

decimal? QuantConnect.Securities.SymbolProperties.MinimumOrderSize => _properties.MinimumOrderSize

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

Definition at line 74 of file SymbolProperties.cs.

◆ PriceMagnifier

decimal QuantConnect.Securities.SymbolProperties.PriceMagnifier => _properties.PriceMagnifier

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').

Default value is 1 but for some futures in cents it's 100

Definition at line 81 of file SymbolProperties.cs.

◆ StrikeMultiplier

decimal QuantConnect.Securities.SymbolProperties.StrikeMultiplier => _properties.StrikeMultiplier

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)

Definition at line 89 of file SymbolProperties.cs.

Property Documentation

◆ ContractMultiplier

virtual decimal QuantConnect.Securities.SymbolProperties.ContractMultiplier

getset

The contract multiplier for the security

Definition at line 48 of file SymbolProperties.cs.

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

Common/Securities/SymbolProperties.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Properties