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QuantConnect.TradingDay Class Reference

Class contains trading events associated with particular day in TradingCalendar More...

Properties

DateTime Date [get, set]
 The date that this instance is associated with More...
 
bool BusinessDay [get, set]
 Property returns true, if the day is a business day More...
 
bool PublicHoliday [get, set]
 Property returns true, if the day is a public holiday More...
 
bool Weekend [get, set]
 Property returns true, if the day is a weekend More...
 
IEnumerable< Symbol > OptionExpirations [get, set]
 Property returns the list of options (among currently traded) that expire on this day More...
 
IEnumerable< Symbol > FutureExpirations [get, set]
 Property returns the list of futures (among currently traded) that expire on this day More...
 
IEnumerable< Symbol > FutureRolls [get, set]
 Property returns the list of futures (among currently traded) that roll forward on this day More...
 
IEnumerable< Symbol > SymbolDelistings [get, set]
 Property returns the list of symbols (among currently traded) that are delisted on this day More...
 
IEnumerable< Symbol > EquityDividends [get, set]
 Property returns the list of symbols (among currently traded) that have ex-dividend date on this day More...
 

Detailed Description

Class contains trading events associated with particular day in TradingCalendar

Definition at line 79 of file TradingDay.cs.

Property Documentation

◆ Date

DateTime QuantConnect.TradingDay.Date
getset

The date that this instance is associated with

Definition at line 84 of file TradingDay.cs.

◆ BusinessDay

bool QuantConnect.TradingDay.BusinessDay
getset

Property returns true, if the day is a business day

Definition at line 89 of file TradingDay.cs.

◆ PublicHoliday

bool QuantConnect.TradingDay.PublicHoliday
getset

Property returns true, if the day is a public holiday

Definition at line 94 of file TradingDay.cs.

◆ Weekend

bool QuantConnect.TradingDay.Weekend
getset

Property returns true, if the day is a weekend

Definition at line 99 of file TradingDay.cs.

◆ OptionExpirations

IEnumerable<Symbol> QuantConnect.TradingDay.OptionExpirations
getset

Property returns the list of options (among currently traded) that expire on this day

Definition at line 104 of file TradingDay.cs.

◆ FutureExpirations

IEnumerable<Symbol> QuantConnect.TradingDay.FutureExpirations
getset

Property returns the list of futures (among currently traded) that expire on this day

Definition at line 109 of file TradingDay.cs.

◆ FutureRolls

IEnumerable<Symbol> QuantConnect.TradingDay.FutureRolls
getset

Property returns the list of futures (among currently traded) that roll forward on this day

Not used yet. For future use.

Definition at line 115 of file TradingDay.cs.

◆ SymbolDelistings

IEnumerable<Symbol> QuantConnect.TradingDay.SymbolDelistings
getset

Property returns the list of symbols (among currently traded) that are delisted on this day

Not used yet. For future use.

Definition at line 121 of file TradingDay.cs.

◆ EquityDividends

IEnumerable<Symbol> QuantConnect.TradingDay.EquityDividends
getset

Property returns the list of symbols (among currently traded) that have ex-dividend date on this day

Not used yet. For future use.

Definition at line 127 of file TradingDay.cs.

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