Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database More...

Inheritance diagram for QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper:

Public Member Functions
	SymbolPropertiesDatabaseSymbolMapper (string market)
	Creates a new instance of the SymbolPropertiesDatabaseSymbolMapper class. More...

string	GetBrokerageSymbol (Symbol symbol)
	Converts a Lean symbol instance to a brokerage symbol More...

Symbol	GetLeanSymbol (string brokerageSymbol, SecurityType securityType, string market, DateTime expirationDate=default(DateTime), decimal strike=0, OptionRight optionRight=OptionRight.Call)
	Converts a brokerage symbol to a Lean symbol instance More...

bool	IsKnownLeanSymbol (Symbol symbol)
	Checks if the Lean symbol is supported by the brokerage More...

SecurityType	GetBrokerageSecurityType (string brokerageSymbol)
	Returns the security type for a brokerage symbol More...

bool	IsKnownBrokerageSymbol (string brokerageSymbol)
	Checks if the symbol is supported by the brokerage More...

Detailed Description

Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database

Constructor & Destructor Documentation

QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper.SymbolPropertiesDatabaseSymbolMapper ( string market )

Creates a new instance of the SymbolPropertiesDatabaseSymbolMapper class.

Parameters

market The Lean market

Here is the call graph for this function:

string QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper.GetBrokerageSymbol ( Symbol symbol )

Converts a Lean symbol instance to a brokerage symbol

Parameters

symbol A Lean symbol instance

Symbol QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper.GetLeanSymbol	(	string	brokerageSymbol,
		SecurityType	securityType,
		string	market,
		DateTime	expirationDate = `default(DateTime)`,
		decimal	strike = `0`,
		OptionRight	optionRight = `OptionRight.Call`
	)

Converts a brokerage symbol to a Lean symbol instance

Parameters

brokerageSymbol	The brokerage symbol
securityType	The security type
market	The market
expirationDate	Expiration date of the security(if applicable)
strike	The strike of the security (if applicable)
optionRight	The option right of the security (if applicable)