Defines a base for a single contract, like an option or future contract More...
Public Member Functions | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Public Attributes | |
| SecurityIdentifier | ID => Symbol.ID |
| The security identifier of the symbol More... | |
| Symbol | UnderlyingSymbol => Symbol.Underlying |
| Gets the underlying security's symbol More... | |
| DateTime | Expiry => Symbol.ID.Date |
| Gets the expiration date More... | |
Protected Member Functions | |
| BaseContract (Symbol symbol) | |
| Initializes a new instance of the BaseContract class More... | |
Properties | |
| Symbol | Symbol [get, set] |
| Gets the contract's symbol More... | |
| DateTime | Time [get, set] |
| Gets the local date time this contract's data was last updated More... | |
| virtual decimal | OpenInterest [get, set] |
| Gets the open interest More... | |
| virtual decimal | LastPrice [get, set] |
| Gets the last price this contract traded at More... | |
| virtual long | Volume [get, set] |
| Gets the last volume this contract traded at More... | |
| virtual decimal | BidPrice [get, set] |
| Gets the current bid price More... | |
| virtual long | BidSize [get, set] |
| Get the current bid size More... | |
| virtual decimal | AskPrice [get, set] |
| Gets the ask price More... | |
| virtual long | AskSize [get, set] |
| Gets the current ask size More... | |
 Properties inherited from QuantConnect.Data.ISymbolProvider | |
| Symbol | Symbol [get, set] |
| Gets the Symbol More... | |
Detailed Description
Defines a base for a single contract, like an option or future contract
Definition at line 24 of file BaseContract.cs.
Constructor & Destructor Documentation
◆ BaseContract()
|
protected |
Initializes a new instance of the BaseContract class
- Parameters
-
symbol The contract symbol
Definition at line 99 of file BaseContract.cs.
Member Function Documentation
◆ ToString()
| override string QuantConnect.Data.Market.BaseContract.ToString | ( | ) |
Returns a string that represents the current object.
- Returns
- A string that represents the current object.
Member Data Documentation
◆ ID
| SecurityIdentifier QuantConnect.Data.Market.BaseContract.ID => Symbol.ID |
The security identifier of the symbol
Definition at line 39 of file BaseContract.cs.
◆ UnderlyingSymbol
| Symbol QuantConnect.Data.Market.BaseContract.UnderlyingSymbol => Symbol.Underlying |
Gets the underlying security's symbol
Definition at line 44 of file BaseContract.cs.
◆ Expiry
| DateTime QuantConnect.Data.Market.BaseContract.Expiry => Symbol.ID.Date |
Gets the expiration date
Definition at line 49 of file BaseContract.cs.
Property Documentation
◆ Symbol
|
getset |
Gets the contract's symbol
Definition at line 31 of file BaseContract.cs.
◆ Time
|
getset |
Gets the local date time this contract's data was last updated
Definition at line 56 of file BaseContract.cs.
◆ OpenInterest
|
getset |
Gets the open interest
Definition at line 63 of file BaseContract.cs.
◆ LastPrice
|
getset |
Gets the last price this contract traded at
Definition at line 68 of file BaseContract.cs.
◆ Volume
|
getset |
Gets the last volume this contract traded at
Definition at line 73 of file BaseContract.cs.
◆ BidPrice
|
getset |
Gets the current bid price
Definition at line 78 of file BaseContract.cs.
◆ BidSize
|
getset |
Get the current bid size
Definition at line 83 of file BaseContract.cs.
◆ AskPrice
|
getset |
Gets the ask price
Definition at line 88 of file BaseContract.cs.
◆ AskSize
|
getset |
Gets the current ask size
Definition at line 93 of file BaseContract.cs.
The documentation for this class was generated from the following file:
- Common/Data/Market/BaseContract.cs
