QuantConnect.Securities.Futures Class Reference

Futures static class contains shortcut definitions of major futures contracts available for trading More...

Classes
class	Currencies
	Currencies group More...
class	Dairy
	Dairy group More...
class	Energies
	Energy group More...
class	Energy
	Energy group More...
class	Financials
	Financials group More...
class	Forestry
	Forestry group More...
class	Grains
	Grains and Oilseeds group More...
class	Indices
	Indices group More...
class	Meats
	Meats group More...
class	Metals
	Metals group More...
class	Softs
	Softs group More...

Static Public Attributes
static readonly int	MaximumContractDepthOffset = 2
	The maximum supported contract offset depth More...

Detailed Description

Futures static class contains shortcut definitions of major futures contracts available for trading

Definition at line 24 of file Futures.cs.

Member Data Documentation

MaximumContractDepthOffset

readonly int QuantConnect.Securities.Futures.MaximumContractDepthOffset = 2

static

The maximum supported contract offset depth

Note this value is related to the continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

Definition at line 31 of file Futures.cs.

---

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

• Common/Securities/Future/Futures.cs