QuantConnect.Securities.Option.OptionSymbolProperties Class Reference
Represents common properties for a specific option contract More...
Inheritance diagram for QuantConnect.Securities.Option.OptionSymbolProperties:
Public Member Functions | |
| OptionSymbolProperties (string description, string quoteCurrency, decimal contractMultiplier, decimal pipSize, decimal lotSize) | |
| Creates an instance of the OptionSymbolProperties class More... | |
| OptionSymbolProperties (SymbolProperties properties) | |
| Creates an instance of the OptionSymbolProperties class from SymbolProperties class More... | |
 Public Member Functions inherited from 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 More... | |
| override string | ToString () |
| The string representation of these symbol properties More... | |
Public Attributes | |
| override decimal | ContractMultiplier => _contractMultiplier ?? base.ContractMultiplier |
| The contract multiplier for the security More... | |
| Public Attributes inherited from QuantConnect.Securities.SymbolProperties | |
| 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... | |
Properties | |
| int | ContractUnitOfTrade [get, protected set] |
| When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands. More... | |
| Properties inherited from QuantConnect.Securities.SymbolProperties | |
| virtual decimal | ContractMultiplier [get, set] |
| The contract multiplier for the security More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Securities.SymbolProperties | |
| static SymbolProperties | GetDefault (string quoteCurrency) |
| Gets a default instance of the SymbolProperties class for the specified quoteCurrency More... | |
| Protected Member Functions inherited from QuantConnect.Securities.SymbolProperties | |
| SymbolProperties (SymbolProperties properties) | |
| Creates an instance of the SymbolProperties class More... | |
Detailed Description
Represents common properties for a specific option contract
Definition at line 21 of file OptionSymbolProperties.cs.
Constructor & Destructor Documentation
◆ OptionSymbolProperties() [1/2]
| QuantConnect.Securities.Option.OptionSymbolProperties.OptionSymbolProperties | ( | string | description, |
| string | quoteCurrency, | ||
| decimal | contractMultiplier, | ||
| decimal | pipSize, | ||
| decimal | lotSize | ||
| ) |
Creates an instance of the OptionSymbolProperties class
Definition at line 50 of file OptionSymbolProperties.cs.
◆ OptionSymbolProperties() [2/2]
| QuantConnect.Securities.Option.OptionSymbolProperties.OptionSymbolProperties | ( | SymbolProperties | properties | ) |
Creates an instance of the OptionSymbolProperties class from SymbolProperties class
Definition at line 58 of file OptionSymbolProperties.cs.
Member Data Documentation
◆ ContractMultiplier
| override decimal QuantConnect.Securities.Option.OptionSymbolProperties.ContractMultiplier => _contractMultiplier ?? base.ContractMultiplier |
The contract multiplier for the security
Definition at line 36 of file OptionSymbolProperties.cs.
Property Documentation
◆ ContractUnitOfTrade
|
getprotected set |
When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands.
Definition at line 43 of file OptionSymbolProperties.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Option/OptionSymbolProperties.cs
