QuantConnect.Interfaces.ISecurityPrice Interface Reference

Reduced interface which allows setting and accessing price properties for a Security More...

Inheritance diagram for QuantConnect.Interfaces.ISecurityPrice:

Public Member Functions
void	SetMarketPrice (BaseData data)
	Update any security properties based on the latest market data and time More...
void	Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData)
	Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...
BaseData	GetLastData ()
	Get the last price update set to the security. More...

Properties
decimal	Price [get]
	Get the current value of the security. More...
decimal	Close [get]
	If this uses trade bar data, return the most recent close. More...
decimal	Volume [get]
	Access to the volume of the equity today More...
decimal	BidPrice [get]
	Gets the most recent bid price if available More...
decimal	BidSize [get]
	Gets the most recent bid size if available More...
decimal	AskPrice [get]
	Gets the most recent ask price if available More...
decimal	AskSize [get]
	Gets the most recent ask size if available More...
long	OpenInterest [get]
	Access to the open interest of the security today More...
Symbol	Symbol [get]
	Symbol for the asset. More...
SymbolProperties	SymbolProperties [get]
	SymbolProperties of the symbol More...

Detailed Description

Reduced interface which allows setting and accessing price properties for a Security

Definition at line 28 of file ISecurityPrice.cs.

Member Function Documentation

SetMarketPrice()

void QuantConnect.Interfaces.ISecurityPrice.SetMarketPrice

(

BaseData

data

)

Update any security properties based on the latest market data and time

Parameters

data	New data packet from LEAN

Implemented in QuantConnect.Securities.Security.

Update()

void QuantConnect.Interfaces.ISecurityPrice.Update	(	IReadOnlyList< BaseData >	data,
		Type	dataType,
		bool?	containsFillForwardData
	)

Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache

Parameters

data	The security update data
dataType	The data type
containsFillForwardData	Flag indicating whether data contains any fill forward bar or not

Implemented in QuantConnect.Securities.Security.

GetLastData()

BaseData QuantConnect.Interfaces.ISecurityPrice.GetLastData

(

)

Get the last price update set to the security.

Returns

BaseData object for this security

Implemented in QuantConnect.Securities.Security.

Property Documentation

Price

decimal QuantConnect.Interfaces.ISecurityPrice.Price

get

Get the current value of the security.

Definition at line 33 of file ISecurityPrice.cs.

Close

decimal QuantConnect.Interfaces.ISecurityPrice.Close

get

If this uses trade bar data, return the most recent close.

Definition at line 38 of file ISecurityPrice.cs.

Volume

decimal QuantConnect.Interfaces.ISecurityPrice.Volume

get

Access to the volume of the equity today

Definition at line 43 of file ISecurityPrice.cs.

BidPrice

decimal QuantConnect.Interfaces.ISecurityPrice.BidPrice

get

Gets the most recent bid price if available

Definition at line 48 of file ISecurityPrice.cs.

BidSize

decimal QuantConnect.Interfaces.ISecurityPrice.BidSize

get

Gets the most recent bid size if available

Definition at line 53 of file ISecurityPrice.cs.

AskPrice

decimal QuantConnect.Interfaces.ISecurityPrice.AskPrice

get

Gets the most recent ask price if available

Definition at line 58 of file ISecurityPrice.cs.

AskSize

decimal QuantConnect.Interfaces.ISecurityPrice.AskSize

get

Gets the most recent ask size if available

Definition at line 63 of file ISecurityPrice.cs.

OpenInterest

long QuantConnect.Interfaces.ISecurityPrice.OpenInterest

get

Access to the open interest of the security today

Definition at line 68 of file ISecurityPrice.cs.

Symbol

Symbol QuantConnect.Interfaces.ISecurityPrice.Symbol

get

Symbol for the asset.

Definition at line 73 of file ISecurityPrice.cs.

SymbolProperties

SymbolProperties QuantConnect.Interfaces.ISecurityPrice.SymbolProperties

get

SymbolProperties of the symbol

Definition at line 78 of file ISecurityPrice.cs.

---

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

• Common/Interfaces/ISecurityPrice.cs