QuantConnect.Interfaces.IShortableProvider Interface Reference

Defines a short list/easy-to-borrow provider More...

Inheritance diagram for QuantConnect.Interfaces.IShortableProvider:

Public Member Functions
decimal	FeeRate (Symbol symbol, DateTime localTime)
	Gets interest rate charged on borrowed shares for a given asset. More...
decimal	RebateRate (Symbol symbol, DateTime localTime)
	Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset. Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07% More...
long?	ShortableQuantity (Symbol symbol, DateTime localTime)
	Gets the quantity shortable for a Symbol. More...

Detailed Description

Defines a short list/easy-to-borrow provider

Definition at line 23 of file IShortableProvider.cs.

Member Function Documentation

FeeRate()

decimal QuantConnect.Interfaces.IShortableProvider.FeeRate	(	Symbol	symbol,
		DateTime	localTime
	)

Gets interest rate charged on borrowed shares for a given asset.

Parameters

symbol	Symbol to lookup fee rate
localTime	Time of the algorithm

Returns

Fee rate. Zero if the data for the brokerage/date does not exist.

Implemented in QuantConnect.Data.Shortable.LocalDiskShortableProvider, QuantConnect.Data.Shortable.ShortableProviderPythonWrapper, and QuantConnect.Data.Shortable.NullShortableProvider.

RebateRate()

decimal QuantConnect.Interfaces.IShortableProvider.RebateRate	(	Symbol	symbol,
		DateTime	localTime
	)

Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset. Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%

Parameters

symbol	Symbol to lookup rebate rate
localTime	Time of the algorithm

Returns

Rebate fee. Zero if the data for the brokerage/date does not exist.

Implemented in QuantConnect.Data.Shortable.LocalDiskShortableProvider, QuantConnect.Data.Shortable.ShortableProviderPythonWrapper, and QuantConnect.Data.Shortable.NullShortableProvider.

ShortableQuantity()

long? QuantConnect.Interfaces.IShortableProvider.ShortableQuantity	(	Symbol	symbol,
		DateTime	localTime
	)

Gets the quantity shortable for a Symbol.

Parameters

symbol	Symbol to check shortable quantity
localTime	Local time of the algorithm

Returns

The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.

Implemented in QuantConnect.Data.Shortable.LocalDiskShortableProvider, QuantConnect.Data.Shortable.ShortableProviderPythonWrapper, and QuantConnect.Data.Shortable.NullShortableProvider.

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

• Common/Interfaces/IShortableProvider.cs