QuantConnect.Securities.IDerivativeSecurityFilter Interface Reference

Filters a set of derivative symbols using the underlying price data. More...

Inheritance diagram for QuantConnect.Securities.IDerivativeSecurityFilter:

Public Member Functions
IDerivativeSecurityFilterUniverse	Filter (IDerivativeSecurityFilterUniverse universe)
	Filters the input set of symbols represented by the universe More...

Properties
bool	Asynchronous [get, set]
	True if this universe filter can run async in the data stack More...

Detailed Description

Filters a set of derivative symbols using the underlying price data.

Definition at line 22 of file IDerivativeSecurityFilter.cs.

Member Function Documentation

Filter()

IDerivativeSecurityFilterUniverse QuantConnect.Securities.IDerivativeSecurityFilter.Filter

(

IDerivativeSecurityFilterUniverse

universe

)

Filters the input set of symbols represented by the universe

Parameters

universe

derivative symbols universe used in filtering

Returns

The filtered set of symbols

Implemented in QuantConnect.Securities.FuncSecurityDerivativeFilter, and QuantConnect.Securities.EmptyContractFilter.

Here is the caller graph for this function:

Property Documentation

Asynchronous

bool QuantConnect.Securities.IDerivativeSecurityFilter.Asynchronous

getset

True if this universe filter can run async in the data stack

Definition at line 34 of file IDerivativeSecurityFilter.cs.

---

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

• Common/Securities/IDerivativeSecurityFilter.cs