Lean  $LEAN_TAG$
QuantConnect.Securities Namespace Reference

Classes

class  AccountCurrencyImmediateSettlementModel
 Represents the model responsible for applying cash settlement rules More...
 
class  AccountEvent
 Messaging class signifying a change in a user's account More...
 
class  AdjustedPriceVariationModel
 Provides an implementation of IPriceVariationModel for use when data is DataNormalizationMode.Adjusted. More...
 
class  ApplyFundsSettlementModelParameters
 Helper parameters class for ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters) More...
 
class  BrokerageModelSecurityInitializer
 Provides an implementation of ISecurityInitializer that initializes a security by settings the Security.FillModel, Security.FeeModel, Security.SlippageModel, and the Security.SettlementModel properties More...
 
class  BuyingPower
 Defines the result for IBuyingPowerModel.GetBuyingPower More...
 
class  BuyingPowerModel
 Provides a base class for all buying power models More...
 
class  BuyingPowerModelExtensions
 Provides extension methods as backwards compatibility shims More...
 
class  BuyingPowerParameters
 Defines the parameters for IBuyingPowerModel.GetBuyingPower More...
 
class  Cash
 Represents a holding of a currency in cash. More...
 
struct  CashAmount
 Represents a cash amount which can be converted to account currency using a currency converter More...
 
class  CashBook
 Provides a means of keeping track of the different cash holdings of an algorithm More...
 
class  CashBookUpdatedEventArgs
 Event fired when the cash book is updated More...
 
class  CashBuyingPowerModel
 Represents a buying power model for cash accounts More...
 
class  CompositeSecurityInitializer
 Provides an implementation of ISecurityInitializer that executes each initializer in order More...
 
class  ConstantBuyingPowerModel
 Provides an implementation of IBuyingPowerModel that uses an absurdly low margin requirement to ensure all orders have sufficient margin provided the portfolio is not underwater. More...
 
class  ContractSecurityFilterUniverse
 Base class for contract symbols filtering universes. Used by OptionFilterUniverse and FutureFilterUniverse More...
 
class  ConvertibleCashAmount
 A cash amount that can easily be converted into account currency More...
 
class  DefaultMarginCallModel
 Represents the model responsible for picking which orders should be executed during a margin call More...
 
class  DelayedSettlementModel
 Represents the model responsible for applying cash settlement rules More...
 
class  DynamicSecurityData
 Provides access to a security's data via it's type. This implementation supports dynamic access by type name. More...
 
class  EmptyContractFilter
 Derivate security universe selection filter which will always return empty More...
 
class  EquityPriceVariationModel
 Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”) More...
 
class  ErrorCurrencyConverter
 Provides an implementation of ICurrencyConverter for use in tests that don't depend on this behavior. More...
 
class  FuncSecurityDerivativeFilter
 Provides a functional implementation of IDerivativeSecurityFilter More...
 
class  FuncSecurityInitializer
 Provides a functional implementation of ISecurityInitializer More...
 
class  FuncSecuritySeeder
 Seed a security price from a history function More...
 
class  FutureExpirationCycles
 Static class contains definitions of popular futures expiration cycles More...
 
class  FutureFilterUniverse
 Represents futures symbols universe used in filtering. More...
 
class  FutureFilterUniverseEx
 Extensions for Linq support More...
 
class  Futures
 Futures static class contains shortcut definitions of major futures contracts available for trading More...
 
class  GetMaximumOrderQuantityForDeltaBuyingPowerParameters
 Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...
 
class  GetMaximumOrderQuantityForTargetBuyingPowerParameters
 Defines the parameters for IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower More...
 
class  GetMaximumOrderQuantityResult
 Contains the information returned by IBuyingPowerModel.GetMaximumOrderQuantityForTargetBuyingPower and IBuyingPowerModel.GetMaximumOrderQuantityForDeltaBuyingPower More...
 
class  GetMinimumPriceVariationParameters
 Defines the parameters for IPriceVariationModel.GetMinimumPriceVariation More...
 
class  HasSufficientBuyingPowerForOrderParameters
 Defines the parameters for IBuyingPowerModel.HasSufficientBuyingPowerForOrder More...
 
class  HasSufficientBuyingPowerForOrderResult
 Contains the information returned by IBuyingPowerModel.HasSufficientBuyingPowerForOrder More...
 
interface  IBaseCurrencySymbol
 Interface for various currency symbols More...
 
interface  IBuyingPowerModel
 Represents a security's model of buying power More...
 
interface  IContinuousSecurity
 A continuous security that get's mapped during his life More...
 
interface  ICurrencyConverter
 Provides the ability to convert cash amounts to the account currency More...
 
class  IdentityCurrencyConverter
 Provides an implementation of ICurrencyConverter that does NOT perform conversions. This implementation will throw if the specified cashAmount is not in units of account currency. More...
 
interface  IDerivativeSecurity
 Defines a security as a derivative of another security More...
 
interface  IDerivativeSecurityFilter
 Filters a set of derivative symbols using the underlying price data. More...
 
interface  IDerivativeSecurityFilterUniverse
 Represents derivative symbols universe used in filtering. More...
 
interface  IMarginCallModel
 Represents the model responsible for picking which orders should be executed during a margin call More...
 
interface  IMarginInterestRateModel
 The responsability of this model is to apply margin interest rate cash flows to the portfolio More...
 
class  ImmediateSettlementModel
 Represents the model responsible for applying cash settlement rules More...
 
class  IndicatorVolatilityModel
 Provides an implementation of IVolatilityModel that uses an indicator to compute its value More...
 
class  InitialMargin
 Result type for IBuyingPowerModel.GetInitialMarginRequirement and IBuyingPowerModel.GetInitialMarginRequiredForOrder More...
 
class  InitialMarginParameters
 Parameters for IBuyingPowerModel.GetInitialMarginRequirement More...
 
class  InitialMarginRequiredForOrderParameters
 Defines the parameters for BuyingPowerModel.GetInitialMarginRequiredForOrder More...
 
interface  IOrderEventProvider
 Represents a type with a new OrderEvent event EventHandler. More...
 
interface  IOrderProcessor
 Represents a type capable of processing orders More...
 
interface  IOrderProvider
 Represents a type capable of fetching Order instances by its QC order id or by a brokerage id More...
 
interface  IPriceVariationModel
 Gets the minimum price variation of a given security More...
 
interface  IRegisteredSecurityDataTypesProvider
 Provides the set of base data types registered in the algorithm More...
 
interface  ISecurityInitializer
 Represents a type capable of initializing a new security More...
 
interface  ISecurityPortfolioModel
 Performs order fill application to portfolio More...
 
interface  ISecurityProvider
 Represents a type capable of fetching the holdings for the specified symbol More...
 
interface  ISecuritySeeder
 Used to seed the security with the correct price More...
 
interface  ISettlementModel
 Represents the model responsible for applying cash settlement rules More...
 
interface  IVolatilityModel
 Represents a model that computes the volatility of a security More...
 
class  LocalMarketHours
 Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time More...
 
class  MaintenanceMargin
 Result type for IBuyingPowerModel.GetMaintenanceMargin More...
 
class  MaintenanceMarginParameters
 Parameters for IBuyingPowerModel.GetMaintenanceMargin More...
 
class  MarginCallModel
 Provides access to a null implementation for IMarginCallModel More...
 
class  MarginCallOrdersParameters
 Defines the parameters for DefaultMarginCallModel.GenerateMarginCallOrders More...
 
class  MarginInterestRateModel
 Provides access to a null implementation for IMarginInterestRateModel More...
 
class  MarginInterestRateParameters
 Defines the parameters for IMarginInterestRateModel.ApplyMarginInterestRate More...
 
class  MarketHoursDatabase
 Provides access to exchange hours and raw data times zones in various markets More...
 
class  MarketHoursSegment
 Represents the state of an exchange during a specified time range More...
 
class  NullBuyingPowerModel
 Provides a buying power model considers that there is sufficient buying power for all orders More...
 
class  OptionFilterUniverse
 Represents options symbols universe used in filtering. More...
 
class  OptionFilterUniverseEx
 Extensions for Linq support More...
 
class  OptionInitialMargin
 Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...
 
class  OrderProviderExtensions
 Provides extension methods for the IOrderProvider interface More...
 
class  PatternDayTradingMarginModel
 Represents a simple margining model where margin/leverage depends on market state (open or close). During regular market hours, leverage is 4x, otherwise 2x More...
 
class  RegisteredSecurityDataTypesProvider
 Provides an implementation of IRegisteredSecurityDataTypesProvider that permits the consumer to modify the expected types More...
 
class  RelativeStandardDeviationVolatilityModel
 Provides an implementation of IVolatilityModel that computes the relative standard deviation as the volatility of the security More...
 
class  ReservedBuyingPowerForPosition
 Defines the result for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...
 
class  ReservedBuyingPowerForPositionParameters
 Defines the parameters for IBuyingPowerModel.GetReservedBuyingPowerForPosition More...
 
class  ScanSettlementModelParameters
 The settlement model ISettlementModel.Scan(ScanSettlementModelParameters) parameters More...
 
class  Security
 A base vehicle properties class for providing a common interface to all assets in QuantConnect. More...
 
class  SecurityCache
 Base class caching spot for security data and any other temporary properties. More...
 
class  SecurityCacheDataStoredEventArgs
 Event args for SecurityCache's DataStored event More...
 
class  SecurityCacheProvider
 A helper class that will provide SecurityCache instances More...
 
class  SecurityDatabaseKey
 Represents the key to a single entry in the MarketHoursDatabase or the SymbolPropertiesDatabase More...
 
class  SecurityDataFilter
 Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks. More...
 
class  SecurityDataFilterPythonWrapper
 Python Wrapper for custom security data filters from Python More...
 
class  SecurityDefinition
 Helper class containing various unique identifiers for a given SecurityIdentifier, such as FIGI, ISIN, CUSIP, SEDOL. More...
 
class  SecurityDefinitionSymbolResolver
 Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa. More...
 
class  SecurityEventArgs
 Defines a base class for Security related events More...
 
class  SecurityExchange
 Base exchange class providing information and helper tools for reading the current exchange situation More...
 
class  SecurityExchangeHours
 Represents the schedule of a security exchange. This includes daily regular and extended market hours as well as holidays, early closes and late opens. More...
 
class  SecurityHolding
 SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio More...
 
class  SecurityHoldingQuantityChangedEventArgs
 Event arguments for the SecurityHolding.QuantityChanged event. The event data contains the previous quantity/price. The current quantity/price can be accessed via the SecurityEventArgs.Security property More...
 
class  SecurityInitializer
 Provides static access to the Null security initializer More...
 
class  SecurityManager
 Enumerable security management class for grouping security objects into an array and providing any common properties. More...
 
class  SecurityMarginModel
 Represents a simple, constant margin model by specifying the percentages of required margin. More...
 
class  SecurityPortfolioManager
 Portfolio manager class groups popular properties and makes them accessible through one interface. It also provide indexing by the vehicle symbol to get the Security.Holding objects. More...
 
class  SecurityPortfolioModel
 Provides a default implementation of ISecurityPortfolioModel that simply applies the fills to the algorithm's portfolio. This implementation is intended to handle all security types. More...
 
class  SecurityPriceVariationModel
 Provides default implementation of IPriceVariationModel for use in defining the minimum price variation. More...
 
class  SecurityProviderExtensions
 Provides extension methods for the ISecurityProvider interface. More...
 
class  SecuritySeeder
 Provides access to a null implementation for ISecuritySeeder More...
 
class  SecurityService
 This class implements interface ISecurityService providing methods for creating new Security More...
 
class  SecurityTransactionManager
 Algorithm Transactions Manager - Recording Transactions More...
 
class  StandardDeviationOfReturnsVolatilityModel
 Provides an implementation of IVolatilityModel that computes the annualized sample standard deviation of daily returns as the volatility of the security More...
 
class  SymbolProperties
 Represents common properties for a specific security, uniquely identified by market, symbol and security type More...
 
class  SymbolPropertiesDatabase
 Provides access to specific properties for various symbols More...
 
class  UniverseManager
 Manages the algorithm's collection of universes More...
 
class  UnsettledCashAmount
 Represents a pending cash amount waiting for settlement time More...
 
class  VolatilityModel
 Provides access to a null implementation for IVolatilityModel More...
 

Enumerations

enum  MarketHoursState { MarketHoursState.Closed, MarketHoursState.PreMarket, MarketHoursState.Market, MarketHoursState.PostMarket }
 Specifies the open/close state for a MarketHoursSegment More...
 

Enumeration Type Documentation

◆ MarketHoursState

Specifies the open/close state for a MarketHoursSegment

Enumerator
Closed 

The market is not open (0)

PreMarket 

The market is open, but before normal trading hours (1)

Market 

The market is open and within normal trading hours (2)

PostMarket 

The market is open, but after normal trading hours (3)

Definition at line 26 of file MarketHoursState.cs.