Lean  $LEAN_TAG$
QuantConnect.Securities.Future Namespace Reference

Classes

class  EmptyFutureChainProvider
 An implementation of IFutureChainProvider that always returns an empty list of contracts More...
 
class  Future
 Futures Security Object Implementation for Futures Assets More...
 
class  FutureCache
 Future specific caching support More...
 
class  FutureExchange
 Future exchange class - information and helper tools for future exchange properties More...
 
class  FutureHolding
 Future holdings implementation of the base securities class More...
 
class  FutureMarginModel
 Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins More...
 
class  FutureSettlementModel
 Settlement model which can handle daily profit and loss settlement More...
 
class  FuturesExpiryFunctions
 Calculate the date of a futures expiry given an expiry month and year More...
 
class  FuturesExpiryUtilityFunctions
 Class to implement common functions used in FuturesExpiryFunctions More...
 
class  FuturesListings
 Helpers for getting the futures contracts that are trading on a given date. This is a substitute for the BacktestingFutureChainProvider, but does not outright replace it because of missing entries. This will resolve the listed contracts without having any data in place. We follow the listing rules set forth by the exchange to get the Symbols that are listed at a given date. More...
 
class  FuturesOptionsSymbolMappings
 Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker More...
 
class  FutureSymbol
 Static class contains common utility methods specific to symbols representing the future contracts More...
 
class  MarginRequirementsEntry
 POCO class for modeling margin requirements at given date More...