QuantConnect.DataSource.QuiverQuant
Classes
| Class | Description |
|---|---|
| QuiverQuantCsvExtensions | Compact CSV serialization helpers for Quiver enums and primitives. Keeps the... |
Enumerations
Bases: IntEnum
SEC Form 4 indicator of whether the transaction was an acquisition or a disposal
UNKNOWN = 0
Default value used when no acquired/disposed flag is provided or the value is unrecognized
ACQUIRED = 1
A - Share acquisition
DISPOSED = 2
D - Share disposal
Bases: IntEnum
SEC Form 4 direct or indirect ownership classification
UNKNOWN = 0
Default value used when no ownership flag is provided or the value is unrecognized
DIRECT = 1
D - Direct ownership of the security by the reporting person
INDIRECT = 2
I - Indirect ownership of the security (e.g., through a trust or family member)
Bases: IntEnum
SEC Form 4 transaction codes (see https://www.sec.gov/files/forms-3-4-5.pdf)
SALE = -1
S - Open market or private sale of non-derivative or derivative security
OTHER = 1
J - Other acquisition or disposition (describe transaction). Also used as the default value when no transaction code is provided.
PURCHASE = 2
P - Open market or private purchase of non-derivative or derivative security
VOLUNTARY_REPORT = 3
V - Transaction voluntarily reported earlier than required
GRANT_OR_AWARD = 4
A - Grant, award, or other acquisition pursuant to Rule 16b-3(d)
DISPOSITION_TO_ISSUER = 5
D - Disposition to the issuer of issuer equity securities pursuant to Rule 16b-3(e)
EXERCISE_PAYMENT_WITH_SECURITIES = 6
F - Payment of exercise price or tax liability by delivering or withholding securities incident to the receipt, exercise, or vesting of a security issued in accordance with Rule 16b-3
DISCRETIONARY_TRANSACTION = 7
I - Discretionary transaction in accordance with Rule 16b-3(f)
EXERCISE_OR_CONVERSION_EXEMPT = 8
M - Exercise or conversion of derivative security exempted pursuant to Rule 16b-3
CONVERSION_OF_DERIVATIVE = 9
C - Conversion of derivative security
SHORT_DERIVATIVE_EXPIRATION = 10
E - Expiration of short derivative position
LONG_DERIVATIVE_EXPIRATION_WITH_VALUE = 11
H - Expiration (or cancellation) of long derivative position with value received
OUT_OF_MONEY_EXERCISE = 12
O - Exercise of out-of-the-money derivative security
IN_MONEY_EXERCISE = 13
X - Exercise of in-the-money or at-the-money derivative security
GIFT = 14
G - Bona fide gift
SMALL_ACQUISITION = 15
L - Small acquisition under Rule 16a-6
ACQUISITION_BY_WILL = 16
W - Acquisition or disposition by will or the laws of descent and distribution
VOTING_TRUST_DEPOSIT = 17
Z - Deposit into or withdrawal from voting trust
EQUITY_SWAP = 18
K - Transaction in equity swap or instrument with similar characteristics
TENDER_DISPOSITION = 19
U - Disposition pursuant to a tender of shares in a change of control transaction