QuantConnect.Securities
Classes
| Class | Description |
|---|---|
| AccountCurrencyImmediateSettlementModel | Represents the model responsible for applying cash settlement rules |
| AccountEvent | Messaging class signifying a change in a user's account |
| AdjustedPriceVariationModel | Provides an implementation of IPriceVariationModel... |
| ApplyFundsSettlementModelParameters | Helper parameters class for ISettlementModel.apply_funds(apply_fundsSettlementModelParameters) |
| BaseSecurityDatabase | Base class for security databases, including market hours and symbol properties. |
| BrokerageModelSecurityInitializer | Provides an implementation of ISecurityInitializer that initializes a security... |
| BuyingPower | Defines the result for IBuyingPowerModel.get_buying_power |
| BuyingPowerModel | Provides a base class for all buying power models |
| BuyingPowerModelExtensions | Provides extension methods as backwards compatibility shims |
| BuyingPowerParameters | Defines the parameters for IBuyingPowerModel.get_buying_power |
| Cash | Represents a holding of a currency in cash. |
| CashAmount | Represents a cash amount which can be converted to account currency using a currency converter |
| CashBook | Provides a means of keeping track of the different cash holdings of an algorithm |
| CashBookUpdatedEventArgs | Event fired when the cash book is updated |
| CashBuyingPowerModel | Represents a buying power model for cash accounts |
| CompositeSecurityInitializer | Provides an implementation of ISecurityInitializer that executes... |
| ConstantBuyingPowerModel | Provides an implementation of IBuyingPowerModel that uses an absurdly low margin... |
| ContractSecurityFilterUniverse | Base class for contract symbols filtering universes.... |
| ConvertibleCashAmount | A cash amount that can easily be converted into account currency |
| DefaultMarginCallModel | Represents the model responsible for picking which orders should be executed during a margin call |
| DelayedSettlementModel | Represents the model responsible for applying cash settlement rules |
| DynamicSecurityData | Provides access to a security's data via it's type. This implementation supports dynamic access... |
| EmptyContractFilter | Derivate security universe selection filter which will always return empty |
| EquityPriceVariationModel | Provides an implementation of IPriceVariationModel... |
| ErrorCurrencyConverter | Provides an implementation of ICurrencyConverter for use in... |
| FuncSecurityDerivativeFilter | Provides a functional implementation of IDerivativeSecurityFilter{T} |
| FuncSecurityInitializer | Provides a functional implementation of ISecurityInitializer |
| FuncSecuritySeeder | Seed a security price from a history function |
| FutureExpirationCycles | Static class contains definitions of popular futures expiration cycles |
| FutureFilterUniverse | Represents futures symbols universe used in filtering. |
| FutureFilterUniverseEx | Extensions for Linq support |
| Futures | Futures static class contains shortcut definitions of major futures contracts available for trading |
| GetMaximumOrderQuantityForDeltaBuyingPowerParameters | Defines the parameters for IBuyingPowerModel.get_maximum_order_quantity_for_delta_buying_power |
| GetMaximumOrderQuantityForTargetBuyingPowerParameters | Defines the parameters for IBuyingPowerModel.get_maximum_order_quantity_for_target_buying_power |
| GetMaximumOrderQuantityResult | Contains the information returned by IBuyingPowerModel.get_maximum_order_quantity_for_target_buying_power... |
| GetMinimumPriceVariationParameters | Defines the parameters for IPriceVariationModel.get_minimum_price_variation |
| HasSufficientBuyingPowerForOrderParameters | Defines the parameters for IBuyingPowerModel.has_sufficient_buying_power_for_order |
| HasSufficientBuyingPowerForOrderResult | Contains the information returned by IBuyingPowerModel.has_sufficient_buying_power_for_order |
| IBaseCurrencySymbol | Interface for various currency symbols |
| IBuyingPowerModel | Represents a security's model of buying power |
| IChainUniverseData | Base interface intended for chain universe data to have some of their symbol properties accessible directly. |
| IContinuousSecurity | A continuous security that get's mapped during his life |
| ICurrencyConverter | Provides the ability to convert cash amounts to the account currency |
| IdentityCurrencyConverter | Provides an implementation of ICurrencyConverter that does NOT perform conversions.... |
| IDerivativeSecurity | Defines a security as a derivative of another security |
| IDerivativeSecurityFilter | Filters a set of derivative symbols using the underlying price data. |
| IDerivativeSecurityFilterUniverse | Represents derivative symbols universe used in filtering. |
| IMarginCallModel | Represents the model responsible for picking which orders should be executed during a margin call |
| IMarginInterestRateModel | The responsability of this model is to apply margin interest rate cash flows to the portfolio |
| ImmediateSettlementModel | Represents the model responsible for applying cash settlement rules |
| IndicatorVolatilityModel | Provides an implementation of IVolatilityModel that uses an indicator... |
| InitialMargin | Result type for IBuyingPowerModel.get_initial_margin_requirement... |
| InitialMarginParameters | Parameters for IBuyingPowerModel.get_initial_margin_requirement |
| InitialMarginRequiredForOrderParameters | Defines the parameters for BuyingPowerModel.get_initial_margin_required_for_order |
| IOrderEventProvider | Represents a type with a new OrderEvent event EventHandler. |
| IOrderProcessor | Represents a type capable of processing orders |
| IOrderProvider | Represents a type capable of fetching Order instances by its QC order id or by a brokerage id |
| IPriceVariationModel | Gets the minimum price variation of a given security |
| IRegisteredSecurityDataTypesProvider | Provides the set of base data types registered in the algorithm |
| ISecurityInitializer | Represents a type capable of initializing a new security |
| ISecurityPortfolioModel | Performs order fill application to portfolio |
| ISecurityProvider | Represents a type capable of fetching the holdings for the specified symbol |
| ISecuritySeeder | Used to seed the security with the correct price |
| ISettlementModel | Represents the model responsible for applying cash settlement rules |
| IVolatilityModel | Represents a model that computes the volatility of a security |
| LocalMarketHours | Represents the market hours under normal conditions for an exchange and a specific day of the week in terms of local time |
| MaintenanceMargin | Result type for IBuyingPowerModel.get_maintenance_margin |
| MaintenanceMarginParameters | Parameters for IBuyingPowerModel.get_maintenance_margin |
| MarginCallModel | Provides access to a null implementation for IMarginCallModel |
| MarginCallOrdersParameters | Defines the parameters for DefaultMarginCallModel.generate_margin_call_orders |
| MarginInterestRateModel | Provides access to a null implementation for IMarginInterestRateModel |
| MarginInterestRateParameters | Defines the parameters for IMarginInterestRateModel.apply_margin_interest_rate |
| MarketHoursDatabase | Provides access to exchange hours and raw data times zones in various markets |
| MarketHoursSegment | Represents the state of an exchange during a specified time range |
| NullBuyingPowerModel | Provides a buying power model considers that there is sufficient buying power for all orders |
| OptionFilterUniverse | Represents options symbols universe used in filtering. |
| OptionFilterUniverseEx | Extensions for Linq support |
| OptionInitialMargin | Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement |
| OrderProviderExtensions | Provides extension methods for the IOrderProvider interface |
| PatternDayTradingMarginModel | Represents a simple margining model where margin/leverage depends on market state (open or close).... |
| ProjectedHoldings | DTO for the projected holdings of a security |
| RegisteredSecurityDataTypesProvider | Provides an implementation of IRegisteredSecurityDataTypesProvider that permits the... |
| RelativeStandardDeviationVolatilityModel | Provides an implementation of IVolatilityModel that computes the... |
| ReservedBuyingPowerForPosition | Defines the result for IBuyingPowerModel.get_reserved_buying_power_for_position |
| ReservedBuyingPowerForPositionParameters | Defines the parameters for IBuyingPowerModel.get_reserved_buying_power_for_position |
| ScanSettlementModelParameters | The settlement model ISettlementModel.scan(scanSettlementModelParameters) parameters |
| Security | A base vehicle properties class for providing a common interface to all assets in QuantConnect. |
| SecurityCache | Base class caching spot for security data and any other temporary properties. |
| SecurityCacheDataStoredEventArgs | Event args for SecurityCache's DataStored event |
| SecurityCacheProvider | A helper class that will provide SecurityCache instances |
| SecurityDatabaseKey | Represents the key to a single entry in the MarketHoursDatabase or the SymbolPropertiesDatabase |
| SecurityDataFilter | Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks. |
| SecurityDataFilterPythonWrapper | Python Wrapper for custom security data filters from Python |
| SecurityDefinition | Helper class containing various unique identifiers for a given... |
| SecurityDefinitionSymbolResolver | Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into... |
| SecurityEventArgs | Defines a base class for security related events |
| SecurityExchange | Base exchange class providing information and helper tools for reading the current exchange situation |
| SecurityExchangeHours | Represents the schedule of a security exchange. This includes daily regular and extended market hours... |
| SecurityHolding | SecurityHolding is a base class for purchasing and holding a market item which manages the asset portfolio |
| SecurityHoldingQuantityChangedEventArgs | Event arguments for the SecurityHolding.quantity_changed event.... |
| SecurityInitializer | Provides static access to the NULL security initializer |
| SecurityManager | Enumerable security management class for grouping security objects into an array and providing any common properties. |
| SecurityMarginModel | Represents a simple, constant margin model by specifying the percentages of required margin. |
| SecurityPortfolioManager | Portfolio manager class groups popular properties and makes them accessible through one interface.... |
| SecurityPortfolioModel | Provides a default implementation of ISecurityPortfolioModel that simply... |
| SecurityPriceVariationModel | Provides default implementation of IPriceVariationModel... |
| SecurityProviderExtensions | Provides extension methods for the ISecurityProvider interface. |
| SecuritySeeder | Provides access to a null implementation for ISecuritySeeder |
| SecurityService | This class implements interface ISecurityService providing methods for creating new Security |
| SecurityTransactionManager | Algorithm Transactions Manager - Recording Transactions |
| StandardDeviationOfReturnsVolatilityModel | Provides an implementation of IVolatilityModel that computes the... |
| SymbolProperties | Represents common properties for a specific security, uniquely identified by market, symbol and security type |
| SymbolPropertiesDatabase | Provides access to specific properties for various symbols |
| UniverseManager | Manages the algorithm's collection of universes |
| UniverseManagerChanged | Event dto class fired when a universe reports a change |
| UnsettledCashAmount | Represents a pending cash amount waiting for settlement time |
| VolatilityModel | Provides access to a null implementation for IVolatilityModel |
Enumerations
Bases: IntEnum
Specifies the open/close state for a MarketHoursSegment
CLOSED = 0
The market is not open (0)
PRE_MARKET = 1
The market is open, but before normal trading hours (1)
MARKET = 2
The market is open and within normal trading hours (2)
POST_MARKET = 3
The market is open, but after normal trading hours (3)