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EquityPriceVariationModel

QuantConnect.Securities.EquityPriceVariationModel

Bases: SecurityPriceVariationModel

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”)

get_minimum_price_variation

get_minimum_price_variation(
    parameters: GetMinimumPriceVariationParameters,
) -> float

Get the minimum price variation from a security

Parameters:

Name Type Description Default
parameters GetMinimumPriceVariationParameters

An object containing the method parameters

required

Returns:

Type Description
float

Decimal minimum price variation of a given security.