SecurityDefinition

QuantConnect.Securities.SecurityDefinition

Bases: Object

Helper class containing various unique identifiers for a given security_identifier, such as FIGI, ISIN, CUSIP, SEDOL.

security_identifier

security_identifier: SecurityIdentifier

The unique security_identifier identified by the industry-standard security identifiers contained within this class.

cusip

cusip: str

The Committee on Uniform Securities Identification Procedures (CUSIP) number of a security

composite_figi

composite_figi: str

The composite Financial Instrument Global Identifier (FIGI) of a security

sedol

sedol: str

The Stock Exchange Daily Official List (SEDOL) security identifier of a security

isin

isin: str

The International Securities Identification Number (ISIN) of a security

cik

cik: Optional[int]

A Central Index Key or CIK number is a unique number assigned to an individual, company, filing agent or foreign government by the United States Securities and Exchange Commission (SEC). The number is used to identify its filings in several online databases, including EDGAR.

from_csv_line

from_csv_line(line: str) -> SecurityDefinition

Parses a single line of CSV and converts it into an instance

Parameters:

Name	Type	Description	Default
`line`	`str`	Line of CSV	required

Returns:

Type	Description
`SecurityDefinition`	SecurityDefinition instance.

read

read(
    data_provider: IDataProvider,
    securities_definition_key: str,
) -> List[SecurityDefinition]

Reads data from the specified file and converts it to a list of SecurityDefinition

Parameters:

Name	Type	Description	Default
`data_provider`	`IDataProvider`	Data provider used to obtain symbol mappings data	required
`securities_definition_key`	`str`	Location to read the securities definition data from	required

Returns:

Type	Description
`List[SecurityDefinition]`	List of security definitions.

try_read

try_read(
    data_provider: IDataProvider,
    securities_database_key: str,
    security_definitions: Optional[
        List[SecurityDefinition]
    ],
) -> Tuple[bool, List[SecurityDefinition]]

Attempts to read data from the specified file and convert it into a list of SecurityDefinition

Parameters:

Name	Type	Description	Default
`data_provider`	`IDataProvider`	Data provider used to obtain symbol mappings data	required
`securities_database_key`	`str`	Location of the file to read from	required
`security_definitions`	`Optional[List[SecurityDefinition]]`	Security definitions read	required

Returns:

Type	Description
`Tuple[bool, List[SecurityDefinition]]`	true if data was read successfully, false otherwise.