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SecurityDefinitionSymbolResolver

QuantConnect.Securities.SecurityDefinitionSymbolResolver

Bases: Object

Resolves standardized security definitions such as FIGI, CUSIP, ISIN, SEDOL into a properly mapped Lean Symbol, and vice-versa.

cik

cik(
    symbol: Union[Symbol, str, BaseContract],
) -> Optional[int]
cik(
    cik: int, trading_date: Union[datetime, date]
) -> List[Symbol]

Signature descriptions:

  • Get's the CIK value associated with the given Symbol

  • Converts CIK into a Lean Symbol array

Parameters:

Name Type Description Default
symbol Optional[Union[Symbol, str, BaseContract]]

The Lean Symbol

None
cik Optional[int]

The Central Index Key (CIK) of a company

None
trading_date Optional[Union[datetime, date]]

The date that the stock was trading at with the CIK provided. This is used

None

Returns:

Type Description
Optional[int] | List[Symbol]

Depends on the signature used. Case 1: [The Central Index Key number (CIK) corresponding to the given Lean Symbol if any, else null.]; Case 2: [The Lean Symbols corresponding to the CIK on the trading date provided.]

composite_figi

composite_figi(
    composite_figi: str, trading_date: Union[datetime, date]
) -> Symbol
composite_figi(
    symbol: Union[Symbol, str, BaseContract],
) -> str

Signature descriptions:

  • Converts an asset's composite FIGI into a Lean Symbol

  • Converts a Lean Symbol to its composite FIGI representation

Parameters:

Name Type Description Default
composite_figi Optional[str]

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

None
trading_date Optional[Union[datetime, date]]

The date that the stock was trading at with the composite FIGI provided. This is used

None
symbol Optional[Union[Symbol, str, BaseContract]]

The Lean Symbol

None

Returns:

Type Description
Symbol | str

Depends on the signature used. Case 1: [The Lean Symbol corresponding to the composite FIGI on the trading date provided.]; Case 2: [The composite Financial Instrument Global Identifier (FIGI) corresponding to the given Lean Symbol.]

cusip

cusip(
    cusip: str, trading_date: Union[datetime, date]
) -> Symbol
cusip(symbol: Union[Symbol, str, BaseContract]) -> str

Signature descriptions:

  • Converts CUSIP into a Lean Symbol

  • Converts a Lean Symbol to its CUSIP number

Parameters:

Name Type Description Default
cusip Optional[str]

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

None
trading_date Optional[Union[datetime, date]]

The date that the stock was trading at with the CUSIP provided. This is used

None
symbol Optional[Union[Symbol, str, BaseContract]]

The Lean Symbol

None

Returns:

Type Description
Symbol | str

Depends on the signature used. Case 1: [The Lean Symbol corresponding to the CUSIP number on the trading date provided.]; Case 2: [The Committee on Uniform Securities Identification Procedures (CUSIP) number corresponding to the given Lean Symbol.]

isin

isin(
    isin: str, trading_date: Union[datetime, date]
) -> Symbol
isin(symbol: Union[Symbol, str, BaseContract]) -> str

Signature descriptions:

  • Converts ISIN into a Lean Symbol

  • Converts a Lean Symbol to its ISIN representation

Parameters:

Name Type Description Default
isin Optional[str]

The International Securities Identification Number (ISIN) of a security

None
trading_date Optional[Union[datetime, date]]

The date that the stock was trading at with the ISIN provided. This is used

None
symbol Optional[Union[Symbol, str, BaseContract]]

The Lean Symbol

None

Returns:

Type Description
Symbol | str

Depends on the signature used. Case 1: [The Lean Symbol corresponding to the ISIN on the trading date provided.]; Case 2: [The International Securities Identification Number (ISIN) corresponding to the given Lean Symbol.]

sedol

sedol(
    sedol: str, trading_date: Union[datetime, date]
) -> Symbol
sedol(symbol: Union[Symbol, str, BaseContract]) -> str

Signature descriptions:

  • Converts SEDOL into a Lean Symbol

  • Converts a Lean Symbol to its SEDOL representation

Parameters:

Name Type Description Default
sedol Optional[str]

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

None
trading_date Optional[Union[datetime, date]]

The date that the stock was trading at with the SEDOL provided. This is used

None
symbol Optional[Union[Symbol, str, BaseContract]]

The Lean Symbol

None

Returns:

Type Description
Symbol | str

Depends on the signature used. Case 1: [The Lean Symbol corresponding to the SEDOL on the trading date provided.]; Case 2: [The Stock Exchange Daily Official List (SEDOL) security identifier corresponding to the given Lean Symbol.]

get_instance

get_instance(
    data_provider: IDataProvider = None,
    securities_definition_key: str = None,
) -> SecurityDefinitionSymbolResolver

Gets the single instance of the symbol resolver

Parameters:

Name Type Description Default
data_provider IDataProvider

Data provider used to obtain symbol mappings data

None
securities_definition_key str

Location to read the securities definition data from

None

Returns:

Type Description
SecurityDefinitionSymbolResolver

The single instance of the symbol resolver.

reset

reset() -> None

Resets the security definition symbol resolver, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment.