SecurityIdentifier

QuantConnect.SecurityIdentifier

SecurityIdentifier(symbol: str, properties: int)

SecurityIdentifier(
    symbol: str,
    properties: int,
    underlying: SecurityIdentifier,
)

Bases: Object, IEquatable[QuantConnect_SecurityIdentifier], IComparable[QuantConnect_SecurityIdentifier]

Defines a unique identifier for securities

Initializes a new instance of the SecurityIdentifier class

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The base36 string encoded as a long using alpha <0-9A-Z>	required
`properties`	`int`	Other data defining properties of the symbol including market,	required
`underlying`	`Optional[SecurityIdentifier]`	Specifies a SecurityIdentifier that represents the underlying security	`None`

EMPTY

EMPTY: SecurityIdentifier = ...

Gets an instance of SecurityIdentifier that is empty, that is, one with no symbol specified

NONE

NONE: SecurityIdentifier = ...

Gets an instance of SecurityIdentifier that is explicitly no symbol

DEFAULT_DATE

DEFAULT_DATE: datetime = ...

Gets the date to be used when it does not apply.

INVALID_SYMBOL_CHARACTERS

INVALID_SYMBOL_CHARACTERS: HashSet[str] = ...

Gets the set of invalids symbol characters

has_underlying

has_underlying: bool

Gets whether or not this SecurityIdentifier is a derivative, that is, it has a valid underlying property

underlying

underlying: SecurityIdentifier

Gets the underlying security identifier for this security identifier. When there is no underlying, this property will return a value of EMPTY.

date

date: datetime

Gets the date component of this identifier. For equities this is the first date the security traded. Technically speaking, in LEAN, this is the first date mentioned in the map_files. For futures and options this is the expiry date of the contract. For other asset classes, this property will throw an exception as the field is not specified.

symbol

symbol: str

Gets the original symbol used to generate this security identifier. For equities, by convention this is the first ticker symbol for which the security traded

market

market: str

Gets the market component of this security identifier. If located in the internal mappings, the full string is returned. If the value is unknown, the integer value is returned as a string.

security_type

security_type: SecurityType

Gets the security type component of this security identifier.

strike_price

strike_price: float

Gets the option strike price. This only applies if SecurityType is Option, IndexOption or FutureOption and will thrown anexception if accessed otherwise.

option_right

option_right: OptionRight

Gets the option type component of this security identifier. This only applies if SecurityType is Option, IndexOption or FutureOption and will throw an exception if accessed otherwise.

option_style

option_style: OptionStyle

Gets the option style component of this security identifier. This only applies if SecurityType is Option, IndexOption or FutureOption and will throw an exception if accessed otherwise.

ge

__ge__(other: Any) -> bool

__ge__(other: SecurityIdentifier) -> bool

gt

__gt__(other: Any) -> bool

__gt__(other: SecurityIdentifier) -> bool

le

__le__(other: Any) -> bool

__le__(other: SecurityIdentifier) -> bool

lt

__lt__(other: Any) -> bool

__lt__(other: SecurityIdentifier) -> bool

compare_to

compare_to(obj: Any) -> int

compare_to(other: SecurityIdentifier) -> int

Compares the current instance with another object of the same type and returns an integer that indicates whether the current instance precedes, follows, or occurs in the same position in the sort order as the other object.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	An object to compare with this instance.	`None`
`other`	`Optional[SecurityIdentifier]`	An object to compare with this instance.	`None`

Returns:

Type Description

int

Depends on the signature used. Case 1: [A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes obj in the sort order. Zero This instance occurs in the same position in the sort order as obj. Greater than zero This instance follows obj in the sort order.]; Case 2: [A value that indicates the relative order of the objects being compared. The return value has these meanings: Value Meaning Less than zero This instance precedes other in the sort order. Zero This instance occurs in the same position in the sort order as other. Greater than zero This instance follows other in the sort order.]

equals

equals(obj: Any) -> bool

equals(other: SecurityIdentifier) -> bool

Signature descriptions:

Determines whether the specified System.Object is equal to the current System.Object.
Indicates whether the current object is equal to another object of the same type.

Parameters:

Name	Type	Description	Default
`obj`	`Optional[Any]`	The object to compare with the current object.	`None`
`other`	`Optional[SecurityIdentifier]`	An object to compare with this object.	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [true if the specified object is equal to the current object; otherwise, false.]; Case 2: [true if the current object is equal to the other parameter; otherwise, false.]

generate_equity

generate_equity(
    symbol: str,
    market: str,
    map_symbol: bool = True,
    map_file_provider: IMapFileProvider = None,
    mapping_resolve_date: Optional[datetime] = None,
) -> SecurityIdentifier

generate_equity(
    date: Union[datetime, date], symbol: str, market: str
) -> SecurityIdentifier

Signature descriptions:

Helper overload that will search the mapfiles to resolve the first date. This implementation uses the configured IMapFileProvider via the Composer.INSTANCE
Generates a new SecurityIdentifier for an equity

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The symbol as it is known today	required
`market`	`str`	The market	required
`map_symbol`	`Optional[bool]`	Specifies if symbol should be mapped using map file provider	`True`
`map_file_provider`	`Optional[IMapFileProvider]`	Specifies the IMapFileProvider to use for resolving symbols, specify null to load from Composer	`None`
`mapping_resolve_date`	`Optional[Optional[datetime]]`	The date to use to resolve the map file. Default value is DateTime.Today	`None`
`date`	`Optional[Union[datetime, date]]`	The first date this security traded (in LEAN this is the first date in the map_file	`None`

Returns:

Type	Description
`SecurityIdentifier`	Depends on the signature used. Case 1: [A new SecurityIdentifier representing the specified symbol today.]; Case 2: [A new SecurityIdentifier representing the specified equity security.]

generate_option

generate_option(
    expiry: Union[datetime, date],
    underlying: SecurityIdentifier,
    market: str,
    strike: float,
    option_right: OptionRight,
    option_style: OptionStyle,
) -> SecurityIdentifier

generate_option(
    expiry: Union[datetime, date],
    underlying: SecurityIdentifier,
    target_option: str,
    market: str,
    strike: float,
    option_right: OptionRight,
    option_style: OptionStyle,
) -> SecurityIdentifier

Generates a new SecurityIdentifier for an option

Parameters:

Name	Type	Description	Default
`expiry`	`Union[datetime, date]`	The date the option expires	required
`underlying`	`SecurityIdentifier`	The underlying security's symbol	required
`market`	`str`	The market	required
`strike`	`float`	The strike price	required
`option_right`	`OptionRight`	The option type, call or put	required
`option_style`	`OptionStyle`	The option style, American or European	required
`target_option`	`Optional[str]`	The target option ticker. This is useful when the option ticker does not match the underlying, e.g. SPX index and the SPXW weekly option. If null is provided will use underlying	`None`

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified option security.

eq

__eq__(right: SecurityIdentifier) -> bool

Override equals operator

ne

__ne__(right: SecurityIdentifier) -> bool

Override not equals operator

generate_base

generate_base(
    data_type: Type,
    symbol: str,
    market: str,
    map_symbol: bool = False,
    date: Optional[datetime] = None,
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a custom security with the option of providing the first date

Parameters:

Name	Type	Description	Default
`data_type`	`Type`	The custom data type	required
`symbol`	`str`	The ticker symbol of this security	required
`market`	`str`	The security's market	required
`map_symbol`	`bool`	Whether or not we should map this symbol	`False`
`date`	`Optional[datetime]`	First date that the security traded on	`None`

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified base security.

generate_base_symbol

generate_base_symbol(data_type: Type, symbol: str) -> str

Generates the symbol property for QuantConnect.SecurityType.Base security identifiers

Parameters:

Name	Type	Description	Default
`data_type`	`Type`	The base data custom data type if namespacing is required, null otherwise	required
`symbol`	`str`	The ticker symbol	required

Returns:

Type	Description
`str`	The value used for the security identifier's symbol.

generate_cfd

generate_cfd(
    symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a CFD security

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The CFD contract symbol	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified CFD security.

generate_constituent_identifier

generate_constituent_identifier(
    symbol: str, security_type: SecurityType, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a ConstituentsUniverseData. Note that the symbol ticker is case sensitive here.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The ticker to use for this constituent identifier	required
`security_type`	`SecurityType`	The security type of this constituent universe	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified constituent universe.

generate_crypto

generate_crypto(
    symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a Crypto pair

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The currency pair in the format similar to: 'EURUSD'	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified Crypto pair.

generate_crypto_future

generate_crypto_future(
    expiry: Union[datetime, date], symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a CryptoFuture pair

Parameters:

Name	Type	Description	Default
`expiry`	`Union[datetime, date]`	The date the future expires	required
`symbol`	`str`	The currency pair in the format similar to: 'EURUSD'	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified CryptoFuture pair.

generate_forex

generate_forex(
    symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a forex pair

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The currency pair in the format similar to: 'EURUSD'	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified forex pair.

generate_future

generate_future(
    expiry: Union[datetime, date], symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a future

Parameters:

Name	Type	Description	Default
`expiry`	`Union[datetime, date]`	The date the future expires	required
`symbol`	`str`	The security's symbol	required
`market`	`str`	The market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified futures security.

generate_index

generate_index(
    symbol: str, market: str
) -> SecurityIdentifier

Generates a new SecurityIdentifier for a INDEX security

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The Index contract symbol	required
`market`	`str`	The security's market	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier representing the specified INDEX security.

get_hash_code

get_hash_code() -> int

Serves as a hash function for a particular type.

Returns:

Type	Description
`int`	A hash code for the current System.Object.

parse

parse(value: str) -> SecurityIdentifier

Parses the specified string into a SecurityIdentifier The string must be a 40 digit number. The first 20 digits must be parseable to a 64 bit unsigned integer and contain ancillary data about the security. The second 20 digits must also be parseable as a 64 bit unsigned integer and contain the symbol encoded from base36, this provides for 12 alpha numeric case insensitive characters.

Parameters:

Name	Type	Description	Default
`value`	`str`	The string value to be parsed	required

Returns:

Type	Description
`SecurityIdentifier`	A new SecurityIdentifier instance if the value is able to be parsed.

ticker

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

For the given symbol will resolve the ticker it used at the requested date

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	The symbol to get the ticker for	required
`date`	`Union[datetime, date]`	The date to map the symbol to	required

Returns:

Type	Description
`str`	The ticker for a date and symbol.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
`str`	A string that represents the current object.

try_get_custom_data_type

try_get_custom_data_type(
    symbol: str, type: Optional[str]
) -> Tuple[bool, str]

Tries to fetch the custom data type associated with a symbol

try_get_custom_data_type_instance

try_get_custom_data_type_instance(
    symbol: str, type: Optional[Type]
) -> Tuple[bool, Type]

Tries to fetch the custom data type associated with a symbol

try_parse

try_parse(
    value: str, identifier: Optional[SecurityIdentifier]
) -> Tuple[bool, SecurityIdentifier]

Attempts to parse the specified value as a SecurityIdentifier.

Parameters:

Name	Type	Description	Default
`value`	`str`	The string value to be parsed	required
`identifier`	`Optional[SecurityIdentifier]`	The result of parsing, when this function returns true, identifier was properly created and reflects the input string, when this function returns false identifier will equal default(SecurityIdentifier)	required

Returns:

Type	Description
`Tuple[bool, SecurityIdentifier]`	True on success, otherwise false.