Lean  $LEAN_TAG$
QuantConnect.Securities.SymbolProperties Class Reference

Represents common properties for a specific security, uniquely identified by market, symbol and security type More...

Inheritance diagram for QuantConnect.Securities.SymbolProperties:
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Public Member Functions

 SymbolProperties (string description, string quoteCurrency, decimal contractMultiplier, decimal minimumPriceVariation, decimal lotSize, string marketTicker, decimal? minimumOrderSize=null, decimal priceMagnifier=1, decimal strikeMultiplier=1)
 Creates an instance of the SymbolProperties class More...
 
override string ToString ()
 The string representation of these symbol properties More...
 

Static Public Member Functions

static SymbolProperties GetDefault (string quoteCurrency)
 Gets a default instance of the SymbolProperties class for the specified quoteCurrency More...
 

Properties

string Description [get]
 The description of the security More...
 
string QuoteCurrency [get]
 The quote currency of the security More...
 
decimal ContractMultiplier [get, protected set]
 The contract multiplier for the security More...
 
virtual decimal MinimumPriceVariation [get, protected set]
 The minimum price variation (tick size) for the security More...
 
decimal LotSize [get]
 The lot size (lot size of the order) for the security More...
 
string MarketTicker [get]
 The market ticker More...
 
decimal? MinimumOrderSize [get]
 The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD More...
 
decimal PriceMagnifier [get]
 Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC'). More...
 
decimal StrikeMultiplier [get]
 Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.Strikes(int, int) More...
 

Detailed Description

Represents common properties for a specific security, uniquely identified by market, symbol and security type

Definition at line 23 of file SymbolProperties.cs.

Constructor & Destructor Documentation

◆ SymbolProperties()

QuantConnect.Securities.SymbolProperties.SymbolProperties ( string  description,
string  quoteCurrency,
decimal  contractMultiplier,
decimal  minimumPriceVariation,
decimal  lotSize,
string  marketTicker,
decimal?  minimumOrderSize = null,
decimal  priceMagnifier = 1,
decimal  strikeMultiplier = 1 
)

Creates an instance of the SymbolProperties class

Definition at line 110 of file SymbolProperties.cs.

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Member Function Documentation

◆ ToString()

override string QuantConnect.Securities.SymbolProperties.ToString ( )

The string representation of these symbol properties

Definition at line 142 of file SymbolProperties.cs.

◆ GetDefault()

static SymbolProperties QuantConnect.Securities.SymbolProperties.GetDefault ( string  quoteCurrency)
static

Gets a default instance of the SymbolProperties class for the specified quoteCurrency

Parameters
quoteCurrencyThe quote currency of the symbol
Returns
A default instance of theSymbolProperties class

Definition at line 152 of file SymbolProperties.cs.

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Property Documentation

◆ Description

string QuantConnect.Securities.SymbolProperties.Description
get

The description of the security

Definition at line 29 of file SymbolProperties.cs.

◆ QuoteCurrency

string QuantConnect.Securities.SymbolProperties.QuoteCurrency
get

The quote currency of the security

Definition at line 37 of file SymbolProperties.cs.

◆ ContractMultiplier

decimal QuantConnect.Securities.SymbolProperties.ContractMultiplier
getprotected set

The contract multiplier for the security

Definition at line 45 of file SymbolProperties.cs.

◆ MinimumPriceVariation

virtual decimal QuantConnect.Securities.SymbolProperties.MinimumPriceVariation
getprotected set

The minimum price variation (tick size) for the security

Definition at line 54 of file SymbolProperties.cs.

◆ LotSize

decimal QuantConnect.Securities.SymbolProperties.LotSize
get

The lot size (lot size of the order) for the security

Definition at line 63 of file SymbolProperties.cs.

◆ MarketTicker

string QuantConnect.Securities.SymbolProperties.MarketTicker
get

The market ticker

Definition at line 71 of file SymbolProperties.cs.

◆ MinimumOrderSize

decimal? QuantConnect.Securities.SymbolProperties.MinimumOrderSize
get

The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD

Definition at line 82 of file SymbolProperties.cs.

◆ PriceMagnifier

decimal QuantConnect.Securities.SymbolProperties.PriceMagnifier
get

Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC').

Default value is 1 but for some futures in cents it's 100

Definition at line 92 of file SymbolProperties.cs.

◆ StrikeMultiplier

decimal QuantConnect.Securities.SymbolProperties.StrikeMultiplier
get

Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.Strikes(int, int)

Definition at line 103 of file SymbolProperties.cs.


The documentation for this class was generated from the following file: