Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security More...

Inheritance diagram for QuantConnect.Symbol:

[legend]

Public Member Functions
bool	IsCanonical ()
	Method returns true, if symbol is a derivative canonical symbol More...

bool	HasCanonical ()
	Determines whether the symbol has a canonical representation More...

bool	HasUnderlyingSymbol (Symbol symbol)
	Determines if the specified symbol is an underlying of this symbol instance More...

	Symbol (SecurityIdentifier sid, string value)
	Initializes a new instance of the Symbol class More...

Symbol	UpdateMappedSymbol (string mappedSymbol, uint contractDepthOffset=0)
	Creates new symbol with updated mapped symbol. Symbol Mapping: When symbols change over time (e.g. CHASE-> JPM) need to update the symbol requested. Method returns newly created symbol More...

override bool	Equals (object obj)
	Determines whether the specified T:System.Object is equal to the current T:System.Object. More...

override int	GetHashCode ()
	Serves as a hash function for a particular type. More...

int	CompareTo (object obj)
	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. More...

override string	ToString ()
	Returns a string that represents the current object. More...

bool	Equals (Symbol other)
	Indicates whether the current object is equal to another object of the same type. More...

bool	Contains (string value)

bool	EndsWith (string value)

bool	StartsWith (string value)

string	ToLower ()

string	ToUpper ()

Static Public Member Functions
static Symbol	Create (string ticker, SecurityType securityType, string market, string alias=null, Type baseDataType=null)
	Provides a convenience method for creating a Symbol for most security types. This method currently does not support Commodities More...

static Symbol	CreateBase (PyObject baseType, Symbol underlying, string market=null)
	Creates a new Symbol for custom data. This method allows for the creation of a new Base Symbol using the first ticker and the first traded date from the provided underlying Symbol. This avoids the issue for mappable types, where the ticker is remapped supposing the provided ticker value is from today. See SecurityIdentifier's private method GetFirstTickerAndDate. The provided symbol is also set to Symbol.Underlying so that it can be accessed using the custom data Symbol. This is useful for associating custom data Symbols to other asset classes so that it is possible to filter using custom data and place trades on the underlying asset based on the filtered custom data. More...

static Symbol	CreateBase (Type baseType, Symbol underlying, string market=null)
	Creates a new Symbol for custom data. This method allows for the creation of a new Base Symbol using the first ticker and the first traded date from the provided underlying Symbol. This avoids the issue for mappable types, where the ticker is remapped supposing the provided ticker value is from today. See SecurityIdentifier's private method GetFirstTickerAndDate. The provided symbol is also set to Symbol.Underlying so that it can be accessed using the custom data Symbol. This is useful for associating custom data Symbols to other asset classes so that it is possible to filter using custom data and place trades on the underlying asset based on the filtered custom data. More...

static Symbol	CreateOption (string underlying, string market, OptionStyle style, OptionRight right, decimal strike, DateTime expiry, string alias=null, bool mapSymbol=true)
	Provides a convenience method for creating an option Symbol. More...

static Symbol	CreateOption (Symbol underlyingSymbol, string market, OptionStyle style, OptionRight right, decimal strike, DateTime expiry, string alias=null)
	Provides a convenience method for creating an option Symbol using SecurityIdentifier. More...

static Symbol	CreateOption (Symbol underlyingSymbol, string targetOption, string market, OptionStyle style, OptionRight right, decimal strike, DateTime expiry, string alias=null)
	Provides a convenience method for creating an option Symbol using SecurityIdentifier. More...

static Symbol	CreateCanonicalOption (Symbol underlyingSymbol, string market=null, string alias=null)
	Simple method to create the canonical option symbol for any given underlying symbol More...

static Symbol	CreateCanonicalOption (Symbol underlyingSymbol, string targetOption, string market=null, string alias=null)
	Simple method to create the canonical option symbol for any given underlying symbol More...

static Symbol	CreateFuture (string ticker, string market, DateTime expiry, string alias=null)
	Provides a convenience method for creating a future Symbol. More...

static SecurityType	GetOptionTypeFromUnderlying (Symbol underlyingSymbol)
	Determines the SecurityType based on the underlying Symbol's SecurityType More...

static SecurityType	GetOptionTypeFromUnderlying (SecurityType securityType)
	Determines the SecurityType based on the underlying Symbol's SecurityType GetUnderlyingFromOptionType(SecurityType) More...

static SecurityType	GetUnderlyingFromOptionType (SecurityType securityType)
	Determines the underlying SecurityType based on the option Symbol's SecurityType GetOptionTypeFromUnderlying(SecurityType) More...

static bool	operator== (Symbol left, Symbol right)
	Equals operator More...

static bool	operator!= (Symbol left, Symbol right)
	Not equals operator More...

static implicit	operator string (Symbol symbol)
	Returns the symbol's string ticker More...

static implicit	operator Symbol (string ticker)
	Creates symbol using string as sid More...

static string	GetAlias (SecurityIdentifier securityIdentifier, Symbol underlying=null)
	Centralized helper method to resolve alias for a symbol More...

Static Public Attributes
static readonly Symbol	Empty = new Symbol(SecurityIdentifier.Empty, string.Empty)
	Represents an unassigned symbol. This is intended to be used as an uninitialized, default value More...

static readonly Symbol	None = new Symbol(SecurityIdentifier.None, "NONE")
	Represents no symbol. This is intended to be used when no symbol is explicitly intended More...

Properties
Symbol	Canonical `[get]`
	Get's the canonical representation of this symbol More...

string	Value `[get]`
	Gets the current symbol for this ticker More...

SecurityIdentifier	ID `[get]`
	Gets the security identifier for this symbol More...

bool	HasUnderlying `[get]`
	Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property More...

Symbol	Underlying `[get]`
	Gets the security underlying symbol, if any More...

SecurityType	SecurityType `[get]`
	Gets the security type of the symbol More...

string	CUSIP `[get]`
	The Committee on Uniform Securities Identification Procedures (CUSIP) number corresponding to this Symbol More...

string	CompositeFIGI `[get]`
	The composite Financial Instrument Global Identifier (FIGI) corresponding to this Symbol More...

string	SEDOL `[get]`
	The Stock Exchange Daily Official List (SEDOL) security identifier corresponding to this Symbol More...

string	ISIN `[get]`
	The International Securities Identification Number (ISIN) corresponding to this Symbol More...

int?	CIK `[get]`
	The Central Index Key number (CIK) corresponding to this Symbol More...

Detailed Description

Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security

Definition at line 32 of file Symbol.cs.

Constructor & Destructor Documentation

◆ Symbol()

QuantConnect.Symbol.Symbol	(	SecurityIdentifier	sid,
		string	value
	)

Initializes a new instance of the Symbol class

Parameters

sid	The security identifier for this symbol
value	The current ticker symbol value

Definition at line 427 of file Symbol.cs.

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Member Function Documentation

◆ Create()

static Symbol QuantConnect.Symbol.Create	(	string	ticker,
		SecurityType	securityType,
		string	market,
		string	alias = `null`,
		Type	baseDataType = `null`
	)

static

Provides a convenience method for creating a Symbol for most security types. This method currently does not support Commodities

Parameters

ticker	The string ticker symbol
securityType	The security type of the ticker. If securityType == Option, then a canonical symbol is created
market	The market the ticker resides in
alias	An alias to be used for the symbol cache. Required when adding the same security from different markets
baseDataType	Optional for SecurityType.Base and used for generating the base data SID

Returns: A new Symbol object for the specified ticker

Definition at line 62 of file Symbol.cs.

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◆ CreateBase() [1/2]

static Symbol QuantConnect.Symbol.CreateBase	(	PyObject	baseType,
		Symbol	underlying,
		string	market = `null`
	)

static

Creates a new Symbol for custom data. This method allows for the creation of a new Base Symbol using the first ticker and the first traded date from the provided underlying Symbol. This avoids the issue for mappable types, where the ticker is remapped supposing the provided ticker value is from today. See SecurityIdentifier's private method GetFirstTickerAndDate. The provided symbol is also set to Symbol.Underlying so that it can be accessed using the custom data Symbol. This is useful for associating custom data Symbols to other asset classes so that it is possible to filter using custom data and place trades on the underlying asset based on the filtered custom data.

Parameters

baseType	Type of BaseData instance
underlying	Underlying symbol to set for the Base Symbol
market	Market

Returns: New non-mapped Base Symbol that contains an Underlying Symbol

Definition at line 136 of file Symbol.cs.

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◆ CreateBase() [2/2]

static Symbol QuantConnect.Symbol.CreateBase	(	Type	baseType,
		Symbol	underlying,
		string	market = `null`
	)

static

Creates a new Symbol for custom data. This method allows for the creation of a new Base Symbol using the first ticker and the first traded date from the provided underlying Symbol. This avoids the issue for mappable types, where the ticker is remapped supposing the provided ticker value is from today. See SecurityIdentifier's private method GetFirstTickerAndDate. The provided symbol is also set to Symbol.Underlying so that it can be accessed using the custom data Symbol. This is useful for associating custom data Symbols to other asset classes so that it is possible to filter using custom data and place trades on the underlying asset based on the filtered custom data.

Parameters

baseType	Type of BaseData instance
underlying	Underlying symbol to set for the Base Symbol
market	Market

Returns: New non-mapped Base Symbol that contains an Underlying Symbol

Definition at line 154 of file Symbol.cs.

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◆ CreateOption() [1/3]

static Symbol QuantConnect.Symbol.CreateOption	(	string	underlying,
		string	market,
		OptionStyle	style,
		OptionRight	right,
		decimal	strike,
		DateTime	expiry,
		string	alias = `null`,
		bool	mapSymbol = `true`
	)

static

Provides a convenience method for creating an option Symbol.

Parameters

underlying	The underlying ticker
market	The market the underlying resides in
style	The option style (American, European, ect..)
right	The option right (Put/Call)
strike	The option strike price
expiry	The option expiry date
alias	An alias to be used for the symbol cache. Required when adding the same security from different markets
mapSymbol	Specifies if symbol should be mapped using map file provider

Returns: A new Symbol object for the specified option contract

Definition at line 182 of file Symbol.cs.

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◆ CreateOption() [2/3]

static Symbol QuantConnect.Symbol.CreateOption	(	Symbol	underlyingSymbol,
		string	market,
		OptionStyle	style,
		OptionRight	right,
		decimal	strike,
		DateTime	expiry,
		string	alias = `null`
	)

static

Provides a convenience method for creating an option Symbol using SecurityIdentifier.

Parameters

underlyingSymbol	The underlying security symbol
market	The market the underlying resides in
style	The option style (American, European, ect..)
right	The option right (Put/Call)
strike	The option strike price
expiry	The option expiry date
alias	An alias to be used for the symbol cache. Required when adding the same security from diferent markets

Returns: A new Symbol object for the specified option contract

Definition at line 202 of file Symbol.cs.

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◆ CreateOption() [3/3]

static Symbol QuantConnect.Symbol.CreateOption	(	Symbol	underlyingSymbol,
		string	targetOption,
		string	market,
		OptionStyle	style,
		OptionRight	right,
		decimal	strike,
		DateTime	expiry,
		string	alias = `null`
	)

static

Provides a convenience method for creating an option Symbol using SecurityIdentifier.

Parameters

underlyingSymbol	The underlying security symbol
targetOption	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
market	The market the underlying resides in
style	The option style (American, European, ect..)
right	The option right (Put/Call)
strike	The option strike price
expiry	The option expiry date
alias	An alias to be used for the symbol cache. Required when adding the same security from diferent markets

Returns: A new Symbol object for the specified option contract

Definition at line 220 of file Symbol.cs.

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◆ CreateCanonicalOption() [1/2]

static Symbol QuantConnect.Symbol.CreateCanonicalOption	(	Symbol	underlyingSymbol,
		string	market = `null`,
		string	alias = `null`
	)

static

Simple method to create the canonical option symbol for any given underlying symbol

Parameters

underlyingSymbol	Underlying of this option
market	Market for this option
alias	An alias to be used for the symbol cache. Required when adding the same security from different markets

Returns: New Canonical Option

Definition at line 235 of file Symbol.cs.

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◆ CreateCanonicalOption() [2/2]

static Symbol QuantConnect.Symbol.CreateCanonicalOption	(	Symbol	underlyingSymbol,
		string	targetOption,
		string	market = `null`,
		string	alias = `null`
	)

static

Simple method to create the canonical option symbol for any given underlying symbol

Parameters

underlyingSymbol	Underlying of this option
targetOption	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
market	Market for this option
alias	An alias to be used for the symbol cache. Required when adding the same security from different markets

Returns: New Canonical Option

Definition at line 249 of file Symbol.cs.

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◆ CreateFuture()

static Symbol QuantConnect.Symbol.CreateFuture	(	string	ticker,
		string	market,
		DateTime	expiry,
		string	alias = `null`
	)

static

Provides a convenience method for creating a future Symbol.

Parameters

ticker	The ticker
market	The market the future resides in
expiry	The future expiry date
alias	An alias to be used for the symbol cache. Required when adding the same security from different markets

Returns: A new Symbol object for the specified future contract

Definition at line 274 of file Symbol.cs.

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◆ IsCanonical()

bool QuantConnect.Symbol.IsCanonical ( )

Method returns true, if symbol is a derivative canonical symbol

Returns: true, if symbol is a derivative canonical symbol

Definition at line 285 of file Symbol.cs.

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◆ HasCanonical()

bool QuantConnect.Symbol.HasCanonical ( )

Determines whether the symbol has a canonical representation

Definition at line 329 of file Symbol.cs.

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◆ HasUnderlyingSymbol()

bool QuantConnect.Symbol.HasUnderlyingSymbol ( Symbol symbol )

Determines if the specified symbol is an underlying of this symbol instance

Parameters

symbol The underlying to check for

Returns: True if the specified symbol is an underlying of this symbol instance

Definition at line 339 of file Symbol.cs.

◆ UpdateMappedSymbol()

Symbol QuantConnect.Symbol.UpdateMappedSymbol	(	string	mappedSymbol,
		uint	contractDepthOffset = `0`
	)

Creates new symbol with updated mapped symbol. Symbol Mapping: When symbols change over time (e.g. CHASE-> JPM) need to update the symbol requested. Method returns newly created symbol

Definition at line 446 of file Symbol.cs.

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◆ GetOptionTypeFromUnderlying() [1/2]

static SecurityType QuantConnect.Symbol.GetOptionTypeFromUnderlying ( Symbol underlyingSymbol )

static

Determines the SecurityType based on the underlying Symbol's SecurityType

Parameters

underlyingSymbol Underlying Symbol of an option

Returns: SecurityType of the option

Exceptions

ArgumentException The provided underlying has no SecurityType able to represent it as an option

Definition at line 507 of file Symbol.cs.

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◆ GetOptionTypeFromUnderlying() [2/2]

static SecurityType QuantConnect.Symbol.GetOptionTypeFromUnderlying ( SecurityType securityType )

static

Determines the SecurityType based on the underlying Symbol's SecurityType GetUnderlyingFromOptionType(SecurityType)

Parameters

securityType SecurityType of the underlying Symbol

Returns: SecurityType of the option

Exceptions

ArgumentException The provided underlying has no SecurityType able to represent it as an option

Definition at line 518 of file Symbol.cs.

◆ GetUnderlyingFromOptionType()

static SecurityType QuantConnect.Symbol.GetUnderlyingFromOptionType ( SecurityType securityType )

static

Determines the underlying SecurityType based on the option Symbol's SecurityType GetOptionTypeFromUnderlying(SecurityType)

Parameters

securityType SecurityType of the option Symbol

Returns: SecurityType of the underlying

Exceptions

ArgumentException The provided option has no SecurityType able to represent it as an underlying

Definition at line 539 of file Symbol.cs.

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◆ Equals() [1/2]

override bool QuantConnect.Symbol.Equals ( object obj )

Determines whether the specified T:System.Object is equal to the current T:System.Object.

Returns: true if the specified object is equal to the current object; otherwise, false.

Parameters

obj	The object to compare with the current object.

Definition at line 582 of file Symbol.cs.

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◆ GetHashCode()

override int QuantConnect.Symbol.GetHashCode ( )

Serves as a hash function for a particular type.

Returns: A hash code for the current T:System.Object.

Definition at line 615 of file Symbol.cs.

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◆ CompareTo()

int QuantConnect.Symbol.CompareTo ( object obj )

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.

Returns: 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.

Parameters

obj	An object to compare with this instance.

Exceptions

T:System.ArgumentException obj is not the same type as this instance.

Definition at line 628 of file Symbol.cs.

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◆ ToString()

override string QuantConnect.Symbol.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 651 of file Symbol.cs.

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◆ Equals() [2/2]

bool QuantConnect.Symbol.Equals ( Symbol other )

Indicates whether the current object is equal to another object of the same type.

Returns: true if the current object is equal to the other parameter; otherwise, false.

Parameters

other An object to compare with this object.

Definition at line 667 of file Symbol.cs.

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◆ operator==()

static bool QuantConnect.Symbol.operator==	(	Symbol	left,
		Symbol	right
	)

static

Equals operator

Parameters

left	The left operand
right	The right operand

Returns: True if both symbols are equal, otherwise false

Definition at line 694 of file Symbol.cs.

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◆ operator!=()

static bool QuantConnect.Symbol.operator!=	(	Symbol	left,
		Symbol	right
	)

static

Not equals operator

Parameters

left	The left operand
right	The right operand

Returns: True if both symbols are not equal, otherwise false

Definition at line 714 of file Symbol.cs.

◆ operator string()

static implicit QuantConnect.Symbol.operator string ( Symbol symbol )

static

Returns the symbol's string ticker

Parameters

symbol The symbol

Returns: The string ticker

Definition at line 729 of file Symbol.cs.

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◆ operator Symbol()

static implicit QuantConnect.Symbol.operator Symbol ( string ticker )

static

Creates symbol using string as sid

Parameters

ticker The string

Returns: The symbol

Definition at line 740 of file Symbol.cs.

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◆ GetAlias()

static string QuantConnect.Symbol.GetAlias	(	SecurityIdentifier	securityIdentifier,
		Symbol	underlying = `null`
	)

static

Centralized helper method to resolve alias for a symbol

Definition at line 781 of file Symbol.cs.

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Member Data Documentation

◆ Empty

readonly Symbol QuantConnect.Symbol.Empty = new Symbol(SecurityIdentifier.Empty, string.Empty)

static

Represents an unassigned symbol. This is intended to be used as an uninitialized, default value

Definition at line 44 of file Symbol.cs.

◆ None

readonly Symbol QuantConnect.Symbol.None = new Symbol(SecurityIdentifier.None, "NONE")

static

Represents no symbol. This is intended to be used when no symbol is explicitly intended

Definition at line 49 of file Symbol.cs.

Property Documentation

◆ Canonical

Symbol QuantConnect.Symbol.Canonical

get

Get's the canonical representation of this symbol

This is useful for access and performance

Definition at line 298 of file Symbol.cs.

◆ Value

string QuantConnect.Symbol.Value

get

Gets the current symbol for this ticker

Definition at line 361 of file Symbol.cs.

◆ ID

SecurityIdentifier QuantConnect.Symbol.ID

get

Gets the security identifier for this symbol

Definition at line 367 of file Symbol.cs.

◆ HasUnderlying

bool QuantConnect.Symbol.HasUnderlying

get

Gets whether or not this Symbol is a derivative, that is, it has a valid Underlying property

Definition at line 374 of file Symbol.cs.

◆ Underlying

Symbol QuantConnect.Symbol.Underlying

get

Gets the security underlying symbol, if any

Definition at line 382 of file Symbol.cs.

◆ SecurityType

SecurityType QuantConnect.Symbol.SecurityType

get

Gets the security type of the symbol

Definition at line 389 of file Symbol.cs.

◆ CUSIP

string QuantConnect.Symbol.CUSIP

get

The Committee on Uniform Securities Identification Procedures (CUSIP) number corresponding to this Symbol

Definition at line 396 of file Symbol.cs.

◆ CompositeFIGI

string QuantConnect.Symbol.CompositeFIGI

get

The composite Financial Instrument Global Identifier (FIGI) corresponding to this Symbol

Definition at line 401 of file Symbol.cs.

◆ SEDOL

string QuantConnect.Symbol.SEDOL

get

The Stock Exchange Daily Official List (SEDOL) security identifier corresponding to this Symbol

Definition at line 406 of file Symbol.cs.

◆ ISIN

string QuantConnect.Symbol.ISIN

get

The International Securities Identification Number (ISIN) corresponding to this Symbol

Definition at line 411 of file Symbol.cs.

◆ CIK

int? QuantConnect.Symbol.CIK

get

The Central Index Key number (CIK) corresponding to this Symbol

Definition at line 416 of file Symbol.cs.

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

Common/Symbol.cs

Public Member Functions

Static Public Member Functions

Static Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ Symbol()

Member Function Documentation

◆ Create()

◆ CreateBase() [1/2]

◆ CreateBase() [2/2]

◆ CreateOption() [1/3]

◆ CreateOption() [2/3]

◆ CreateOption() [3/3]

◆ CreateCanonicalOption() [1/2]

◆ CreateCanonicalOption() [2/2]

◆ CreateFuture()

◆ IsCanonical()

◆ HasCanonical()

◆ HasUnderlyingSymbol()

◆ UpdateMappedSymbol()

◆ GetOptionTypeFromUnderlying() [1/2]

◆ GetOptionTypeFromUnderlying() [2/2]

◆ GetUnderlyingFromOptionType()

◆ Equals() [1/2]

◆ GetHashCode()

◆ CompareTo()

◆ ToString()

◆ Equals() [2/2]

◆ operator==()

◆ operator!=()

◆ operator string()

◆ operator Symbol()

◆ GetAlias()

Member Data Documentation

◆ Empty

◆ None

Property Documentation

◆ Canonical

◆ Value

◆ ID

◆ HasUnderlying

◆ Underlying

◆ SecurityType

◆ CUSIP

◆ CompositeFIGI

◆ SEDOL

◆ ISIN

◆ CIK