Short Availability

Supported Providers

Introduction

This page describes all of the pre-built shortable providers in LEAN. If none of these models perform exactly how you want, create a custom shortable provider.

Null Provider

The NullShortableProvider doesn't provide shortable data, so it allows you to infinitely short assets. It's the shortable provider of the DefaultBrokerageModel.

security.SetShortableProvider(new NullShortableProvider());
security.set_shortable_provider(NullShortableProvider())

For more information about this model, see the class reference and implementation.

For more information about this model, see the class reference and implementation.

Local Disk Provider

The LocalDiskShortableProvider sources short availability data from the local disk of a specific brokerage.

security.SetShortableProvider(new LocalDiskShortableProvider("axos"));
security.set_shortable_provider(LocalDiskShortableProvider("axos"))

The following table describes the arguments the model accepts:

ArgumentData TypeDescriptionDefault Value
brokeragestringstrBrokerage to read data

For more information about this model, see the class reference and implementation.

For more information about this model, see the class reference and implementation.

Interactive Brokers Provider

The InteractiveBrokersShortableProvider sources short availability data from Interactive Brokers.

security.SetShortableProvider(new InteractiveBrokersShortableProvider());
security.set_shortable_provider(InteractiveBrokersShortableProvider())

For more information about this model, see the class reference and implementation.

For more information about this model, see the class reference and implementation.

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