Securities

Properties

Introduction

Security objects contain the models and properties of an asset.

Security Properties

Security objects have the following properties:

Reality Models

Security objects contain references to the security level reality models. To customize the behavior of each security, configure its reality models.

Symbol Properties

The SymbolProperties property of a Security contains properties for a specific security. SymbolProperties objects have the following properties:

To create a SymbolProperties object, call the constructor.

var symbolProperties = new SymbolProperties(description, quoteCurrency, contractMultiplier, minimumPriceVariation, lotSize, marketTicker);
symbol_properties = SymbolProperties(description, quoteCurrency, contractMultiplier, minimumPriceVariation, lotSize, marketTicker)

The following table describes the arguments of the SymbolProperties constructor:

ArgumentData TypeDescriptionDefault Value
descriptionstringstrThe description of the security.
quoteCurrencystringstrThe quote currency of the security.
contractMultiplierdecimalfloatThe contract multiplier for the security.
minimumPriceVariationdecimalfloatThe minimum price variation (tick size) for the security.
lotSizedecimalfloatThe lot size (lot size of the order) for the security.
marketTickerstringstrThe market ticker.
minimumOrderSize decimal?float/NoneTypeThe minimum order size allowed.Nonenull
priceMagnifierdecimalfloatThis property allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like corn Futures ('ZC').1

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