Securities
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:
Argument | Data Type | Description | Default Value |
---|---|---|---|
description | string str | The description of the security. | |
quoteCurrency | string str | The quote currency of the security. | |
contractMultiplier | decimal float | The contract multiplier for the security. | |
minimumPriceVariation | decimal float | The minimum price variation (tick size) for the security. | |
lotSize | decimal float | The lot size (lot size of the order) for the security. | |
marketTicker | string str | The market ticker. | |
minimumOrderSize | decimal? float/NoneType | The minimum order size allowed. | None null |
priceMagnifier | decimal float | This 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 |