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PipSize

Hi,

   a) Trying to access PipSize via  Securities[data.Symbol].SymbolProperties.PipSize, gives an error. Is PipSize still a memeber of SymbolProperties?

   b) Some brokers have a 'StopLevel' property ( name as in MT4 ) for Symbol, which determines how close Stop and Limit orders can be opened to the current market price, is there an equivalent for same in QuantConnect?

 

Regards

Vivek

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We have decided to rename SymbolProperties.PipSize to SymbolProperties.MinimumPriceVariation, since the term pip does not refer to a minimum price variation (link). Oanda and FXCM, for instance, use the pippete (tenth of a pip) as a minimum price variation.

We do not have a 'StopLevel' property. Since it would improve QuantConnect/Lean reality modelling and prevent users from placing invalid orders in Live mode, we have just created an issue on Github and now it is part of our TODO: Minimum stop/limit and entry order distance #673 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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