QuantConnect Lean Algorithmic Trading Engine
The underlying equity symbol
The QuantConnect.Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is QuantConnect.Resolution.Minute
The equity's market, . Default is value null and looked up using BrokerageModel.DefaultMarkets in AddSecurity<T>(SecurityType,String,Resolution,String,Boolean,Decimal,Boolean)
If true, returns the last available data even if none in that timeslice. Default is true
The requested leverage for this equity. Default is set by SecurityInitializer
AddOption Method
Creates and adds a new equity QuantConnect.Securities.Option.Option security to the algorithm
Syntax

Parameters

underlying
The underlying equity symbol
resolution
The QuantConnect.Resolution of market data, Tick, Second, Minute, Hour, or Daily. Default is QuantConnect.Resolution.Minute
market
The equity's market, . Default is value null and looked up using BrokerageModel.DefaultMarkets in AddSecurity<T>(SecurityType,String,Resolution,String,Boolean,Decimal,Boolean)
fillDataForward
If true, returns the last available data even if none in that timeslice. Default is true
leverage
The requested leverage for this equity. Default is set by SecurityInitializer

Return Value

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also