QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : EquityPriceVariationModel Class
EquityPriceVariationModel Class
Provides an implementation of IPriceVariationModel for use in defining the minimum price variation for a given equity under Regulation NMS – Rule 612 (a.k.a – the “sub-penny rule”)
Syntax
public class EquityPriceVariationModel : SecurityPriceVariationModel, IPriceVariationModel  
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.SecurityPriceVariationModel
      QuantConnect.Securities.EquityPriceVariationModel

Requirements

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

See Also