QuantConnect Lean Algorithmic Trading Engine
Fields  Properties  Methods 


Security Class Members

The following tables list the members exposed by Security.

Public Constructors
 NameDescription
Public ConstructorOverloaded.   
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Protected Fields
 NameDescription
Protected Field  
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Public Properties
 NameDescription
Public Property Gets the most recent ask price if available  
Public Property Gets the most recent ask size if available  
Public Property Gets the most recent bid price if available  
Public Property Gets the most recent bid size if available  
Public Property Data cache for the security to store previous price information.  
Public Property If this uses tradebar data, return the most recent close.  
Public Property Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms.  
Public Property Gets the data normalization mode used for this security  
Public Property Exchange class contains the market opening hours, along with pre-post market hours.  
Public Property Fee model used to compute order fees for this security  
Public Property Fill model used to produce fill events for this security  
Public Property There has been at least one datapoint since our algorithm started running for us to determine price.  
Public Property If this uses tradebar data, return the most recent high.  
Public Property Holdings class contains the portfolio, cash and processes order fills.  
Public Property Read only property that checks if we currently own stock in the company.  
Public Property Alias for HoldStock - Do we have any of this security  
Public Property Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization.  
Public Property Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization.  
Public Property Gets or sets whether or not this security should be considered tradable  
Public Property Leverage for this Security.  
Public Property Local time for this market  
Public Property If this uses tradebar data, return the most recent low.  
Public Property Gets the margin model used for this security  
Public Property Transaction model class implements the fill models for the security. If the user does not define a model the default model is used for this asset class.  
Public Property If this uses tradebar data, return the most recent open.  
Public Property Access to the open interest of the security today  
Public Property Gets the portfolio model used by this security  
Public Property Get the current value of the security.  
Public Property Customizable price variation model used to define the minimum price variation of this security. By default minimum price variation is a constant find in the symbol-properties-database.  
Public Property Gets the Cash object used for converting the quote currency to the account currency  
Public Property Resolution of data requested for this security.  
Public Property Gets the settlement model used for this security  
Public Property Slippage model use to compute slippage of market orders  
Public Property Gets the subscription configuration for this security  
Public Property Gets all the subscriptions for this security  
Public PropertySymbol for the asset.  
Public Property Gets the symbol properties for this security  
Public Property Transaction model class implements the fill models for the security. If the user does not define a model the default model is used for this asset class.  
Public Property Type of the security.  
Public Property Gets the volatility model used for this security  
Public Property Access to the volume of the equity today  
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Public Methods
 NameDescription
Public Method Get the last price update set to the security.  
Public Method Returns true if the security contains at least one subscription that represents custom data  
Public Method Sets the data normalization mode to be used by this security  
Public MethodOverloaded.  Sets the fee model  
Public MethodOverloaded.  Sets the fill model  
Public Method Set the leverage parameter for this security  
Public MethodSets the QuantConnect.LocalTimeKeeper to be used for this Security. This is the source of this instance's time.  
Public Method Update any security properties based on the latest market data and time  
Public Method Update any security properties based on the latest realtime data and time  
Public MethodOverloaded.  Sets the slippage model  
Public MethodReturns a string that represents the current object.  
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Extension Methods
 NameDescription
Public Extension Method Determines if all subscriptions for the security are internal feeds
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See Also