Stefano Raggi
322 lines
12 KiB
C#
322 lines
12 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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//------------------------------------------------------------------------------
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// This code was generated by a tool.
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// Changes to this file may cause incorrect behavior and will be lost if
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// the code is regenerated.
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//------------------------------------------------------------------------------
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// To get up to date fundamental definition files for your hedgefund contact sales@quantconnect.com
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using System;
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using Newtonsoft.Json;
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namespace QuantConnect.Data.Fundamental
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{
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/// <summary>
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/// Definition of the SecurityReference class
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/// </summary>
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public class SecurityReference
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{
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/// <summary>
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/// An arrangement of characters (often letters) representing a particular security listed on an exchange or otherwise traded publicly.
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/// Note: Morningstar's multi-share class symbols will often contain a "period" within the symbol; e.g. BRK.B for Berkshire Hathaway
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/// Class B.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1001
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/// </remarks>
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[JsonProperty("1001")]
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public string SecuritySymbol { get; set; }
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/// <summary>
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/// The Id representing the stock exchange that the particular share class is trading. See separate reference document for Exchange
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/// Mappings.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1002
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/// </remarks>
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[JsonProperty("1002")]
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public string ExchangeId { get; set; }
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/// <summary>
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/// 3 Character ISO code of the currency that the exchange price is denominated in; i.e. the trading currency of the security. See
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/// separate reference document for Currency Mappings.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1004
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/// </remarks>
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[JsonProperty("1004")]
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public string CurrencyId { get; set; }
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/// <summary>
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1005
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/// </remarks>
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[JsonProperty("1005")]
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public string Valoren { get; set; }
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/// <summary>
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/// The initial day that the share begins trading on a public exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1009
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/// </remarks>
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[JsonProperty("1009")]
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public DateTime IPODate { get; set; }
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/// <summary>
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/// Indicator to denote if the share class is a depository receipt. 1 denotes it is an ADR or GDR; otherwise 0.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1010
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/// </remarks>
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[JsonProperty("1010")]
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public bool IsDepositaryReceipt { get; set; }
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/// <summary>
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/// The number of underlying common shares backing each American Depository Receipt traded.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1011
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/// </remarks>
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[JsonProperty("1011")]
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public decimal DepositaryReceiptRatio { get; set; }
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/// <summary>
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/// Each security will be assigned to one of the below security type classifications;
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/// - Common Stock (ST00000001)
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/// - Preferred Stock (ST00000002)
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/// - Units (ST000000A1)
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1012
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/// </remarks>
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[JsonProperty("1012")]
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public string SecurityType { get; set; }
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/// <summary>
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/// Provides information when applicable such as whether the share class is Class A or Class B, an ADR, GDR, or a business
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/// development company (BDC). For preferred stocks, this field provides more detail about the preferred share class.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1013
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/// </remarks>
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[JsonProperty("1013")]
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public string ShareClassDescription { get; set; }
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/// <summary>
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/// At the ShareClass level; each share is assigned to 1 of 4 possible status classifications; (A) Active, (D) Deactive, (I) Inactive, or (O)
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/// Obsolete:
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/// - Active-Share class is currently trading in a public market, and we have fundamental data available.
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/// - Deactive-Share class was once Active, but is no longer trading due to share being delisted from the exchange.
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/// - Inactive-Share class is currently trading in a public market, but no fundamental data is available.
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/// - Obsolete-Share class was once Inactive, but is no longer trading due to share being delisted from the exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1014
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/// </remarks>
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[JsonProperty("1014")]
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public string ShareClassStatus { get; set; }
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/// <summary>
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/// This indicator will denote if the indicated share is the primary share for the company. A "1" denotes the primary share, a "0"
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/// denotes a share that is not the primary share. The primary share is defined as the first share that a company IPO'd with and is still
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/// actively trading. If this share is no longer trading, we will denote the primary share as the share with the highest volume.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1015
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/// </remarks>
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[JsonProperty("1015")]
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public bool IsPrimaryShare { get; set; }
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/// <summary>
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/// Shareholder election plan to re-invest cash dividend into additional shares.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1016
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/// </remarks>
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[JsonProperty("1016")]
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public bool IsDividendReinvest { get; set; }
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/// <summary>
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/// A plan to make it possible for individual investors to invest in public companies without going through a stock broker.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1017
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/// </remarks>
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[JsonProperty("1017")]
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public bool IsDirectInvest { get; set; }
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/// <summary>
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/// Identifier assigned to each security Morningstar covers.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1018
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/// </remarks>
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[JsonProperty("1018")]
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public string InvestmentId { get; set; }
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/// <summary>
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/// IPO offer price indicates the price at which an issuer sells its shares under an initial public offering (IPO). The offer price is set by
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/// issuer and its underwriters.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1019
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/// </remarks>
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[JsonProperty("1019")]
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public decimal IPOOfferPrice { get; set; }
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/// <summary>
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/// The date on which an inactive security was delisted from an exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1020
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/// </remarks>
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[JsonProperty("1020")]
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public DateTime DelistingDate { get; set; }
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/// <summary>
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/// The reason for an inactive security's delisting from an exchange. The full list of Delisting Reason codes can be found within the Data
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/// Definitions- Appendix A DelistingReason Codes tab.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1021
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/// </remarks>
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[JsonProperty("1021")]
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public string DelistingReason { get; set; }
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/// <summary>
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/// The MIC (market identifier code) of the related shareclass of the company. See Data Appendix A for the relevant MIC to exchange
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/// name mapping.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1022
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/// </remarks>
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[JsonProperty("1022")]
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public string MIC { get; set; }
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/// <summary>
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/// Refers to the type of securities that can be found within the equity database. For the vast majority, this value will populate as null
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/// for regular common shares. For a minority of shareclasses, this will populate as either "Participating Preferred", "Closed-End Fund",
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/// "Foreign Share", or "Foreign Participated Preferred" which reflects our limited coverage of these types of securities within our
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/// equity database.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1023
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/// </remarks>
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[JsonProperty("1023")]
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public string CommonShareSubType { get; set; }
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/// <summary>
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/// The estimated offer price range (low-high) for a new IPO. The field should be used until the final IPO price becomes available, as
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/// populated in the data field "IPOPrice".
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1024
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/// </remarks>
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[JsonProperty("1024")]
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public string IPOOfferPriceRange { get; set; }
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/// <summary>
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/// Classification to denote different Marketplace or Market tiers within a stock exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1025
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/// </remarks>
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[JsonProperty("1025")]
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public string ExchangeSubMarketGlobalId { get; set; }
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/// <summary>
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/// The relationship between the chosen share class and the primary share class.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1026
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/// </remarks>
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[JsonProperty("1026")]
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public decimal ConversionRatio { get; set; }
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/// <summary>
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/// Nominal value of a security determined by the issuing company.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1027
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/// </remarks>
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[JsonProperty("1027")]
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public decimal ParValue { get; set; }
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/// <summary>
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1028
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/// </remarks>
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[JsonProperty("1028")]
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public bool TradingStatus { get; set; }
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/// <summary>
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1029
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/// </remarks>
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[JsonProperty("1029")]
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public string MarketDataID { get; set; }
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/// <summary>
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/// Creates an instance of the SecurityReference class
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/// </summary>
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public SecurityReference()
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{
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}
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/// <summary>
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/// Applies updated values from <paramref name="update"/> to this instance
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/// </summary>
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/// <remarks>Used to apply data updates to the current instance. This WILL overwrite existing values. Default update values are ignored.</remarks>
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/// <param name="update">The next data update for this instance</param>
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public void UpdateValues(SecurityReference update)
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{
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if (update == null) return;
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if (!string.IsNullOrWhiteSpace(update.SecuritySymbol)) SecuritySymbol = update.SecuritySymbol;
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if (!string.IsNullOrWhiteSpace(update.ExchangeId)) ExchangeId = update.ExchangeId;
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if (!string.IsNullOrWhiteSpace(update.CurrencyId)) CurrencyId = update.CurrencyId;
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if (!string.IsNullOrWhiteSpace(update.Valoren)) Valoren = update.Valoren;
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if (update.IPODate != default(DateTime)) IPODate = update.IPODate;
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if (update.IsDepositaryReceipt != default(bool)) IsDepositaryReceipt = update.IsDepositaryReceipt;
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if (update.DepositaryReceiptRatio != default(decimal)) DepositaryReceiptRatio = update.DepositaryReceiptRatio;
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if (!string.IsNullOrWhiteSpace(update.SecurityType)) SecurityType = update.SecurityType;
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if (!string.IsNullOrWhiteSpace(update.ShareClassDescription)) ShareClassDescription = update.ShareClassDescription;
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if (!string.IsNullOrWhiteSpace(update.ShareClassStatus)) ShareClassStatus = update.ShareClassStatus;
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if (update.IsPrimaryShare != default(bool)) IsPrimaryShare = update.IsPrimaryShare;
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if (update.IsDividendReinvest != default(bool)) IsDividendReinvest = update.IsDividendReinvest;
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if (update.IsDirectInvest != default(bool)) IsDirectInvest = update.IsDirectInvest;
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if (!string.IsNullOrWhiteSpace(update.InvestmentId)) InvestmentId = update.InvestmentId;
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if (update.IPOOfferPrice != default(decimal)) IPOOfferPrice = update.IPOOfferPrice;
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if (update.DelistingDate != default(DateTime)) DelistingDate = update.DelistingDate;
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if (!string.IsNullOrWhiteSpace(update.DelistingReason)) DelistingReason = update.DelistingReason;
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if (!string.IsNullOrWhiteSpace(update.MIC)) MIC = update.MIC;
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if (!string.IsNullOrWhiteSpace(update.CommonShareSubType)) CommonShareSubType = update.CommonShareSubType;
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if (!string.IsNullOrWhiteSpace(update.IPOOfferPriceRange)) IPOOfferPriceRange = update.IPOOfferPriceRange;
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if (!string.IsNullOrWhiteSpace(update.ExchangeSubMarketGlobalId)) ExchangeSubMarketGlobalId = update.ExchangeSubMarketGlobalId;
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if (update.ConversionRatio != default(decimal)) ConversionRatio = update.ConversionRatio;
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if (update.ParValue != default(decimal)) ParValue = update.ParValue;
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if (update.TradingStatus != default(bool)) TradingStatus = update.TradingStatus;
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if (!string.IsNullOrWhiteSpace(update.MarketDataID)) MarketDataID = update.MarketDataID;
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}
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}
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}
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