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quantconnect--lean/Common/Securities
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Jhonathan Abreu b746dbca5f Throw from option universe data filters for future options 
Future options IV, Open interest and greeks are not supported for future options
2025-03-17 10:14:56 -04:00
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Cfd
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Crypto
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CryptoFuture
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CurrencyConversion
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Equity
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Forex
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Future
Add futures chains DataFrame property
2025-03-17 10:14:40 -04:00
FutureOption
Add bank holidays for CME Futures MHDB (#8539)
2025-02-06 17:50:10 -03:00
Index
Add new indexes, including market hours - part 4 (#8578)
2025-02-19 18:50:38 -03:00
IndexOption
RUT index options support (#8542)
2025-01-22 11:56:42 -03:00
Interfaces
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Option
Throw from option universe data filters for future options
2025-03-17 10:14:56 -04:00
Positions
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
Volatility
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
AccountCurrencyImmediateSettlementModel.cs
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AccountEvent.cs
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AdjustedPriceVariationModel.cs
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ApplyFundsSettlementModelParameters.cs
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BaseSecurityDatabase.cs
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
BrokerageModelSecurityInitializer.cs
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BuyingPower.cs
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BuyingPowerModel.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -03:00
BuyingPowerModelExtensions.cs
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BuyingPowerParameters.cs
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Cash.cs
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CashAmount.cs
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CashBook.cs
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CashBookUpdatedEventArgs.cs
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CashBuyingPowerModel.cs
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CompositeSecurityInitializer.cs
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ConstantBuyingPowerModel.cs
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ContractSecurityFilterUniverse.cs
Refactor class and interface names for clarity
2025-03-17 10:14:50 -04:00
ConvertibleCashAmount.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
DefaultMarginCallModel.cs
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DelayedSettlementModel.cs
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DynamicSecurityData.cs
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EmptyContractFilter.cs
Refactor class and interface names for clarity
2025-03-17 10:14:50 -04:00
EquityPriceVariationModel.cs
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ErrorCurrencyConverter.cs
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FuncSecurityDerivativeFilter.cs
Refactor class and interface names for clarity
2025-03-17 10:14:50 -04:00
FuncSecurityInitializer.cs
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FuncSecuritySeeder.cs
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GetMaximumOrderQuantityForDeltaBuyingPowerParameters.cs
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GetMaximumOrderQuantityForTargetBuyingPowerParameters.cs
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GetMaximumOrderQuantityResult.cs
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
GetMinimumPriceVariationParameters.cs
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HasSufficientBuyingPowerForOrderParameters.cs
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HasSufficientBuyingPowerForOrderResult.cs
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IBaseCurrencySymbol.cs
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IBuyingPowerModel.cs
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IChainUniverseData.cs
Add base class for options and futures contracts
2025-03-17 10:14:50 -04:00
IContinuousSecurity.cs
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ICurrencyConverter.cs
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IdentityCurrencyConverter.cs
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IDerivativeSecurity.cs
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IDerivativeSecurityFilter.cs
Refactor class and interface names for clarity
2025-03-17 10:14:50 -04:00
IDerivativeSecurityFilterUniverse.cs
Refactor class and interface names for clarity
2025-03-17 10:14:50 -04:00
IMarginCallModel.cs
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IMarginInterestRateModel.cs
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ImmediateSettlementModel.cs
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InitialMargin.cs
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InitialMarginParameters.cs
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InitialMarginRequiredForOrderParameters.cs
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IOrderEventProvider.cs
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IOrderProcessor.cs
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IOrderProvider.cs
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IPriceVariationModel.cs
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IRegisteredSecurityDataTypesProvider.cs
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ISecurityInitializer.cs
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ISecurityPortfolioModel.cs
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ISecurityProvider.cs
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ISecuritySeeder.cs
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ISettlementModel.cs
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LocalMarketHours.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
MaintenanceMargin.cs
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MaintenanceMarginParameters.cs
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MarginCallOrdersParameters.cs
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MarginInterestRateParameters.cs
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MarketHoursDatabase.cs
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
MarketHoursSegment.cs
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MarketHoursState.cs
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NullBuyingPowerModel.cs
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OptionInitialMargin.cs
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PatternDayTradingMarginModel.cs
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RegisteredSecurityDataTypesProvider.cs
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ReservedBuyingPowerForPosition.cs
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ReservedBuyingPowerForPositionParameters.cs
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ScanSettlementModelParameters.cs
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Security.cs
Add security Set (#8491)
2025-01-02 17:31:23 -03:00
SecurityCache.cs
Holdings price adjustment after split (#7985)
2024-05-01 17:42:43 -04:00
SecurityCacheDataStoredEventArgs.cs
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SecurityCacheProvider.cs
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SecurityDatabaseKey.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -03:00
SecurityDataFilter.cs
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SecurityDataFilterPythonWrapper.cs
PEP8 style algorithm API (#7909)
2024-04-12 17:29:15 -03:00
SecurityDefinition.cs
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SecurityDefinitionSymbolResolver.cs
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SecurityEventArgs.cs
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SecurityExchange.cs
Remove universe selection on extended market dates (#8160)
2024-07-08 11:58:50 -03:00
SecurityExchangeHours.cs
Add bank holidays for CME Futures MHDB (#8539)
2025-02-06 17:50:10 -03:00
SecurityHolding.cs
Fix bug ImmediateExecutionModel when using Crypto (#8355)
2024-10-07 16:46:37 -03:00
SecurityHoldingQuantityChangedEventArgs.cs
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SecurityManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
SecurityMarginModel.cs
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SecurityPortfolioManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
SecurityPortfolioModel.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
SecurityPriceVariationModel.cs
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SecurityService.cs
Add futures chains DataFrame property
2025-03-17 10:14:40 -04:00
SecurityTransactionManager.cs
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SymbolProperties.cs
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
SymbolPropertiesDatabase.cs
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
UniverseManager.cs
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
UnsettledCashAmount.cs
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