Table of Contents

Class ExpirationContinuousSecurity

Namespace
StockSharp.Algo
Assembly
StockSharp.Algo.dll

Rollover by expiration date continuous security.

[Display(ResourceType = typeof(LocalizedStrings), Name = "ContinuousSecurity", Description = "ContinuousSecurityDesc")]
[BasketCode("CE")]
public class ExpirationContinuousSecurity : ContinuousSecurity, INotifyPropertyChanged
Inheritance
ExpirationContinuousSecurity
Implements
Inherited Members
Extension Methods

Constructors

ExpirationContinuousSecurity()

Initializes a new instance of the ExpirationContinuousSecurity.

public ExpirationContinuousSecurity()

Properties

ExpirationJumps

Instruments and dates of transition at which the transition to the next instrument takes place.

[Browsable(false)]
public ExpirationContinuousSecurity.IExpirationJumpList ExpirationJumps { get; }

Property Value

ExpirationContinuousSecurity.IExpirationJumpList

InnerSecurityIds

Instruments, from which this basket is created.

[Browsable(false)]
public override IEnumerable<SecurityId> InnerSecurityIds { get; }

Property Value

IEnumerable<SecurityId>

Methods

FromSerializedString(string)

Load security state from text.

protected override void FromSerializedString(string text)

Parameters

text string

Value, received from ToSerializedString().

GetSecurity(DateTimeOffset)

To get the instrument that trades for the specified exchange time.

public SecurityId GetSecurity(DateTimeOffset marketTime)

Parameters

marketTime DateTimeOffset

The exchange time.

Returns

SecurityId

The instrument. If there is no instrument for the specified time then the null will be returned.

ToSerializedString()

Save security state to string.

protected override string ToSerializedString()

Returns

string

String.