ExpirationContinuousSecurity
StockSharp.Algo
Rollover by expiration date continuous security.
Inherits: ContinuousSecurity
Constructors
ExpirationContinuousSecurity()
Initializes a new instance of the ExpirationContinuousSecurity.
Properties
ExpirationJumps : IExpirationJumpList
Instruments and dates of transition at which the transition to the next instrument takes place.
InnerSecurityIds : IEnumerable<SecurityId>
Instruments, from which this basket is created.
Methods
FromSerializedString(string)
Load security state from .
- text
- Value, received from ToSerializedString.
GetSecurity(DateTime) : SecurityId
To get the instrument that trades for the specified exchange time.
- marketTime
- The exchange time.
Returns: The instrument. If there is no instrument for the specified time then the will be returned.