IndexSecurity
StockSharp.Algo
The index, built of instruments. For example, to specify spread at arbitrage or pair trading.
Inherits: BasketSecurity
Constructors
IndexSecurity()
Initialize IndexSecurity.
Properties
CalculateExtended : bool
Calculate extended information.
FillGapsByZeros : bool
Fill market-data gaps by zero values.
IgnoreErrors : bool
Ignore calculation errors (like arithmetic overflows).