IndexSecurity

StockSharp.Algo

The index, built of instruments. For example, to specify spread at arbitrage or pair trading.

Constructors

protected IndexSecurity()

indexSecurity = IndexSecurity()

Initialize IndexSecurity.

public bool CalculateExtended { get; set; }

value = indexSecurity.CalculateExtended
indexSecurity.CalculateExtended = value

Calculate extended information.

public bool FillGapsByZeros { get; set; }

value = indexSecurity.FillGapsByZeros
indexSecurity.FillGapsByZeros = value

Fill market-data gaps by zero values.

IgnoreErrors

public bool IgnoreErrors { get; set; }

value = indexSecurity.IgnoreErrors
indexSecurity.IgnoreErrors = value

Ignore calculation errors (like arithmetic overflows).