VolumeContinuousSecurity

StockSharp.Algo

Rollover by volume continuous security.

Inherits: ContinuousSecurity

Constructors

VolumeContinuousSecurity
public VolumeContinuousSecurity()
volumeContinuousSecurity = VolumeContinuousSecurity()

Initializes a new instance of the VolumeContinuousSecurity.

Properties

InnerSecurities
public SynchronizedList<SecurityId> InnerSecurities { get; }
value = volumeContinuousSecurity.InnerSecurities

Instruments rollover by volume.

InnerSecurityIds
public override IEnumerable<SecurityId> InnerSecurityIds { get; }
value = volumeContinuousSecurity.InnerSecurityIds

Instruments, from which this basket is created.

IsOpenInterest
public bool IsOpenInterest { get; set; }
value = volumeContinuousSecurity.IsOpenInterest
volumeContinuousSecurity.IsOpenInterest = value

Use open interest for VolumeLevel.

VolumeLevel
public Unit VolumeLevel { get; set; }
value = volumeContinuousSecurity.VolumeLevel
volumeContinuousSecurity.VolumeLevel = value

Volume trigger causes switch to the next contract.

Methods

FromSerializedString
protected override void FromSerializedString(string text)
volumeContinuousSecurity.FromSerializedString(text)

Load security state from .

text
Value, received from ToSerializedString.
ToSerializedString
protected override string ToSerializedString()
result = volumeContinuousSecurity.ToSerializedString()

Save security state to string.

Returns: String.