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Hi,
can I find out programmatically the step for changing lots for FX different pairs (for example 0.01 for USDJPY or 0.0001 for EURUSD)?
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Alexandre Catarino
In the Security class, we can find the SymbolProperties object, where the follwing properties can be found:
SymbolProperties.Description .QuoteCurrency .ContractMultiplier .MinimumPriceVariation .LotSizeOnce we have subscribed to the tickers, we can access the minimum price variation like this:
var pipetteEURUSD = Securities["EURUSD"] .SymbolProperties.MinimumPriceVariation; // pipetteEURUSD is 0.00001 var pipetteUSDJPY = Securities["USDJPY"] .SymbolProperties.MinimumPriceVariation; // pipetteUSDJPY is 0.001Alexandr Trenkenshu
Thank you very much, Alexandre.
Alexandr Trenkenshu
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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