quantconnect-stubs 17397__py3-none-any.whl → 17412__py3-none-any.whl

QuantConnect/Data/Auxiliary/__init__.pyi

@@ -317,7 +317,7 @@ class FactorFile(typing.Generic[QuantConnect_Data_Auxiliary_FactorFile_T], Syste
         """Gets the price scale factor for the specified search date"""
         ...
 
-    def write_to_file(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def write_to_file(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Write the factor file to the correct place in the default Data folder
         
@@ -392,7 +392,7 @@ class CorporateFactorRow(System.Object, QuantConnect.Data.Auxiliary.IFactorRow):
         """
         ...
 
-    def get_dividend(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> QuantConnect.Data.Market.Dividend:
+    def get_dividend(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> QuantConnect.Data.Market.Dividend:
         """
         Creates a new dividend from this factor file row and the one chronologically in front of it
         This dividend may have a distribution of zero if this row doesn't represent a dividend
@@ -409,7 +409,7 @@ class CorporateFactorRow(System.Object, QuantConnect.Data.Auxiliary.IFactorRow):
         """Writes factor file row into it's file format"""
         ...
 
-    def get_split(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Data.Market.Split:
+    def get_split(self, next_corporate_factor_row: QuantConnect.Data.Auxiliary.CorporateFactorRow, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours) -> QuantConnect.Data.Market.Split:
         """
         Creates a new split from this factor file row and the one chronologically in front of it
         This split may have a split factor of one if this row doesn't represent a split
@@ -468,7 +468,7 @@ class CorporateFactorProvider(QuantConnect.Data.Auxiliary.FactorFile[QuantConnec
         """Gets price and split factors to be applied at the specified date"""
         ...
 
-    def get_splits_and_dividends(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> typing.List[QuantConnect.Data.BaseData]:
+    def get_splits_and_dividends(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], exchange_hours: QuantConnect.Securities.SecurityExchangeHours, decimal_places: int = 2) -> typing.List[QuantConnect.Data.BaseData]:
         """
         Gets all of the splits and dividends represented by this factor file
         
@@ -513,7 +513,7 @@ class LocalDiskFactorFileProvider(System.Object, QuantConnect.Interfaces.IFactor
         """Creates a new instance of the LocalDiskFactorFileProvider"""
         ...
 
-    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """
         Gets a FactorFile{T} instance for the specified symbol, or null if not found
         
@@ -659,12 +659,12 @@ class PriceScalingExtensions(System.Object):
     """Set of helper methods for factor files and price scaling operations"""
 
     @staticmethod
-    def get_empty_factor_file(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get_empty_factor_file(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """Helper method to return an empty factor file"""
         ...
 
     @staticmethod
-    def get_factor_file_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Symbol:
+    def get_factor_file_symbol(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Symbol:
         """Determines the symbol to use to fetch it's factor file"""
         ...
 
@@ -788,7 +788,7 @@ class AuxiliaryDataKey(System.Object):
 
     @staticmethod
     @overload
-    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.AuxiliaryDataKey:
+    def create(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.AuxiliaryDataKey:
         """Helper method to create a new instance from a Symbol"""
         ...
 
@@ -915,7 +915,7 @@ class SymbolDateRange:
         """Ticker End Date Time in Local"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start_date_time_local: typing.Union[datetime.datetime, datetime.date], end_date_time_local: typing.Union[datetime.datetime, datetime.date]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start_date_time_local: typing.Union[datetime.datetime, datetime.date], end_date_time_local: typing.Union[datetime.datetime, datetime.date]) -> None:
         """
         Create the instance of SymbolDateRange struct.
         
@@ -943,7 +943,7 @@ class MappingExtensions(System.Object):
 
     @staticmethod
     @overload
-    def resolve_map_file(map_file_resolver: QuantConnect.Data.Auxiliary.MapFileResolver, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], data_type: str = None) -> QuantConnect.Data.Auxiliary.MapFile:
+    def resolve_map_file(map_file_resolver: QuantConnect.Data.Auxiliary.MapFileResolver, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], data_type: str = None) -> QuantConnect.Data.Auxiliary.MapFile:
         """
         Helper method to resolve the mapping file to use.
         
@@ -955,7 +955,7 @@ class MappingExtensions(System.Object):
         ...
 
     @staticmethod
-    def retrieve_all_mapped_symbol_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.Auxiliary.SymbolDateRange]:
+    def retrieve_all_mapped_symbol_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.Auxiliary.SymbolDateRange]:
         """
         Retrieves all Symbol from map files based on specific Symbol.
         
@@ -966,7 +966,7 @@ class MappingExtensions(System.Object):
         ...
 
     @staticmethod
-    def retrieve_symbol_historical_definitions_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start_date_time: typing.Union[datetime.datetime, datetime.date], end_date_time: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Data.Auxiliary.TickerDateRange]:
+    def retrieve_symbol_historical_definitions_in_date_range(map_file_provider: QuantConnect.Interfaces.IMapFileProvider, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start_date_time: typing.Union[datetime.datetime, datetime.date], end_date_time: typing.Union[datetime.datetime, datetime.date]) -> typing.Iterable[QuantConnect.Data.Auxiliary.TickerDateRange]:
         """
         Some historical provider supports ancient data. In fact, the ticker could be restructured to new one.
         
@@ -1052,7 +1052,7 @@ class LocalZipFactorFileProvider(System.Object, QuantConnect.Interfaces.IFactorF
         """Creates a new instance of the LocalZipFactorFileProvider class."""
         ...
 
-    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
+    def get(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Auxiliary.IFactorProvider:
         """
         Gets a FactorFile{T} instance for the specified symbol, or null if not found
         

QuantConnect/Data/Common/__init__.pyi

@@ -160,7 +160,7 @@ class MarketHourAwareConsolidator(System.Object, QuantConnect.Data.Consolidators
         """
         ...
 
-    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def use_strict_end_time(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Useful for testing
         

QuantConnect/Data/Custom/Tiingo/__init__.pyi

@@ -7,6 +7,7 @@ import QuantConnect
 import QuantConnect.Data
 import QuantConnect.Data.Custom.Tiingo
 import QuantConnect.Data.Market
+import QuantConnect.Securities
 import System
 
 
@@ -245,7 +246,7 @@ class TiingoSymbolMapper(System.Object):
         ...
 
     @staticmethod
-    def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_tiingo_ticker(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """Maps a given Symbol instance to it's Tiingo equivalent"""
         ...
 

QuantConnect/Data/Fundamental/__init__.pyi

@@ -9,15 +9,14 @@ import QuantConnect.Data
 import QuantConnect.Data.Fundamental
 import QuantConnect.Data.Market
 import QuantConnect.Data.UniverseSelection
+import QuantConnect.Securities
 import System
 import System.Collections.Generic
 
-ReusuableCLRObject = typing.Any
-
 QuantConnect_Data_Fundamental_MultiPeriodField_T = typing.TypeVar("QuantConnect_Data_Fundamental_MultiPeriodField_T")
 
 
-class FundamentalTimeDependentProperty(ReusuableCLRObject, metaclass=abc.ABCMeta):
+class FundamentalTimeDependentProperty(metaclass=abc.ABCMeta):
     """Simple base class shared by top layer fundamental properties which depend on a time provider"""
 
     @property
@@ -14745,7 +14744,7 @@ class EffectiveTaxRateAsReportedIncomeStatement(QuantConnect.Data.Fundamental.Mu
         ...
 
 
-class IncomeStatement(ReusuableCLRObject):
+class IncomeStatement:
     """Definition of the IncomeStatement class"""
 
     @property
@@ -36917,7 +36916,7 @@ class TotalEquityAsReportedBalanceSheet(QuantConnect.Data.Fundamental.MultiPerio
         ...
 
 
-class BalanceSheet(ReusuableCLRObject):
+class BalanceSheet:
     """Definition of the BalanceSheet class"""
 
     @property
@@ -53202,7 +53201,7 @@ class ChangeinCashSupplementalAsReportedCashFlowStatement(QuantConnect.Data.Fund
         ...
 
 
-class CashFlowStatement(ReusuableCLRObject):
+class CashFlowStatement:
     """Definition of the CashFlowStatement class"""
 
     @property
@@ -63462,7 +63461,7 @@ class FundamentalInstanceProvider(System.Object):
     """Per symbol we will have a fundamental class provider so the instances can be reused"""
 
     @staticmethod
-    def get(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Fundamental.FundamentalInstanceProvider:
+    def get(symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Fundamental.FundamentalInstanceProvider:
         """
         Get's the fundamental instance provider for the requested symbol
         
@@ -63580,12 +63579,12 @@ class FineFundamental(QuantConnect.Data.UniverseSelection.CoarseFundamental):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """Creates a new instance for the given time and security"""
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], fundamental_instance_provider: QuantConnect.Data.Fundamental.FundamentalInstanceProvider) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], fundamental_instance_provider: QuantConnect.Data.Fundamental.FundamentalInstanceProvider) -> None:
         """Creates a new instance for the given time and security"""
         ...
 
@@ -63652,7 +63651,7 @@ class Fundamental(QuantConnect.Data.Fundamental.FineFundamental):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Creates a new instance
         
@@ -63699,7 +63698,7 @@ class FundamentalUniverse(QuantConnect.Data.UniverseSelection.BaseDataCollection
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Creates a new instance
         
@@ -71075,7 +71074,7 @@ class Period(System.Object):
     """Period constant for ten years"""
 
 
-class MultiPeriodField(typing.Generic[QuantConnect_Data_Fundamental_MultiPeriodField_T], ReusuableCLRObject, metaclass=abc.ABCMeta):
+class MultiPeriodField(typing.Generic[QuantConnect_Data_Fundamental_MultiPeriodField_T], metaclass=abc.ABCMeta):
     """Abstract base class for multi-period fields"""
 
     NO_VALUE: QuantConnect_Data_Fundamental_MultiPeriodField_T

QuantConnect/Data/Market/__init__.pyi

@@ -125,7 +125,7 @@ class BaseContract(System.Object, QuantConnect.Data.ISymbolProvider, metaclass=a
     def ask_size(self, value: int) -> None:
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the BaseContract class
         
@@ -167,7 +167,7 @@ class Delisting(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], price: float, type: QuantConnect.DelistingType) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], price: float, type: QuantConnect.DelistingType) -> None:
         """
         Initializes a new instance of the Delisting class
         
@@ -476,7 +476,7 @@ class OptionChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.Op
     """
 
     @overload
-    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
+    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
         """
         Initializes a new instance of the OptionChain class
         
@@ -487,7 +487,7 @@ class OptionChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.Op
         ...
 
     @overload
-    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.OptionUniverse], symbol_properties: QuantConnect.Securities.SymbolProperties, flatten: bool = True) -> None:
+    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.OptionUniverse], symbol_properties: QuantConnect.Securities.SymbolProperties, flatten: bool = True) -> None:
         """
         Initializes a new option chain for a list of contracts as OptionUniverse instances
         
@@ -709,7 +709,7 @@ class TradeBar(QuantConnect.Data.BaseData, QuantConnect.Data.Market.IBaseDataBar
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open: float, high: float, low: float, close: float, volume: float, period: typing.Optional[datetime.timedelta] = None) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open: float, high: float, low: float, close: float, volume: float, period: typing.Optional[datetime.timedelta] = None) -> None:
         """
         Initialize Trade Bar with OHLC Values:
         
@@ -1089,7 +1089,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid: float, ask: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid: float, ask: float) -> None:
         """
         Constructor for a FOREX tick where there is no last sale price. The volume in FX is so high its rare to find FX trade data.
         To fake this the tick contains bid-ask prices and the last price is the midpoint.
@@ -1102,7 +1102,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest: float) -> None:
         """
         Initializes a new instance of the Tick class to TickType.OPEN_INTEREST.
         
@@ -1113,7 +1113,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], last: float, bid: float, ask: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], last: float, bid: float, ask: float) -> None:
         """
         Initializer for a last-trade equity tick with bid or ask prices.
         
@@ -1126,7 +1126,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: str, quantity: float, price: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: str, quantity: float, price: float) -> None:
         """
         Trade tick type constructor
         
@@ -1140,7 +1140,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: QuantConnect.Exchange, quantity: float, price: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: QuantConnect.Exchange, quantity: float, price: float) -> None:
         """
         Trade tick type constructor
         
@@ -1154,7 +1154,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: str, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: str, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
         """
         Quote tick type constructor
         
@@ -1170,7 +1170,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
         """
         Quote tick type constructor
         
@@ -1184,7 +1184,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], sale_condition: str, exchange: QuantConnect.Exchange, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], sale_condition: str, exchange: QuantConnect.Exchange, bid_size: float, bid_price: float, ask_size: float, ask_price: float) -> None:
         """
         Quote tick type constructor
         
@@ -1200,7 +1200,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str) -> None:
         """
         Constructor for QuantConnect FXCM Data source:
         
@@ -1210,7 +1210,7 @@ class Tick(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
         """
         Constructor for QuantConnect tick data
         
@@ -1484,7 +1484,7 @@ class QuoteBar(QuantConnect.Data.BaseData, QuantConnect.Data.Market.IBaseDataBar
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], bid: QuantConnect.Data.Market.IBar, last_bid_size: float, ask: QuantConnect.Data.Market.IBar, last_ask_size: float, period: typing.Optional[datetime.timedelta] = None) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], bid: QuantConnect.Data.Market.IBar, last_bid_size: float, ask: QuantConnect.Data.Market.IBar, last_ask_size: float, period: typing.Optional[datetime.timedelta] = None) -> None:
         """
         Initialize Quote Bar with Bid(OHLC) and Ask(OHLC) Values:
         
@@ -1761,7 +1761,7 @@ class BaseChain(typing.Generic[QuantConnect_Data_Market_BaseChain_T, QuantConnec
         """The number of contracts in this chain"""
         ...
 
-    def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def __contains__(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if the chain contains a contract with the specified symbol
         
@@ -1781,7 +1781,7 @@ class BaseChain(typing.Generic[QuantConnect_Data_Market_BaseChain_T, QuantConnec
         ...
 
     @overload
-    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], data_type: QuantConnect.MarketDataType, flatten: bool = True) -> None:
+    def __init__(self, canonical_option_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], data_type: QuantConnect.MarketDataType, flatten: bool = True) -> None:
         """
         Initializes a new instance of the BaseChain{T, TContractsCollection} class
         
@@ -1863,7 +1863,7 @@ class Split(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], price: float, split_factor: float, type: QuantConnect.SplitType) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], price: float, split_factor: float, type: QuantConnect.SplitType) -> None:
         """
         Initializes a new instance of the Split class
         
@@ -2087,7 +2087,7 @@ class RenkoBar(QuantConnect.Data.Market.BaseRenkoBar):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, volume: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, volume: float) -> None:
         """
         Initializes a new instance of the RenkoBar class with the specified values
         
@@ -2100,7 +2100,7 @@ class RenkoBar(QuantConnect.Data.Market.BaseRenkoBar):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float) -> None:
         """
         Initializes a new instance of the RenkoBar class with the specified values
         
@@ -2175,7 +2175,7 @@ class SymbolChangedEvent(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, requested_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], old_symbol: str, new_symbol: str) -> None:
+    def __init__(self, requested_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], old_symbol: str, new_symbol: str) -> None:
         """
         Initializes a new instance of the SymbolChangedEvent
         
@@ -2267,7 +2267,7 @@ class FuturesContract(QuantConnect.Data.Market.BaseContract):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the FuturesContract class
         
@@ -2306,7 +2306,7 @@ class FuturesChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.F
     """
 
     @overload
-    def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
+    def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], flatten: bool = True) -> None:
         """
         Initializes a new instance of the FuturesChain class
         
@@ -2317,7 +2317,7 @@ class FuturesChain(QuantConnect.Data.Market.BaseChain[QuantConnect.Data.Market.F
         ...
 
     @overload
-    def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.FutureUniverse], flatten: bool = True) -> None:
+    def __init__(self, canonical_future_symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], time: typing.Union[datetime.datetime, datetime.date], contracts: typing.List[QuantConnect.Data.UniverseSelection.FutureUniverse], flatten: bool = True) -> None:
         """
         Initializes a new instance of the FuturesChain class
         
@@ -2374,7 +2374,7 @@ class OpenInterest(QuantConnect.Data.Market.Tick):
         ...
 
     @overload
-    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest: float) -> None:
+    def __init__(self, time: typing.Union[datetime.datetime, datetime.date], symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest: float) -> None:
         """
         Initializes a new instance of the OpenInterest class with data
         
@@ -2385,7 +2385,7 @@ class OpenInterest(QuantConnect.Data.Market.Tick):
         ...
 
     @overload
-    def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
+    def __init__(self, config: QuantConnect.Data.SubscriptionDataConfig, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], line: str, base_date: typing.Union[datetime.datetime, datetime.date]) -> None:
         """
         Constructor for QuantConnect open interest data
         
@@ -2469,7 +2469,7 @@ class Dividend(QuantConnect.Data.BaseData):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], date: typing.Union[datetime.datetime, datetime.date], distribution: float, reference_price: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], date: typing.Union[datetime.datetime, datetime.date], distribution: float, reference_price: float) -> None:
         """
         Initializes a new instance of the Dividend class
         
@@ -2549,7 +2549,7 @@ class Dividend(QuantConnect.Data.BaseData):
 class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.OptionChain, QuantConnect.Data.Market.OptionContract, QuantConnect.Data.Market.OptionContracts]):
     """Collection of OptionChain keyed by canonical option symbol"""
 
-    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.Market.OptionChain:
+    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.Market.OptionChain:
         """Gets or sets the OptionChain for the symbol, converting to canonical if needed."""
         ...
 
@@ -2568,11 +2568,11 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
         """Creates a new instance of the OptionChains dictionary"""
         ...
 
-    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.Market.OptionChain) -> None:
+    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.Market.OptionChain) -> None:
         """Gets or sets the OptionChain for the symbol, converting to canonical if needed."""
         ...
 
-    def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect.Data.Market.OptionChain) -> None:
+    def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect.Data.Market.OptionChain) -> None:
         """Adds the specified symbol and chain to the dictionary, converting to canonical if needed."""
         ...
 
@@ -2580,7 +2580,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
         """Determines if the dictionary contains the specific key-value pair, converting key to canonical if needed."""
         ...
 
-    def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains_key(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if an OptionChain exists for the given symbol.
         Converts to the canonical option symbol first if needed.
@@ -2588,7 +2588,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
         ...
 
     @overload
-    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """Removes the element with the specified key, converting to canonical if needed."""
         ...
 
@@ -2597,7 +2597,7 @@ class OptionChains(QuantConnect.Data.Market.BaseChains[QuantConnect.Data.Market.
         """Removes the specific key-value pair, converting key to canonical if needed."""
         ...
 
-    def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: typing.Optional[QuantConnect.Data.Market.OptionChain]) -> typing.Tuple[bool, QuantConnect.Data.Market.OptionChain]:
+    def try_get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: typing.Optional[QuantConnect.Data.Market.OptionChain]) -> typing.Tuple[bool, QuantConnect.Data.Market.OptionChain]:
         """
         Tries to get the OptionChain for the given symbol.
         Converts to the canonical option symbol if needed before attempting retrieval.
@@ -2705,7 +2705,7 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
         """
         ...
 
-    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect_Data_Market_DataDictionary_T:
+    def __getitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect_Data_Market_DataDictionary_T:
         """Gets or sets the element with the specified key."""
         ...
 
@@ -2737,12 +2737,12 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
     def __iter__(self) -> typing.Iterator[System.Collections.Generic.KeyValuePair[QuantConnect.Symbol, QuantConnect_Data_Market_DataDictionary_T]]:
         ...
 
-    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
+    def __setitem__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
         """Gets or sets the element with the specified key."""
         ...
 
     @overload
-    def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
+    def add(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], value: QuantConnect_Data_Market_DataDictionary_T) -> None:
         """
         Adds an element with the provided key and value to the dictionary
         
@@ -2780,12 +2780,12 @@ class DataDictionary(typing.Generic[QuantConnect_Data_Market_DataDictionary_T],
         """
         ...
 
-    def get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect_Data_Market_DataDictionary_T:
+    def get_value(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect_Data_Market_DataDictionary_T:
         """Gets the value associated with the specified key."""
         ...
 
     @overload
-    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def remove(self, key: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Removes the value with the specified key
         
@@ -2828,7 +2828,7 @@ class RangeBar(QuantConnect.Data.Market.TradeBar):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], end_time: typing.Union[datetime.datetime, datetime.date], range_size: float, open: float, high: typing.Optional[float] = None, low: typing.Optional[float] = None, close: typing.Optional[float] = None, volume: float = 0) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], end_time: typing.Union[datetime.datetime, datetime.date], range_size: float, open: float, high: typing.Optional[float] = None, low: typing.Optional[float] = None, close: typing.Optional[float] = None, volume: float = 0) -> None:
         """
         Initializes a new instance of the RangeBar class with the specified values
         
@@ -2876,7 +2876,7 @@ class VolumeRenkoBar(QuantConnect.Data.Market.BaseRenkoBar):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float, volume: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], start: typing.Union[datetime.datetime, datetime.date], end_time: typing.Union[datetime.datetime, datetime.date], brick_size: float, open: float, high: float, low: float, close: float, volume: float) -> None:
         """
         Initializes a new instance of the VolumeRenkoBar class with the specified values
         
@@ -2984,7 +2984,7 @@ class Session(QuantConnect.Indicators.RollingWindow[QuantConnect.Data.Market.Ses
     def size(self, value: int) -> None:
         ...
 
-    def __init__(self, tick_type: QuantConnect.TickType, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], size: int = 0) -> None:
+    def __init__(self, tick_type: QuantConnect.TickType, exchange_hours: QuantConnect.Securities.SecurityExchangeHours, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], size: int = 0) -> None:
         """
         Initializes a new instance of the Session class