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Collective2: Replace C2Symbol for ExchangeSymbol #8554

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AlexCatarino opened this issue Jan 24, 2025 · 0 comments
Open
4 tasks done

Collective2: Replace C2Symbol for ExchangeSymbol #8554

AlexCatarino opened this issue Jan 24, 2025 · 0 comments
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@AlexCatarino
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Expected Behavior

Use ExchangeSymbol instead of C2Symbol
See: https://api-docs.collective2.com/apis/general/swagger/strategies/c2_api_strategies/setdesiredpositions_post

Actual Behavior

LEAN uses C2Symbol. C2Symbol (legacy) works fine, but Collective2 recommends ExchangeSymbol.

Example:

Futures:

 'C2Symbol': {'FullSymbol': '@ESH5', 'SymbolType': 'future', 'Underlying': '@ES', 'Description': 'E-Mini S&P 500'}

vs

 'ExchangeSymbol': {'Symbol': 'ES', 'Currency': 'USD', 'SecurityExchange': 'XCME', 'SecurityType': 'FUT', 'MaturityMonthYear': '202503', 'PriceMultiplier': 1}}

Options:

"C2Symbol": { "FullSymbol": "SPXW2527A6090", "SymbolType": "option", "Underlying": "SPXW", "Expiry": "Jan25", "PutOrCall": "call", "StrikePrice": 6090 },

vs

"ExchangeSymbol": { "Symbol": "SPXW", "Currency": "USD", "SecurityExchange": "DEFAULT",  "SecurityType": "OPT", "MaturityMonthYear": "20250127", "PutOrCall": 1, "StrikePrice": 6090, "PriceMultiplier": 1 }

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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