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Symbol to industry-standard security identifier conversion #6893

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jhonabreul
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Description

We can now get the industry-standard security identifier (CUSIP, Composite FIGI, SEDOL, ISIN) from the Symbol as we previoulsy could do it the other way around.

Related Issue

Closes #6569

Motivation and Context

Requires Documentation Change

Yes

How Has This Been Tested?

Unit tests and sample algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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@Martin-Molinero Martin-Molinero left a comment

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Cool! Minor comments, also the PR needs a rebase 👍

Algorithm/QCAlgorithm.cs Outdated Show resolved Hide resolved
Common/Securities/SecurityDefinitionSymbolResolver.cs Outdated Show resolved Hide resolved
Common/Symbol.cs Outdated Show resolved Hide resolved
@jhonabreul jhonabreul force-pushed the feature-6569-get-security-standard-identifiers branch from 9d39c5b to 44e7f0b Compare February 10, 2023 14:28
@jhonabreul jhonabreul force-pushed the feature-6569-get-security-standard-identifiers branch from 44e7f0b to 4b98f77 Compare February 10, 2023 14:54
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@Martin-Molinero Martin-Molinero left a comment

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🚀

@Martin-Molinero Martin-Molinero merged commit 9fea859 into QuantConnect:master Feb 10, 2023
@ArthurAsenheimer
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🎉 Thank you! @jhonabreul @Martin-Molinero

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Ability to get industry-standard security identifiers (ISIN, CUSIP etc.) for a given Symbol
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