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TiingoSymbolMapper.cs
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.DataSource
{
/// <summary>
/// Helper class to map a Lean format ticker to Tiingo format
/// </summary>
/// <remarks>To be used when performing direct queries to Tiingo API</remarks>
/// <remarks>https://api.tiingo.com/documentation/appendix/symbology</remarks>
public static class TiingoSymbolMapper
{
/// <summary>
/// Maps a given <see cref="Symbol"/> instance to it's Tiingo equivalent
/// </summary>
public static string GetTiingoTicker(Symbol symbol)
{
return symbol.Value.Replace(".", "-");
}
/// <summary>
/// Maps a given Tiingo ticker to Lean equivalent
/// </summary>
public static string GetLeanTicker(string ticker)
{
return ticker.Replace("-", ".");
}
}
}