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QuantConnect.Data.Market.OptionChains Class Reference

Collection of OptionChain keyed by canonical option symbol More...

Inheritance diagram for QuantConnect.Data.Market.OptionChains:
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Public Member Functions

 OptionChains ()
 Creates a new instance of the OptionChains dictionary More...
 
 OptionChains (bool flatten)
 Creates a new instance of the OptionChains dictionary More...
 
 OptionChains (DateTime time, bool flatten=true)
 Creates a new instance of the OptionChains dictionary More...
 
- Public Member Functions inherited from QuantConnect.Data.Market.DataDictionary< OptionChain >
 DataDictionary ()
 Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More...
 
 DataDictionary (IEnumerable< T > data, Func< T, Symbol > keySelector)
 Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class using the specified data as a data source More...
 
 DataDictionary (DateTime time)
 Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More...
 
IEnumerator< KeyValuePair< Symbol, T > > GetEnumerator ()
 Returns an enumerator that iterates through the collection. More...
 
void Add (KeyValuePair< Symbol, T > item)
 Adds an item to the T:System.Collections.Generic.ICollection`1. More...
 
void Add (Symbol key, T value)
 Adds an element with the provided key and value to the System.Collections.Generic.IDictionary<TKey, TValue>. More...
 
override void Clear ()
 Removes all items from the T:System.Collections.Generic.ICollection`1. More...
 
bool Contains (KeyValuePair< Symbol, T > item)
 Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value. More...
 
void CopyTo (KeyValuePair< Symbol, T >[] array, int arrayIndex)
 Copies the elements of the T:System.Collections.Generic.ICollection`1 to an T:System.Array, starting at a particular T:System.Array index. More...
 
bool Remove (KeyValuePair< Symbol, T > item)
 Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1. More...
 
override bool Remove (Symbol key)
 Removes the element with the specified key from the System.Collections.Generic.IDictionary<TKey, TValue>. More...
 
bool ContainsKey (Symbol key)
 Determines whether the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key. More...
 
override bool TryGetValue (Symbol key, out T value)
 Gets the value associated with the specified key. More...
 
virtual T GetValue (Symbol key)
 Gets the value associated with the specified key. More...
 

Public Attributes

PyObject DataFrame => _dataframe.Value
 The data frame representation of the option chains More...
 

Properties

new OptionChain this[string ticker] [get, set]
 Gets or sets the OptionChain with the specified ticker. More...
 
new OptionChain this[Symbol symbol] [get, set]
 Gets or sets the OptionChain with the specified Symbol. More...
 
- Properties inherited from QuantConnect.Data.Market.DataDictionary< OptionChain >
DateTime Time [get, set]
 Gets or sets the time associated with this collection of data More...
 
int Count [get]
 Gets the number of elements contained in the T:System.Collections.Generic.ICollection`1. More...
 
override bool IsReadOnly [get]
 Gets a value indicating whether the T:System.Collections.Generic.ICollection`1 is read-only. More...
 
override T this[Symbol symbol] [get, set]
 Gets or sets the element with the specified key. More...
 
ICollection< SymbolKeys [get]
 Gets an T:System.Collections.Generic.ICollection`1 containing the keys of the T:System.Collections.Generic.IDictionary`2. More...
 
ICollection< T > Values [get]
 Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...
 

Additional Inherited Members

- Protected Attributes inherited from QuantConnect.Data.Market.DataDictionary< OptionChain >
override IEnumerable< SymbolGetKeys
 Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More...
 
override IEnumerable< T > GetValues
 Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...
 

Detailed Description

Collection of OptionChain keyed by canonical option symbol

Definition at line 27 of file OptionChains.cs.

Constructor & Destructor Documentation

◆ OptionChains() [1/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( )

Creates a new instance of the OptionChains dictionary

Definition at line 37 of file OptionChains.cs.

◆ OptionChains() [2/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( bool  flatten)

Creates a new instance of the OptionChains dictionary

Definition at line 45 of file OptionChains.cs.

◆ OptionChains() [3/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( DateTime  time,
bool  flatten = true 
)

Creates a new instance of the OptionChains dictionary

Definition at line 53 of file OptionChains.cs.

Member Data Documentation

◆ DataFrame

PyObject QuantConnect.Data.Market.OptionChains.DataFrame => _dataframe.Value

The data frame representation of the option chains

Definition at line 63 of file OptionChains.cs.

Property Documentation

◆ this[string ticker]

new OptionChain QuantConnect.Data.Market.OptionChains.this[string ticker]
getset

Gets or sets the OptionChain with the specified ticker.

Returns
The OptionChain with the specified ticker.
Parameters
tickerThe ticker of the element to get or set.

Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations

Definition at line 73 of file OptionChains.cs.

◆ this[Symbol symbol]

new OptionChain QuantConnect.Data.Market.OptionChains.this[Symbol symbol]
getset

Gets or sets the OptionChain with the specified Symbol.

Returns
The OptionChain with the specified Symbol.
Parameters
symbolThe Symbol of the element to get or set.

Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations

Definition at line 83 of file OptionChains.cs.


The documentation for this class was generated from the following file: