Lean
$LEAN_TAG$
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Index Option Symbol More...
Static Public Member Functions | |
static bool | IsStandard (Symbol symbol) |
Determines if the Index Option Symbol is for a monthly contract More... | |
static bool | IsIndexOption (string ticker) |
Checks if the ticker provided is a supported Index Option More... | |
static string | MapToUnderlying (string indexOption) |
Maps an index option ticker to its underlying index ticker More... | |
static DateTime | GetLastTradingDate (string ticker, DateTime expirationDate) |
Returns the last trading date for the given index option ticker and expiration date More... | |
static DateTime | GetExpiryDate (string ticker, DateTime lastTradingDate) |
Returns the expiry date for the given index option ticker and last trading date More... | |
Static Public Attributes | |
static readonly HashSet< string > | SupportedIndexOptionTickers |
Supported index option tickers More... | |
Index Option Symbol
Definition at line 26 of file IndexOptionSymbol.cs.
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Determines if the Index Option Symbol is for a monthly contract
symbol | Index Option Symbol |
Definition at line 62 of file IndexOptionSymbol.cs.
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Checks if the ticker provided is a supported Index Option
ticker | Ticker of the index option |
This is only used in IB brokerage, since they don't distinguish index options from regular equity options. When we do the conversion from a contract to a SecurityType, the only information we're provided that can reverse it to the SecurityType.IndexOption enum value is the ticker.
Definition at line 94 of file IndexOptionSymbol.cs.
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Maps an index option ticker to its underlying index ticker
indexOption | Index option ticker to map to the underlying |
Definition at line 104 of file IndexOptionSymbol.cs.
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Returns the last trading date for the given index option ticker and expiration date
This is useful for IB brokerage
Definition at line 118 of file IndexOptionSymbol.cs.
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Returns the expiry date for the given index option ticker and last trading date
This is useful for IB brokerage
Definition at line 127 of file IndexOptionSymbol.cs.
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Supported index option tickers
Definition at line 53 of file IndexOptionSymbol.cs.