QuantConnect.Securities.Option.OptionSymbol Class Reference

Static class contains common utility methods specific to symbols representing the option contracts More...

Static Public Member Functions
static bool	IsStandardContract (Symbol symbol)
	Returns true if the option is a standard contract that expires 3rd Friday of the month More...
static bool	IsStandard (Symbol symbol)
	Returns true if the option is a standard contract that expires 3rd Friday of the month More...
static bool	IsWeekly (Symbol symbol)
	Returns true if the option is a weekly contract that expires on Friday , except 3rd Friday of the month More...
static string	MapToUnderlying (string optionTicker, SecurityType securityType)
	Maps the option ticker to it's underlying More...
static DateTime	GetLastDayOfTrading (Symbol symbol)
	Returns the last trading date for the option contract More...
static DateTime	GetSettlementDateTime (Symbol symbol)
	Returns the settlement date time of the option contract. More...
static bool	IsOptionContractExpired (Symbol symbol, DateTime currentTimeUtc)
	Returns true if the option contract is expired at the specified time More...

Detailed Description

Static class contains common utility methods specific to symbols representing the option contracts

Definition at line 27 of file OptionSymbol.cs.

Member Function Documentation

IsStandardContract()

static bool QuantConnect.Securities.Option.OptionSymbol.IsStandardContract ( Symbol  symbol )

static

Returns true if the option is a standard contract that expires 3rd Friday of the month

Parameters

symbol

Option symbol

Returns

Definition at line 36 of file OptionSymbol.cs.

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IsStandard()

static bool QuantConnect.Securities.Option.OptionSymbol.IsStandard ( Symbol  symbol )

static

Returns true if the option is a standard contract that expires 3rd Friday of the month

Parameters

symbol

Option symbol

Returns

Definition at line 46 of file OptionSymbol.cs.

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IsWeekly()

static bool QuantConnect.Securities.Option.OptionSymbol.IsWeekly ( Symbol  symbol )

static

Returns true if the option is a weekly contract that expires on Friday , except 3rd Friday of the month

Parameters

symbol

Option symbol

Returns

Definition at line 66 of file OptionSymbol.cs.

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MapToUnderlying()

static string QuantConnect.Securities.Option.OptionSymbol.MapToUnderlying ( string  optionTicker, SecurityType  securityType  )

static

Maps the option ticker to it's underlying

Parameters

optionTicker	The option ticker to map
securityType	The security type of the option or underlying

Returns

The underlying ticker

Definition at line 77 of file OptionSymbol.cs.

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GetLastDayOfTrading()

static DateTime QuantConnect.Securities.Option.OptionSymbol.GetLastDayOfTrading ( Symbol  symbol )

static

Returns the last trading date for the option contract

Parameters

symbol

Option symbol

Returns

Definition at line 96 of file OptionSymbol.cs.

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GetSettlementDateTime()

static DateTime QuantConnect.Securities.Option.OptionSymbol.GetSettlementDateTime ( Symbol  symbol )

static

Returns the settlement date time of the option contract.

Parameters

symbol

The option contract symbol

Returns

The settlement date time

Definition at line 129 of file OptionSymbol.cs.

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IsOptionContractExpired()

static bool QuantConnect.Securities.Option.OptionSymbol.IsOptionContractExpired ( Symbol  symbol, DateTime  currentTimeUtc  )

static

Returns true if the option contract is expired at the specified time

Parameters

symbol	The option contract symbol
currentTimeUtc	The current time (UTC)

Returns

True if the option contract is expired at the specified time, false otherwise

Definition at line 151 of file OptionSymbol.cs.

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

• Common/Securities/Option/OptionSymbol.cs