QuantConnect.Interfaces.IOptionChainProvider Interface Reference

Provides the full option chain for a given underlying. More...

Inheritance diagram for QuantConnect.Interfaces.IOptionChainProvider:

Public Member Functions
IEnumerable< Symbol >	GetOptionContractList (Symbol symbol, DateTime date)
	Gets the list of option contracts for a given underlying symbol More...

Detailed Description

Provides the full option chain for a given underlying.

Definition at line 24 of file IOptionChainProvider.cs.

Member Function Documentation

GetOptionContractList()

IEnumerable<Symbol> QuantConnect.Interfaces.IOptionChainProvider.GetOptionContractList	(	Symbol	symbol,
		DateTime	date
	)

Gets the list of option contracts for a given underlying symbol

Parameters

symbol	The option or the underlying symbol to get the option chain for. Providing the option allows targetting an option ticker different than the default e.g. SPXW
date	The date for which to request the option chain (only used in backtesting)

Returns

The list of option contracts

Implemented in QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider, QuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider, QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider, and QuantConnect.Securities.Option.EmptyOptionChainProvider.

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

• Common/Interfaces/IOptionChainProvider.cs