Public static helper class that does parsing/generation of symbol representations (options, futures)
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static FutureTickerProperties | ParseFutureTicker (string ticker) |
| Function returns underlying name, expiration year, expiration month, expiration day for the future contract ticker. Function detects if the format used is either 1 or 2 digits year, and if day code is present (will default to 1rst day of month). Returns null, if parsing failed. Format [Ticker][2 digit day code OPTIONAL][1 char month code][2/1 digit year code] More...
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static Symbol | ParseFutureSymbol (string ticker, int? futureYear=null) |
| Helper method to parse and generate a future symbol from a given user friendly representation More...
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static Symbol | ParseFutureOptionSymbol (string ticker, int strikeScale=1) |
| Creates a future option Symbol from the provided ticker More...
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static string | GenerateFutureTicker (string underlying, DateTime expiration, bool doubleDigitsYear=true, bool includeExpirationDate=true) |
| Returns future symbol ticker from underlying and expiration date. Function can generate tickers of two formats: one and two digits year. Format [Ticker][2 digit day code][1 char month code][2/1 digit year code], more information at http://help.tradestation.com/09_01/tradestationhelp/symbology/futures_symbology.htm More...
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static string | GenerateOptionTickerOSI (this Symbol symbol) |
| Returns option symbol ticker in accordance with OSI symbology More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf More...
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static string | GenerateOptionTickerOSI (string underlying, OptionRight right, decimal strikePrice, DateTime expiration) |
| Returns option symbol ticker in accordance with OSI symbology More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf More...
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static Symbol | ParseOptionTickerOSI (string ticker, SecurityType securityType=SecurityType.Option, string market=Market.USA) |
| Parses the specified OSI options ticker into a Symbol object More...
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static Symbol | ParseOptionTickerOSI (string ticker, SecurityType securityType, OptionStyle optionStyle, string market) |
| Parses the specified OSI options ticker into a Symbol object More...
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static string | GenerateOptionTicker (Symbol symbol) |
| Function returns option ticker from IQFeed option ticker For example CSCO1220V19 Cisco October Put at 19.00 Expiring on 10/20/12 Symbology details: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support%C2%A7ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock More...
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static OptionTickerProperties | ParseOptionTickerIQFeed (string ticker) |
| Function returns option contract parameters (underlying name, expiration date, strike, right) from IQFeed option ticker Symbology details: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support%C2%A7ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock More...
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Public static helper class that does parsing/generation of symbol representations (options, futures)
Definition at line 32 of file SymbolRepresentation.cs.
◆ ParseFutureTicker()
Function returns underlying name, expiration year, expiration month, expiration day for the future contract ticker. Function detects if the format used is either 1 or 2 digits year, and if day code is present (will default to 1rst day of month). Returns null, if parsing failed. Format [Ticker][2 digit day code OPTIONAL][1 char month code][2/1 digit year code]
- Parameters
-
- Returns
- Results containing 1) underlying name, 2) short expiration year, 3) expiration month
Definition at line 101 of file SymbolRepresentation.cs.
◆ ParseFutureSymbol()
static Symbol QuantConnect.SymbolRepresentation.ParseFutureSymbol |
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string |
ticker, |
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int? |
futureYear = null |
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static |
Helper method to parse and generate a future symbol from a given user friendly representation
- Parameters
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ticker | The future ticker, for example 'ESZ1' |
futureYear | Clarifies the year for the current future |
- Returns
- The future symbol or null if failed
Definition at line 153 of file SymbolRepresentation.cs.
◆ ParseFutureOptionSymbol()
static Symbol QuantConnect.SymbolRepresentation.ParseFutureOptionSymbol |
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string |
ticker, |
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int |
strikeScale = 1 |
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) |
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static |
Creates a future option Symbol from the provided ticker
- Parameters
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ticker | The future option ticker, for example 'ESZ0 P3590' |
strikeScale | Optional the future option strike scale factor |
Definition at line 183 of file SymbolRepresentation.cs.
◆ GenerateFutureTicker()
static string QuantConnect.SymbolRepresentation.GenerateFutureTicker |
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string |
underlying, |
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DateTime |
expiration, |
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bool |
doubleDigitsYear = true , |
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bool |
includeExpirationDate = true |
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) |
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static |
Returns future symbol ticker from underlying and expiration date. Function can generate tickers of two formats: one and two digits year. Format [Ticker][2 digit day code][1 char month code][2/1 digit year code], more information at http://help.tradestation.com/09_01/tradestationhelp/symbology/futures_symbology.htm
- Parameters
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underlying | String underlying |
expiration | Expiration date |
doubleDigitsYear | True if year should represented by two digits; False - one digit |
includeExpirationDate | True if expiration date should be included |
- Returns
- The user friendly future ticker
Definition at line 253 of file SymbolRepresentation.cs.
◆ GenerateOptionTickerOSI() [1/2]
static string QuantConnect.SymbolRepresentation.GenerateOptionTickerOSI |
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this Symbol |
symbol | ) |
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static |
◆ GenerateOptionTickerOSI() [2/2]
static string QuantConnect.SymbolRepresentation.GenerateOptionTickerOSI |
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string |
underlying, |
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OptionRight |
right, |
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decimal |
strikePrice, |
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DateTime |
expiration |
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) |
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static |
◆ ParseOptionTickerOSI() [1/2]
Parses the specified OSI options ticker into a Symbol object
- Parameters
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ticker | The OSI compliant option ticker string |
securityType | The security type |
market | The associated market |
- Returns
- Symbol object for the specified OSI option ticker string
Definition at line 328 of file SymbolRepresentation.cs.
◆ ParseOptionTickerOSI() [2/2]
static Symbol QuantConnect.SymbolRepresentation.ParseOptionTickerOSI |
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string |
ticker, |
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SecurityType |
securityType, |
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OptionStyle |
optionStyle, |
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string |
market |
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) |
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static |
Parses the specified OSI options ticker into a Symbol object
- Parameters
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ticker | The OSI compliant option ticker string |
securityType | The security type |
market | The associated market |
optionStyle | The option style |
- Returns
- Symbol object for the specified OSI option ticker string
Definition at line 341 of file SymbolRepresentation.cs.
◆ GenerateOptionTicker()
static string QuantConnect.SymbolRepresentation.GenerateOptionTicker |
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Symbol |
symbol | ) |
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static |
◆ ParseOptionTickerIQFeed()
The documentation for this class was generated from the following file: