Represents an entire chain of futures contracts for a single underlying This type is IEnumerable<FuturesContract> More...

Inheritance diagram for QuantConnect.Data.Market.FuturesChain:

[legend]

Public Member Functions
	FuturesChain (Symbol canonicalFutureSymbol, DateTime time, bool flatten=true)
	Initializes a new instance of the FuturesChain class More...

	FuturesChain (Symbol canonicalFutureSymbol, DateTime time, IEnumerable< FutureUniverse > contracts, bool flatten=true)
	Initializes a new instance of the FuturesChain class More...

override BaseData	Clone ()
	Return a new instance clone of this object, used in fill forward More...

Public Member Functions inherited from QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts >
TAux	GetAux< TAux > (Symbol symbol)
	Gets the auxiliary data with the specified type and symbol More...

DataDictionary< TAux >	GetAux< TAux > ()
	Gets all auxiliary data of the specified type as a dictionary keyed by symbol More...

Dictionary< Symbol, List< BaseData > >	GetAuxList< TAux > ()
	Gets all auxiliary data of the specified type as a dictionary keyed by symbol More...

List< TAux >	GetAuxList< TAux > (Symbol symbol)
	Gets a list of auxiliary data with the specified type and symbol More...

IEnumerator< T >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts >
PyObject	DataFrame
	The data frame representation of the option chain More...

Protected Member Functions inherited from QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts >
	BaseChain (MarketDataType dataType, bool flatten)
	Initializes a new default instance of the BaseChain<T, TContractsCollection> class More...

	BaseChain (Symbol canonicalOptionSymbol, DateTime time, MarketDataType dataType, bool flatten=true)
	Initializes a new instance of the BaseChain<T, TContractsCollection> class More...

	BaseChain (BaseChain< T, TContractsCollection > other)
	Initializes a new instance of the BaseChain<T, TContractsCollection> class as a copy of the specified chain More...

Properties inherited from QuantConnect.Data.Market.BaseChain< FuturesContract, FuturesContracts >
BaseData	Underlying `[get, set]`
	Gets the most recent trade information for the underlying. This may be a Tick or a TradeBar More...

Ticks	Ticks `[get, protected set]`
	Gets all ticks for every option contract in this chain, keyed by option symbol More...

TradeBars	TradeBars `[get, protected set]`
	Gets all trade bars for every option contract in this chain, keyed by option symbol More...

QuoteBars	QuoteBars `[get, protected set]`
	Gets all quote bars for every option contract in this chain, keyed by option symbol More...

TContractsCollection	Contracts `[get]`
	Gets all contracts in the chain, keyed by option symbol More...

HashSet< Symbol >	FilteredContracts `[get, protected set]`
	Gets the set of symbols that passed the Option.ContractFilter More...

Detailed Description

Represents an entire chain of futures contracts for a single underlying This type is IEnumerable<FuturesContract>

Definition at line 26 of file FuturesChain.cs.

Constructor & Destructor Documentation

◆ FuturesChain() [1/2]

QuantConnect.Data.Market.FuturesChain.FuturesChain	(	Symbol	canonicalFutureSymbol,
		DateTime	time,
		bool	flatten = `true`
	)

Initializes a new instance of the FuturesChain class

Parameters

canonicalFutureSymbol	The symbol for this chain.
time	The time of this chain
flatten	Whether to flatten the data frame

Definition at line 34 of file FuturesChain.cs.

Here is the caller graph for this function:

◆ FuturesChain() [2/2]

QuantConnect.Data.Market.FuturesChain.FuturesChain	(	Symbol	canonicalFutureSymbol,
		DateTime	time,
		IEnumerable< FutureUniverse >	contracts,
		bool	flatten = `true`
	)

Initializes a new instance of the FuturesChain class

Parameters

canonicalFutureSymbol	The symbol for this chain.
time	The time of this chain
contracts	The list of contracts that form this chain
flatten	Whether to flatten the data frame

Definition at line 46 of file FuturesChain.cs.

Member Function Documentation

◆ Clone()

override BaseData QuantConnect.Data.Market.FuturesChain.Clone ( )

Return a new instance clone of this object, used in fill forward

Returns: A clone of the current object

Definition at line 68 of file FuturesChain.cs.

Here is the call graph for this function:

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

Common/Data/Market/FuturesChain.cs