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QuantConnect.Data.Market.OptionChains Class Reference

Collection of OptionChain keyed by canonical option symbol More...

Inheritance diagram for QuantConnect.Data.Market.OptionChains:
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Public Member Functions

 OptionChains ()
 Creates a new instance of the OptionChains dictionary More...
 
 OptionChains (bool flatten)
 Creates a new instance of the OptionChains dictionary More...
 
 OptionChains (DateTime time, bool flatten=true)
 Creates a new instance of the OptionChains dictionary More...
 

Additional Inherited Members

- Public Attributes inherited from QuantConnect.Data.Market.BaseChains< OptionChain, OptionContract, OptionContracts >
PyObject DataFrame
 The data frame representation of the option chains More...
 
- Protected Member Functions inherited from QuantConnect.Data.Market.BaseChains< OptionChain, OptionContract, OptionContracts >
 BaseChains ()
 Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More...
 
 BaseChains (bool flatten)
 Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More...
 
 BaseChains (DateTime time, bool flatten)
 Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More...
 

Detailed Description

Collection of OptionChain keyed by canonical option symbol

Definition at line 23 of file OptionChains.cs.

Constructor & Destructor Documentation

◆ OptionChains() [1/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( )

Creates a new instance of the OptionChains dictionary

Definition at line 28 of file OptionChains.cs.

◆ OptionChains() [2/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( bool  flatten)

Creates a new instance of the OptionChains dictionary

Definition at line 35 of file OptionChains.cs.

◆ OptionChains() [3/3]

QuantConnect.Data.Market.OptionChains.OptionChains ( DateTime  time,
bool  flatten = true 
)

Creates a new instance of the OptionChains dictionary

Definition at line 43 of file OptionChains.cs.


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