QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider Class Reference

An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider. More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider:

Public Member Functions
	CachingOptionChainProvider (IOptionChainProvider optionChainProvider)
	Initializes a new instance of the CachingOptionChainProvider class More...
IEnumerable< Symbol >	GetOptionContractList (Symbol symbol, DateTime date)
	Gets the list of option contracts for a given underlying symbol More...

Detailed Description

An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider.

Definition at line 27 of file CachingOptionChainProvider.cs.

Constructor & Destructor Documentation

CachingOptionChainProvider()

QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider.CachingOptionChainProvider

(

IOptionChainProvider

optionChainProvider

)

Initializes a new instance of the CachingOptionChainProvider class

Parameters

optionChainProvider

Definition at line 36 of file CachingOptionChainProvider.cs.

Member Function Documentation

GetOptionContractList()

IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider.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

Implements QuantConnect.Interfaces.IOptionChainProvider.

Definition at line 48 of file CachingOptionChainProvider.cs.

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

• Engine/DataFeeds/CachingOptionChainProvider.cs