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 string | GenerateOptionTickerOSICompact (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 | GenerateOptionTickerOSICompact (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 bool | TryDecomposeOptionTickerOSI (string ticker, out string optionTicker, out DateTime expiry, out OptionRight right, out decimal strike) |
| | Tries to decompose the specified OSI options ticker into its components More...
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| static bool | TryDecomposeOptionTickerOSI (string ticker, SecurityType securityType, out string optionTicker, out string underlyingTicker, out DateTime expiry, out OptionRight right, out decimal strike) |
| | Tries to decompose the specified OSI options ticker into its components 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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| static IReadOnlyDictionary< string, Tuple< int, OptionRight > > | OptionCodeLookup [get] |
| | A dictionary that maps option symbols to a tuple containing the option series number and the option right (Call or Put). The key represents a single character option symbol, and the value contains the series number and the associated option right. More...
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| static IReadOnlyDictionary< string, int > | FuturesMonthCodeLookup [get] |
| | Provides a lookup dictionary for mapping futures month codes to their corresponding numeric values. More...
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| static IReadOnlyDictionary< int, string > | FuturesMonthLookup = FuturesMonthCodeLookup.ToDictionary(kv => kv.Value, kv => kv.Key) [get] |
| | Provides a lookup dictionary for mapping numeric values to their corresponding futures month codes. More...
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Public static helper class that does parsing/generation of symbol representations (options, futures)
Definition at line 34 of file SymbolRepresentation.cs.
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
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- Returns
- Results containing 1) underlying name, 2) short expiration year, 3) expiration month
Definition at line 104 of file SymbolRepresentation.cs.
| IReadOnlyDictionary<string, Tuple<int, OptionRight> > QuantConnect.SymbolRepresentation.OptionCodeLookup |
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staticget |
Initial value:= new Dictionary<string, Tuple<int, OptionRight>>
{
}
A dictionary that maps option symbols to a tuple containing the option series number and the option right (Call or Put). The key represents a single character option symbol, and the value contains the series number and the associated option right.
The dictionary is designed to map each option symbol (e.g., "A", "M", "B", etc.) to an option series number and the corresponding option right (either a Call or Put). The series number determines the group of options the symbol belongs to, and the option right indicates whether the option is a Call (buyer has the right to buy) or Put (buyer has the right to sell).
Definition at line 557 of file SymbolRepresentation.cs.
1.8.17