QuantConnect.Interfaces.IFutureChainProvider Interface Reference

Provides the full future chain for a given underlying. More...

Inheritance diagram for QuantConnect.Interfaces.IFutureChainProvider:

Public Member Functions
IEnumerable< Symbol >	GetFutureContractList (Symbol symbol, DateTime date)
	Gets the list of future contracts for a given underlying symbol More...

Detailed Description

Provides the full future chain for a given underlying.

Definition at line 24 of file IFutureChainProvider.cs.

Member Function Documentation

GetFutureContractList()

IEnumerable<Symbol> QuantConnect.Interfaces.IFutureChainProvider.GetFutureContractList	(	Symbol	symbol,
		DateTime	date
	)

Gets the list of future contracts for a given underlying symbol

Parameters

symbol	The underlying symbol
date	The date for which to request the future chain (only used in backtesting)

Returns

The list of future contracts

Implemented in QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider, QuantConnect.Lean.Engine.DataFeeds.LiveFutureChainProvider, QuantConnect.Securities.Future.EmptyFutureChainProvider, and QuantConnect.Lean.Engine.DataFeeds.BacktestingFutureChainProvider.

---

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

• Common/Interfaces/IFutureChainProvider.cs