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QuantConnect.Interfaces.IOptionChainProvider Interface Reference

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

Inheritance diagram for QuantConnect.Interfaces.IOptionChainProvider:
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Public Member Functions

IEnumerable< SymbolGetOptionContractList (Symbol symbol, DateTime date)
 Gets the list of option contracts for a given underlying symbol More...
 

Detailed Description

Provides the full option chain for a given underlying.

Definition at line 24 of file IOptionChainProvider.cs.

Member Function Documentation

◆ GetOptionContractList()

IEnumerable<Symbol> QuantConnect.Interfaces.IOptionChainProvider.GetOptionContractList ( Symbol  symbol,
DateTime  date 
)

Gets the list of option contracts for a given underlying symbol

Parameters
symbolThe 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
dateThe date for which to request the option chain (only used in backtesting)
Returns
The list of option contracts

Implemented in QuantConnect.Lean.Engine.DataFeeds.LiveOptionChainProvider, QuantConnect.Lean.Engine.DataFeeds.BacktestingOptionChainProvider, QuantConnect.Lean.Engine.DataFeeds.CachingOptionChainProvider, and QuantConnect.Securities.Option.EmptyOptionChainProvider.

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