FuturesChains

QuantConnect.Data.Market.FuturesChains

FuturesChains()

FuturesChains(flatten: bool)

FuturesChains(
    time: Union[datetime, date], flatten: bool = True
)

Bases: BaseChains[FuturesChain, FuturesContract, FuturesContracts]

Collection of FuturesChain keyed by canonical futures symbol

Creates a new instance of the FuturesChains dictionary

time

time: datetime

Gets or sets the time associated with this collection of data

data_frame

data_frame: Any

The data frame representation of the option chains

__getitem__

__getitem__(
    symbol: Union[Symbol, str, BaseContract],
) -> QuantConnect_Data_Market_DataDictionary_T

Gets or sets the element with the specified key.

__setitem__

__setitem__(
    symbol: Union[Symbol, str, BaseContract],
    value: QuantConnect_Data_Market_DataDictionary_T,
) -> None

Gets or sets the element with the specified key.

get_value

get_value(
    key: Union[Symbol, str, BaseContract],
) -> QuantConnect_Data_Market_DataDictionary_T

Gets the value associated with the specified key.