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OptionChains

QuantConnect.Data.Market.OptionChains

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

Bases: BaseChains[OptionChain, OptionContract, OptionContracts]

Collection of OptionChain keyed by canonical option symbol

Creates a new instance of the OptionChains 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

remove

remove(key: Union[Symbol, str, BaseContract]) -> bool
remove(item: KeyValuePair[Symbol, OptionChain]) -> bool

Signature descriptions:

  • Removes the element with the specified key, converting to canonical if needed.

  • Removes the specific key-value pair, converting key to canonical if needed.

__getitem__

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

Gets or sets the OptionChain for the symbol, converting to canonical if needed.

__setitem__

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

Gets or sets the OptionChain for the symbol, converting to canonical if needed.

add

add(
    key: Union[Symbol, str, BaseContract],
    value: OptionChain,
) -> None

Adds the specified symbol and chain to the dictionary, converting to canonical if needed.

contains

contains(item: KeyValuePair[Symbol, OptionChain]) -> bool

Determines if the dictionary contains the specific key-value pair, converting key to canonical if needed.

contains_key

contains_key(key: Union[Symbol, str, BaseContract]) -> bool

Checks if an OptionChain exists for the given symbol. Converts to the canonical option symbol first if needed.

try_get_value

try_get_value(
    key: Union[Symbol, str, BaseContract],
    value: Optional[OptionChain],
) -> Tuple[bool, OptionChain]

Tries to get the OptionChain for the given symbol. Converts to the canonical option symbol if needed before attempting retrieval.

get_value

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

Gets the value associated with the specified key.