DerivativeUniverseData

QuantConnect.Data.UniverseSelection.DerivativeUniverseData

DerivativeUniverseData(open_interest: OpenInterest)

DerivativeUniverseData(trade_bar: TradeBar)

DerivativeUniverseData(quote_bar: QuoteBar)

Bases: Object

Represents derivative market data including trade and open interest information.

Signature descriptions:

• Initializes a new instance of DerivativeUniverseData using open interest data.

• Initializes a new instance of DerivativeUniverseData using trade bar data.

• Initializes a new instance of DerivativeUniverseData using quote bar data.

Parameters:

Name	Type	Description	Default
open_interest	Optional[OpenInterest]	The open interest data.	None
trade_bar	Optional[TradeBar]	The trade bar data.	None
quote_bar	Optional[QuoteBar]	The quote bar data.	None

to_csv

to_csv() -> str

Converts the current data to a CSV format string.

Returns:

Type	Description
str	A CSV formatted string representing the data.

update_by_open_interest

update_by_open_interest(
    open_interest: OpenInterest,
) -> None

Updates the instance with new open interest data.

Parameters:

Name	Type	Description	Default
open_interest	OpenInterest	The new open interest data.	required

update_by_quote_bar

update_by_quote_bar(quote_bar: QuoteBar) -> None

Updates the instance with new quote bar data.

Parameters:

Name	Type	Description	Default
quote_bar	QuoteBar	The new quote bar data.	required

update_by_trade_bar

update_by_trade_bar(trade_bar: TradeBar) -> None

Updates the instance with new trade bar data.

Parameters:

Name	Type	Description	Default
trade_bar	TradeBar	The new trade bar data.	required