OptionHistory

QuantConnect.Research.OptionHistory

OptionHistory(data: List[Slice])

Bases: DataHistory[Slice]

Class to manage information from History Request of Options

Create a new instance of OptionHistory.

Parameters:

Name	Type	Description	Default
data	List[Slice]		required

data

data: Iterable[QuantConnect_Data_DataHistory_T]

The data we hold

This codeEntityType is protected.

count

count: int

The current data point count

data_frame

data_frame: Any

This data pandas data frame

get_all_data

get_all_data() -> Any

Gets all data from the History Request that are written in a pandas.DataFrame

Please use the 'DataFrame' property

get_expiry_dates

get_expiry_dates() -> Any

Gets all expiry dates in the option history

get_strikes

get_strikes() -> Any

Gets all strikes in the option history

__iter__

__iter__() -> Iterator[QuantConnect_Data_DataHistory_T]

get_enumerator

get_enumerator() -> (
    IEnumerator[QuantConnect_Data_DataHistory_T]
)

Returns an enumerator for the data

to_string

to_string() -> str

Default to string implementation