FuturesOptionsUnderlyingMapper

QuantConnect.Securities.FutureOption.FuturesOptionsUnderlyingMapper

Bases: Object

Creates the underlying Symbol that corresponds to a futures options contract

get_future_contract_month_no_rules_applied

get_future_contract_month_no_rules_applied(
    canonical_future_symbol: Union[
        Symbol, str, BaseContract
    ],
    future_option_expiration_date: Union[datetime, date],
) -> datetime

Gets the theoretical (i.e. intermediate/naive) future contract month if we assumed a 1-1 mapping between FOPs contract months and Futures contract months, i.e. they share the same contract month.

Parameters:

Name	Type	Description	Default
canonical_future_symbol	Union[Symbol, str, BaseContract]	Canonical future Symbol	required
future_option_expiration_date	Union[datetime, date]	Future Option Expiration Date	required

Returns:

Type	Description
datetime	Contract month assuming that the Future Option and Future share the same contract month.

get_underlying_future_from_future_option

get_underlying_future_from_future_option(
    future_option_ticker: str,
    market: str,
    future_option_expiration: Union[datetime, date],
    date: Optional[datetime] = None,
) -> Symbol

Gets the FOP's underlying Future. The underlying Future's contract month might not match the contract month of the Future Option when providing CBOT or COMEX based FOPs contracts to this method.

Parameters:

Name	Type	Description	Default
future_option_ticker	str	Future option ticker	required
market	str	Market of the Future Option	required
future_option_expiration	Union[datetime, date]	Expiration date of the future option	required
date	Optional[datetime]	Date to search the future chain provider with. Optional, but required for CBOT based contracts	None

Returns:

Type	Description
Symbol	Symbol if there is an underlying for the FOP, null if there's no underlying found for the Future Option.