IDerivativeSecurityFilter

QuantConnect.Securities.IDerivativeSecurityFilter

Bases: Generic[QuantConnect_Securities_IDerivativeSecurityFilter_T]

Filters a set of derivative symbols using the underlying price data.

asynchronous

asynchronous: bool

True if this universe filter can run async in the data stack

filter

filter(
    universe: IDerivativeSecurityFilterUniverse[
        QuantConnect_Securities_IDerivativeSecurityFilter_T
    ],
) -> IDerivativeSecurityFilterUniverse[
    QuantConnect_Securities_IDerivativeSecurityFilter_T
]

Filters the input set of symbols represented by the universe

Parameters:

Name	Type	Description	Default
universe	IDerivativeSecurityFilterUniverse[QuantConnect_Securities_IDerivativeSecurityFilter_T]	derivative symbols universe used in filtering	required

Returns:

Type	Description
IDerivativeSecurityFilterUniverse[QuantConnect_Securities_IDerivativeSecurityFilter_T]	The filtered set of symbols.