Skip to content

EmptyOptionChainProvider

QuantConnect.Securities.Option.EmptyOptionChainProvider

Bases: Object, IOptionChainProvider

An implementation of IOptionChainProvider that always returns an empty list of contracts

get_option_contract_list

get_option_contract_list(
    symbol: Union[Symbol, str, BaseContract],
    date: Union[datetime, date],
) -> Iterable[Symbol]

Gets the list of option contracts for a given underlying symbol

Parameters:

Name Type Description Default
symbol Union[Symbol, str, BaseContract]

The underlying symbol

required
date Union[datetime, date]

The date for which to request the option chain (only used in backtesting)

required

Returns:

Type Description
Iterable[Symbol]

The list of option contracts.