OptionSymbolProperties
OptionSymbolProperties(
description: str,
quote_currency: str,
contract_multiplier: float,
pip_size: float,
lot_size: float,
)
OptionSymbolProperties(properties: SymbolProperties)
Bases: SymbolProperties
Represents common properties for a specific option contract
Signature descriptions:
-
Creates an instance of the OptionSymbolProperties class
-
Creates an instance of the OptionSymbolProperties class from SymbolProperties class
contract_multiplier: float
The contract multiplier for the security
contract_unit_of_trade: int
When the holder of an equity option exercises one contract, or when the writer of an equity option is assigned an exercise notice on one contract, this unit of trade, usually 100 shares of the underlying security, changes hands.
description: str
The description of the security
quote_currency: str
The quote currency of the security
minimum_price_variation: float
The minimum price variation (tick size) for the security
lot_size: float
The lot size (lot size of the order) for the security
market_ticker: str
The market ticker
minimum_order_size: Optional[float]
The minimum order size allowed For crypto/forex pairs it's expected to be expressed in base or quote currency i.e For BTC/USD the minimum order size allowed with Coinbase is 0.0001 BTC while on Binance the minimum order size allowed is 10 USD
price_magnifier: float
Allows normalizing live asset prices to US Dollars for Lean consumption. In some exchanges, for some securities, data is expressed in cents like for example for corn futures ('ZC').
strike_multiplier: float
Scale factor for option's strike price. For some options, such as NQX, the strike price is based on a fraction of the underlying, thus this paramater scales the strike price so that it can be used in comparation with the underlying such as in OptionFilterUniverse.strikes(int, int)
get_default(quote_currency: str) -> SymbolProperties
Gets a default instance of the SymbolProperties class for the specified quote_currency
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
quote_currency
|
str
|
The quote currency of the symbol |
required |
Returns:
| Type | Description |
|---|---|
SymbolProperties
|
A default instance of theSymbolProperties class. |
to_string() -> str
The string representation of these symbol properties