OptionFilterUniverse

QuantConnect.Securities.OptionFilterUniverse

OptionFilterUniverse(option: Option)

OptionFilterUniverse(
    option: Option,
    all_data: List[OptionUniverse],
    underlying: BaseData,
    underlying_scale_factor: float = 1,
)

Bases: ContractSecurityFilterUniverse[QuantConnect_Securities_OptionFilterUniverse, OptionUniverse]

Represents options symbols universe used in filtering.

Constructs OptionFilterUniverse

Parameters:

Name	Type	Description	Default
option	Option	The canonical option chain security	required

underlying_internal

underlying_internal: BaseData

The underlying price data

This codeEntityType is protected.

underlying

underlying: BaseData

The underlying price data

type

type: ContractExpirationType

Expiration Types allowed through the filter Standards only by default

This codeEntityType is protected.

local_time

local_time: datetime

The local exchange current time

ContractExpirationType

Bases: IntEnum

Defines listed contract types with Flags attribute

This codeEntityType is protected.

STANDARD

STANDARD = 1

Standard contracts

WEEKLY

WEEKLY = 2

Non standard weekly contracts

adjust_expiration_reference_date

adjust_expiration_reference_date(
    reference_date: Union[datetime, date],
) -> datetime

Adjusts the date to the next trading day if the current date is not a trading day, so that expiration filter is properly applied. e.g. Selection for Mondays happen on Friday midnight (Saturday start), so if the minimum time to expiration is, say 0, contracts expiring on Monday would be filtered out if the date is not properly adjusted to the next trading day (Monday).

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
reference_date	Union[datetime, date]	The date to be adjusted	required

Returns:

Type	Description
datetime	The adjusted date.

box_spread

box_spread(
    min_days_till_expiry: int = 30, strike_spread: float = 5
) -> OptionFilterUniverse

Sets universe of an OTM call, an ITM call, an OTM put, and an ITM put with the same expiry with closest match to the criteria given. The OTM call has the same strike as the ITM put, while the same holds for the ITM call and the OTM put

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_spread	float	The desire strike price distance of the OTM call and the OTM put from the current underlying price	5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

call_butterfly

call_butterfly(
    min_days_till_expiry: int = 30, strike_spread: float = 5
) -> OptionFilterUniverse

Sets universe of an ITM call, an ATM call, and an OTM call with the same expiry and equal strike price distance, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_spread	float	The desire strike price distance of the ITM call and the OTM call from the current underlying price	5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

call_calendar_spread

call_calendar_spread(
    strike_from_atm: float = 0,
    min_near_days_till_expiry: int = 30,
    min_far_days_till_expiry: int = 60,
) -> OptionFilterUniverse

Sets universe of 2 call contracts with the same strike price and different expiration dates, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
strike_from_atm	float	The desire strike price distance from the current underlying price	0
min_near_days_till_expiry	int	The mininum days till expiry of the closer contract from the current time, closest expiry will be selected	30
min_far_days_till_expiry	int	The mininum days till expiry of the further conrtact from the current time, closest expiry will be selected	60

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

call_ladder

call_ladder(
    min_days_till_expiry: int,
    higher_strike_from_atm: float,
    middle_strike_from_atm: float,
    lower_strike_from_atm: float,
) -> OptionFilterUniverse

Sets universe of 3 call contracts with the same expiry and different strike prices, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	required
higher_strike_from_atm	float	The desire strike price distance from the current underlying price of the higher strike price	required
middle_strike_from_atm	float	The desire strike price distance from the current underlying price of the middle strike price	required
lower_strike_from_atm	float	The desire strike price distance from the current underlying price of the lower strike price	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

calls_only

calls_only() -> OptionFilterUniverse

Sets universe of call options (if any) as a selection

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

call_spread

call_spread(
    min_days_till_expiry: int = 30,
    higher_strike_from_atm: float = 5,
    lower_strike_from_atm: Optional[float] = None,
) -> OptionFilterUniverse

Sets universe of 2 call contracts with the same expiry and different strike prices, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
higher_strike_from_atm	float	The desire strike price distance from the current underlying price of the higher strike price	5
lower_strike_from_atm	Optional[float]	The desire strike price distance from the current underlying price of the lower strike price	None

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

conversion

conversion(
    min_days_till_expiry: int = 30,
    strike_from_atm: float = 5,
) -> OptionFilterUniverse

Sets universe of a call contract and a put contract with the same expiry and strike price, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_from_atm	float	The desire strike price distance from the current underlying price	5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

create_data_instance

create_data_instance(
    symbol: Union[Symbol, str, BaseContract],
) -> OptionUniverse

Creates a new instance of the data type for the given symbol

This codeEntityType is protected.

Returns:

Type	Description
OptionUniverse	A data instance for the given symbol.

d

d(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Delta between the given range. Alias for delta(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum Delta value	required
max	float	The maximum Delta value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

delta

delta(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Delta between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum Delta value	required
max	float	The maximum Delta value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

g

g(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Gamma between the given range. Alias for gamma(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum Gamma value	required
max	float	The maximum Gamma value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

gamma

gamma(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Gamma between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum Gamma value	required
max	float	The maximum Gamma value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

implied_volatility

implied_volatility(
    min: float, max: float
) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with implied volatility between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum implied volatility value	required
max	float	The maximum implied volatility value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

iron_butterfly

iron_butterfly(
    min_days_till_expiry: int = 30, strike_spread: float = 5
) -> OptionFilterUniverse

Sets universe of an OTM call, an ATM call, an ATM put, and an OTM put with the same expiry and equal strike price distance, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_spread	float	The desire strike price distance of the OTM call and the OTM put from the current underlying price	5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

iron_condor

iron_condor(
    min_days_till_expiry: int = 30,
    near_strike_spread: float = 5,
    far_strike_spread: float = 10,
) -> OptionFilterUniverse

Sets universe of a far-OTM call, a near-OTM call, a near-OTM put, and a far-OTM put with the same expiry and equal strike price distance between both calls and both puts, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
near_strike_spread	float	The desire strike price distance of the near-to-expiry call and the near-to-expiry put from the current underlying price	5
far_strike_spread	float	The desire strike price distance of the further-to-expiry call and the further-to-expiry put from the current underlying price	10

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

is_standard

is_standard(
    symbol: Union[Symbol, str, BaseContract],
) -> bool

Determine if the given Option contract symbol is standard

This codeEntityType is protected.

Returns:

Type	Description
bool	True if standard.

iv

iv(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with implied volatility between the given range. Alias for implied_volatility(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum implied volatility value	required
max	float	The maximum implied volatility value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

jelly_roll

jelly_roll(
    strike_from_atm: float = 0,
    min_near_days_till_expiry: int = 30,
    min_far_days_till_expiry: int = 60,
) -> OptionFilterUniverse

Sets universe of 2 call and 2 put contracts with the same strike price and 2 expiration dates, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
strike_from_atm	float	The desire strike price distance from the current underlying price	0
min_near_days_till_expiry	int	The mininum days till expiry of the closer contract from the current time, closest expiry will be selected	30
min_far_days_till_expiry	int	The mininum days till expiry of the further conrtact from the current time, closest expiry will be selected	60

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

naked_call

naked_call(
    min_days_till_expiry: int = 30,
    strike_from_atm: float = 0,
) -> OptionFilterUniverse

Sets universe of a single call contract with the closest match to criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_from_atm	float	The desire strike price distance from the current underlying price	0

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

naked_put

naked_put(
    min_days_till_expiry: int = 30,
    strike_from_atm: float = 0,
) -> OptionFilterUniverse

Sets universe of a single put contract with the closest match to criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_from_atm	float	The desire strike price distance from the current underlying price	0

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

oi

oi(min: int, max: int) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with open interest between the given range. Alias for open_interest(long, long)

Parameters:

Name	Type	Description	Default
min	int	The minimum open interest value	required
max	int	The maximum open interest value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

open_interest

open_interest(min: int, max: int) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with open interest between the given range

Parameters:

Name	Type	Description	Default
min	int	The minimum open interest value	required
max	int	The maximum open interest value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

protective_collar

protective_collar(
    min_days_till_expiry: int = 30,
    call_strike_from_atm: float = 5,
    put_strike_from_atm: float = -5,
) -> OptionFilterUniverse

Sets universe of a call contract and a put contract with the same expiry but lower strike price, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
call_strike_from_atm	float	The desire strike price distance from the current underlying price of the call.	5
put_strike_from_atm	float	The desire strike price distance from the current underlying price of the put.	-5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

put_butterfly

put_butterfly(
    min_days_till_expiry: int = 30, strike_spread: float = 5
) -> OptionFilterUniverse

Sets universe of an ITM put, an ATM put, and an OTM put with the same expiry and equal strike price distance, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
strike_spread	float	The desire strike price distance of the ITM put and the OTM put from the current underlying price	5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

put_calendar_spread

put_calendar_spread(
    strike_from_atm: float = 0,
    min_near_days_till_expiry: int = 30,
    min_far_days_till_expiry: int = 60,
) -> OptionFilterUniverse

Sets universe of 2 put contracts with the same strike price and different expiration dates, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
strike_from_atm	float	The desire strike price distance from the current underlying price	0
min_near_days_till_expiry	int	The mininum days till expiry of the closer contract from the current time, closest expiry will be selected	30
min_far_days_till_expiry	int	The mininum days till expiry of the further conrtact from the current time, closest expiry will be selected	60

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

put_ladder

put_ladder(
    min_days_till_expiry: int,
    higher_strike_from_atm: float,
    middle_strike_from_atm: float,
    lower_strike_from_atm: float,
) -> OptionFilterUniverse

Sets universe of 3 put contracts with the same expiry and different strike prices, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	required
higher_strike_from_atm	float	The desire strike price distance from the current underlying price of the higher strike price	required
middle_strike_from_atm	float	The desire strike price distance from the current underlying price of the middle strike price	required
lower_strike_from_atm	float	The desire strike price distance from the current underlying price of the lower strike price	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

puts_only

puts_only() -> OptionFilterUniverse

Sets universe of put options (if any) as a selection

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

put_spread

put_spread(
    min_days_till_expiry: int = 30,
    higher_strike_from_atm: float = 5,
    lower_strike_from_atm: Optional[float] = None,
) -> OptionFilterUniverse

Sets universe of 2 put contracts with the same expiry and different strike prices, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
higher_strike_from_atm	float	The desire strike price distance from the current underlying price of the higher strike price	5
lower_strike_from_atm	Optional[float]	The desire strike price distance from the current underlying price of the lower strike price	None

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

r

r(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Rho between the given range. Alias for rho(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum Rho value	required
max	float	The maximum Rho value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

refresh

refresh(
    all_contracts_data: List[OptionUniverse],
    underlying: BaseData,
    local_time: Union[datetime, date],
) -> None

Refreshes this option filter universe and allows specifying if the exchange date changed from last call

Parameters:

Name	Type	Description	Default
all_contracts_data	List[OptionUniverse]	All data for the option contracts	required
underlying	BaseData	The current underlying last data point	required
local_time	Union[datetime, date]	The current local time	required

rho

rho(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Rho between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum Rho value	required
max	float	The maximum Rho value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

straddle

straddle(
    min_days_till_expiry: int = 30,
) -> OptionFilterUniverse

Sets universe of an ATM call contract and an ATM put contract with the same expiry, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

strangle

strangle(
    min_days_till_expiry: int = 30,
    call_strike_from_atm: float = 5,
    put_strike_from_atm: float = -5,
) -> OptionFilterUniverse

Sets universe of an OTM call contract and an OTM put contract with the same expiry, with closest match to the criteria given

Parameters:

Name	Type	Description	Default
min_days_till_expiry	int	The minimum days till expiry from the current time, closest expiry will be selected	30
call_strike_from_atm	float	The desire strike price distance from the current underlying price of the OTM call. It must be positive.	5
put_strike_from_atm	float	The desire strike price distance from the current underlying price of the OTM put. It must be negative.	-5

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

strikes

strikes(
    min_strike: int, max_strike: int
) -> OptionFilterUniverse

Applies filter selecting options contracts based on a range of strikes in relative terms

Parameters:

Name	Type	Description	Default
min_strike	int	The minimum strike relative to the underlying price, for example, -1 would filter out contracts further than 1 strike below market price	required
max_strike	int	The maximum strike relative to the underlying price, for example, +1 would filter out contracts further than 1 strike above market price	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

t

t(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Theta between the given range. Alias for theta(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum Theta value	required
max	float	The maximum Theta value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

theta

theta(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Theta between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum Theta value	required
max	float	The maximum Theta value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

v

v(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Vega between the given range. Alias for vega(decimal, decimal)

Parameters:

Name	Type	Description	Default
min	float	The minimum Vega value	required
max	float	The maximum Vega value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

vega

vega(min: float, max: float) -> OptionFilterUniverse

Applies the filter to the universe selecting the contracts with Vega between the given range

Parameters:

Name	Type	Description	Default
min	float	The minimum Vega value	required
max	float	The maximum Vega value	required

Returns:

Type	Description
OptionFilterUniverse	Universe with filter applied.

contracts

contracts(
    contracts: Any,
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

contracts(
    contracts: List[Symbol],
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

contracts(
    contracts: List[
        QuantConnect_Securities_ContractSecurityFilterUniverse_TData
    ],
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

contracts(
    contract_selector: Callable[
        [
            List[
                QuantConnect_Securities_ContractSecurityFilterUniverse_TData
            ]
        ],
        List[Symbol],
    ],
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

contracts(
    contract_selector: Callable[
        [
            List[
                QuantConnect_Securities_ContractSecurityFilterUniverse_TData
            ]
        ],
        List[
            QuantConnect_Securities_ContractSecurityFilterUniverse_TData
        ],
    ],
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Signature descriptions:

• Explicitly sets the selected contract symbols for this universe. This overrides and and all other methods of selecting symbols assuming it is called last.

• Sets a function used to filter the set of available contract filters. The input to the 'contract_selector' function will be the already filtered list if any other filters have already been applied.

Parameters:

Name	Type	Description	Default
contracts	Optional[Any | List[Symbol] | List[QuantConnect_Securities_ContractSecurityFilterUniverse_TData]]	The option contract symbol objects to select	None
contract_selector	Optional[Callable[[List[QuantConnect_Securities_ContractSecurityFilterUniverse_TData]], List[Symbol]] | Callable[[List[QuantConnect_Securities_ContractSecurityFilterUniverse_TData]], List[QuantConnect_Securities_ContractSecurityFilterUniverse_TData]]]	The option contract symbol objects to select	None

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

expiration

expiration(
    min_expiry: timedelta, max_expiry: timedelta
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

expiration(
    min_expiry_days: int, max_expiry_days: int
) -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Signature descriptions:

• Applies filter selecting options contracts based on a range of expiration dates relative to the current day

• Applies filter selecting contracts based on a range of expiration dates relative to the current day

Parameters:

Name	Type	Description	Default
min_expiry	Optional[timedelta]	The minimum time until expiry to include, for example, TimeSpan.FromDays(10)	None
max_expiry	Optional[timedelta]	The maximum time until expiry to include, for example, TimeSpan.FromDays(10)	None
min_expiry_days	Optional[int]	The minimum time, expressed in days, until expiry to include, for example, 10	None
max_expiry_days	Optional[int]	The maximum time, expressed in days, until expiry to include, for example, 10	None

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

__iter__

__iter__() -> (
    Iterator[
        QuantConnect_Securities_ContractSecurityFilterUniverse_TData
    ]
)

back_month

back_month() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Returns first of back month contracts

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

back_months

back_months() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Returns a list of back month contracts

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

front_month

front_month() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Returns front month contract

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

get_enumerator

get_enumerator() -> (
    IEnumerator[
        QuantConnect_Securities_ContractSecurityFilterUniverse_TData
    ]
)

IEnumerable interface method implementation

Returns:

Type	Description
IEnumerator[QuantConnect_Securities_ContractSecurityFilterUniverse_TData]	IEnumerator of Symbols in Universe.

include_weeklys

include_weeklys() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Includes universe of non-standard weeklys contracts (if any) into selection

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

only_apply_filter_at_market_open

only_apply_filter_at_market_open() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Instructs the engine to only filter contracts on the first time step of each market day.

Deprecated as of 2023-12-13. Filters are always non-dynamic as of now, which means they will only bee applied daily.

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

standards_only

standards_only() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Sets universe of standard contracts (if any) as selection Contracts by default are standards; only needed to switch back if changed

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.

weeklys_only

weeklys_only() -> (
    QuantConnect_Securities_ContractSecurityFilterUniverse_T
)

Sets universe of weeklys contracts (if any) as selection

Returns:

Type	Description
QuantConnect_Securities_ContractSecurityFilterUniverse_T	Universe with filter applied.