SymbolRepresentation

QuantConnect.SymbolRepresentation

Bases: Object

Public static helper class that does parsing/generation of symbol representations (options, futures)

OPTION_CODE_LOOKUP

OPTION_CODE_LOOKUP: IReadOnlyDictionary[
    str, Tuple[int, OptionRight]
]

A dictionary that maps option symbols to a tuple containing the option series number and the option right (Call or Put). The key represents a single character option symbol, and the value contains the series number and the associated option right.

FUTURES_MONTH_CODE_LOOKUP

FUTURES_MONTH_CODE_LOOKUP: IReadOnlyDictionary[str, int]

Provides a lookup dictionary for mapping futures month codes to their corresponding numeric values.

FUTURES_MONTH_LOOKUP

FUTURES_MONTH_LOOKUP: IReadOnlyDictionary[int, str]

Provides a lookup dictionary for mapping numeric values to their corresponding futures month codes.

FutureTickerProperties

Bases: Object

Class contains future ticker properties returned by ParseFutureTicker()

underlying

underlying: str

Underlying name

expiration_year_short

expiration_year_short: int

Short expiration year

expiration_year_short_length

expiration_year_short_length: int

Short expiration year digits

expiration_month

expiration_month: int

Expiration month

expiration_day

expiration_day: int

Expiration day

OptionTickerProperties

Bases: Object

Class contains option ticker properties returned by ParseOptionTickerIQFeed()

underlying

underlying: str

Underlying name

option_right

option_right: OptionRight

Option right

option_strike

option_strike: float

Option strike

expiration_date

expiration_date: datetime

Expiration date

generate_option_ticker_osi

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

generate_option_ticker_osi(
    underlying: str,
    right: OptionRight,
    strike_price: float,
    expiration: Union[datetime, date],
) -> str

Returns option symbol ticker in accordance with OSI symbology More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol object to create OSI ticker from	`None`
`underlying`	`Optional[str]`	Underlying string	`None`
`right`	`Optional[OptionRight]`	Option right	`None`
`strike_price`	`Optional[float]`	Option strike	`None`
`expiration`	`Optional[Union[datetime, date]]`	Option expiration date	`None`

Returns:

Type	Description
`str`	The OSI ticker representation.

generate_option_ticker_osi_compact

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

generate_option_ticker_osi_compact(
    underlying: str,
    right: OptionRight,
    strike_price: float,
    expiration: Union[datetime, date],
) -> str

Returns option symbol ticker in accordance with OSI symbology More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol object to create OSI ticker from	`None`
`underlying`	`Optional[str]`	Underlying string	`None`
`right`	`Optional[OptionRight]`	Option right	`None`
`strike_price`	`Optional[float]`	Option strike	`None`
`expiration`	`Optional[Union[datetime, date]]`	Option expiration date	`None`

Returns:

Type	Description
`str`	The OSI ticker representation.

parse_option_ticker_osi

parse_option_ticker_osi(
    ticker: str,
    security_type: SecurityType = ...,
    market: str = ...,
) -> Symbol

parse_option_ticker_osi(
    ticker: str,
    security_type: SecurityType,
    option_style: OptionStyle,
    market: str,
) -> Symbol

Parses the specified OSI options ticker into a Symbol object

Parameters:

Name	Type	Description	Default
`ticker`	`str`	The OSI compliant option ticker string	required
`security_type`	`SecurityType`	The security type	`...`
`market`	`str`	The associated market	`...`
`option_style`	`Optional[OptionStyle]`	The option style	`None`

Returns:

Type	Description
`Symbol`	Symbol object for the specified OSI option ticker string.

try_decompose_option_ticker_osi

try_decompose_option_ticker_osi(
    ticker: str,
    option_ticker: Optional[str],
    expiry: Optional[Union[datetime, date]],
    right: Optional[OptionRight],
    strike: Optional[float],
) -> Tuple[
    bool, str, Union[datetime, date], OptionRight, float
]

try_decompose_option_ticker_osi(
    ticker: str,
    security_type: SecurityType,
    option_ticker: Optional[str],
    underlying_ticker: Optional[str],
    expiry: Optional[Union[datetime, date]],
    right: Optional[OptionRight],
    strike: Optional[float],
) -> Tuple[
    bool,
    str,
    str,
    Union[datetime, date],
    OptionRight,
    float,
]

Tries to decompose the specified OSI options ticker into its components

Parameters:

Name	Type	Description	Default
`ticker`	`str`	The OSI option ticker	required
`option_ticker`	`Optional[str]`	The option ticker extracted from the OSI symbol	required
`expiry`	`Optional[Union[datetime, date]]`	The option contract expiry date	required
`right`	`Optional[OptionRight]`	The option contract right	required
`strike`	`Optional[float]`	The option contract strike price	required
`security_type`	`Optional[SecurityType]`	The option security type	`None`
`underlying_ticker`	`Optional[Optional[str]]`	The underlying ticker	`None`

Returns:

Type	Description
`Tuple[bool, str, Union[datetime, date], OptionRight, float] \| Tuple[bool, str, str, Union[datetime, date], OptionRight, float]`	True if the OSI symbol was in the right format and could be decomposed.

generate_future_ticker

generate_future_ticker(
    underlying: str,
    expiration: Union[datetime, date],
    double_digits_year: bool = True,
    include_expiration_date: bool = True,
) -> str

Returns future symbol ticker from underlying and expiration date. Function can generate tickers of two formats: one and two digits year. Format <2 digit day code><1 char month code><2/1 digit year code>, more information at http://help.tradestation.com/09_01/tradestationhelp/symbology/futures_symbology.htm

Parameters:

Name	Type	Description	Default
`underlying`	`str`	String underlying	required
`expiration`	`Union[datetime, date]`	Expiration date	required
`double_digits_year`	`bool`	True if year should represented by two digits; False - one digit	`True`
`include_expiration_date`	`bool`	True if expiration date should be included	`True`

Returns:

Type	Description
`str`	The user friendly future ticker.

generate_option_ticker

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

Function returns option ticker from IQFeed option ticker For example CSCO1220V19 Cisco October Put at 19.00 Expiring on 10/20/12 Symbology details: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support%C2%A7ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	THe option symbol	required

Returns:

Type	Description
`str`	The option ticker.

parse_future_option_symbol

parse_future_option_symbol(
    ticker: str, strike_scale: int = 1
) -> Symbol

Creates a future option Symbol from the provided ticker

Parameters:

Name	Type	Description	Default
`ticker`	`str`	The future option ticker, for example 'ESZ0 P3590'	required
`strike_scale`	`int`	Optional the future option strike scale factor	`1`

parse_future_symbol

parse_future_symbol(
    ticker: str, future_year: Optional[int] = None
) -> Symbol

Helper method to parse and generate a future symbol from a given user friendly representation

Parameters:

Name	Type	Description	Default
`ticker`	`str`	The future ticker, for example 'ESZ1'	required
`future_year`	`Optional[int]`	Clarifies the year for the current future	`None`

Returns:

Type	Description
`Symbol`	The future symbol or null if failed.

parse_future_ticker

parse_future_ticker(ticker: str) -> FutureTickerProperties

Function returns underlying name, expiration year, expiration month, expiration day for the future contract ticker. Function detects if the format used is either 1 or 2 digits year, and if day code is present (will default to 1rst day of month). Returns null, if parsing failed. Format <2 digit day code OPTIONAL><1 char month code><2/1 digit year code>

Parameters:

Name	Type	Description	Default
`ticker`	`str`		required

Returns:

Type	Description
`FutureTickerProperties`	Results containing 1) underlying name, 2) short expiration year, 3) expiration month.

parse_option_ticker_iq_feed

parse_option_ticker_iq_feed(
    ticker: str,
) -> OptionTickerProperties

Function returns option contract parameters (underlying name, expiration date, strike, right) from IQFeed option ticker Symbology details: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support%C2%A7ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock

Parameters:

Name	Type	Description	Default
`ticker`	`str`	IQFeed option ticker	required

Returns:

Type	Description
`OptionTickerProperties`	Results containing 1) underlying name, 2) option right, 3) option strike 4) expiration date.