Interface IOptionsDataFeed

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Implemented by a connector that can look up option series and option contracts for the options board.

public interface IOptionsDataFeed

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Properties

IsOptionsDataUnavailable

True when this connection cannot serve options data although its connector type can, e.g. a Rithmic connection without market data: the lookups and the quotes of options need the market data plant. The options API then does not take the connector as an options source. Negative, so that implementations and test doubles that do not know the member keep serving options.

Added in ATAS 8.0.15.

bool IsOptionsDataUnavailable { get; }

Property Value

bool

Methods

GetOptionSeriesAsync(Security)

Gets the option series available for an underlying instrument.

Task<IEnumerable<OptionSeries>> GetOptionSeriesAsync(Security security)

Parameters

security Security

The underlying instrument.

Returns

Task<IEnumerable<OptionSeries>>

The option series of the instrument.

GetOptionSeriesAsync(Security, CancellationToken)

Cancellable overload. The default implementation ignores the token, so existing connectors stay source- and binary-compatible; connectors should override it to abort the in-flight request.

Added in ATAS 8.0.15.

Task<IEnumerable<OptionSeries>> GetOptionSeriesAsync(Security security, CancellationToken cancellationToken)

Parameters

security Security

cancellationToken CancellationToken

Returns

Task<IEnumerable<OptionSeries>>

GetOptionsAsync(OptionSeries)

Gets the option contracts of a series returned by GetOptionSeriesAsync(Security).

Task<IEnumerable<Security>> GetOptionsAsync(OptionSeries series)

Parameters

series OptionSeries

The option series.

Returns

Task<IEnumerable<Security>>

The securities of the options of the series.

GetOptionsAsync(OptionSeries, CancellationToken)

Added in ATAS 8.0.15.

Task<IEnumerable<Security>> GetOptionsAsync(OptionSeries series, CancellationToken cancellationToken)

Parameters

series OptionSeries

cancellationToken CancellationToken

Returns

Task<IEnumerable<Security>>