Struct OptionSeries

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

An option series of an underlying instrument: the options with one expiration, as returned by GetOptionSeriesAsync(Security) and passed back to GetOptionsAsync(OptionSeries) to get its contracts.

public readonly struct OptionSeries

Extension Methods

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

Properties

Code

The connector's identifier of the series; the connector uses it to look the series up again in GetOptionsAsync(OptionSeries).

public required string Code { get; init; }

Property Value

string

Exchange

The exchange of the options.

public required string Exchange { get; init; }

Property Value

string

Expiration

The expiration date of the options of the series.

public required DateTime Expiration { get; init; }

Property Value

DateTime

Type

The kind of the series by its expiration schedule.

Added in ATAS 8.0.15.

public required OptionSeriesType Type { get; init; }

Property Value

OptionSeriesType

UnderlyingCode

The code of the underlying instrument.

Added in ATAS 8.0.15.

public required string UnderlyingCode { get; init; }

Property Value

string

Methods

Equals(OptionSeries)

public bool Equals(OptionSeries other)

Parameters

other OptionSeries

Returns

bool

Equals(object)

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

GetMaxExpirationsByMonth(IEnumerable<DateTime>)

Builds a set of maximum expiration dates per month from a collection of expiration dates.

Added in ATAS 8.0.15.

public static HashSet<DateTime> GetMaxExpirationsByMonth(IEnumerable<DateTime> expirations)

Parameters

expirations IEnumerable<DateTime>

Returns

HashSet<DateTime>

GetWeeklySeriesType(DateTime, HashSet<DateTime>)

Determines the type of weekly option series based on expiration date. Returns EndOfMonth if the expiration is the maximum within its month, otherwise Weekly.

Added in ATAS 8.0.15.

public static OptionSeriesType GetWeeklySeriesType(DateTime expiration, HashSet<DateTime> maxExpirationsByMonth)

Parameters

expiration DateTime

maxExpirationsByMonth HashSet<DateTime>

Returns

OptionSeriesType

ToString()

Returns the display text of the series: the expiration date in the current UI culture, the underlying code and the series code, e.g. 18 Dec 26 ES (ES).

public override string ToString()

Returns

string

Operators

operator ==(OptionSeries, OptionSeries)

public static bool operator ==(OptionSeries left, OptionSeries right)

Parameters

left OptionSeries

right OptionSeries

Returns

bool

operator !=(OptionSeries, OptionSeries)

public static bool operator !=(OptionSeries left, OptionSeries right)

Parameters

left OptionSeries

right OptionSeries

Returns

bool