Table of Contents

Interface IOptionsDataProvider

Namespace
ATAS.Indicators
Assembly
ATAS.Indicators.dll

Provides indicators with access to options data (series, chains and live quotes) whose underlying is the chart's security.

The data source is the connector of the chart's selected portfolio when it supports options; otherwise any connected options-capable connector that resolves the chart's instrument (see IsAvailable). Quote updates are delivered on data-processing threads - use DoActionInGuiThread(Action) for any UI work.

Options data is real-time only: an indicator accumulates it from the moment of subscription, there is no historical options data for past bars.

Added in ATAS 8.0.15.

public interface IOptionsDataProvider
Extension Methods

Properties

IsAvailable

True when an options-capable connector is resolved for the chart's instrument (the selected portfolio's connector, or any connected one that knows the instrument) and the feature is available for the current account. When false, requests return empty results.

bool IsAvailable { get; }

Property Value

bool

Methods

GetOptionSeriesAsync(CancellationToken)

Gets the option series (expirations) whose underlying is the chart's security.

Task<IReadOnlyCollection<OptionSeries>> GetOptionSeriesAsync(CancellationToken cancellationToken = default)

Parameters

cancellationToken CancellationToken

Returns

Task<IReadOnlyCollection<OptionSeries>>

GetOptionsAsync(OptionSeries, CancellationToken)

Gets the option chain (one Security per strike and right) of the specified series.

Task<IReadOnlyCollection<Security>> GetOptionsAsync(OptionSeries series, CancellationToken cancellationToken = default)

Parameters

series OptionSeries
cancellationToken CancellationToken

Returns

Task<IReadOnlyCollection<Security>>

SubscribeToOption(Security)

Subscribes to the option's quotes (best bid/ask, last, open interest, day volume). Dispose the returned handle to unsubscribe. The number of simultaneously subscribed options per indicator is limited - subscribe only to the strikes you analyze.

IOptionQuoteSubscription SubscribeToOption(Security option)

Parameters

option Security

Returns

IOptionQuoteSubscription

Exceptions

InvalidOperationException

The subscription limit is exceeded.