ATAS.Indicators.IOptionsDataProvider Interface Reference

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

Public Member Functions
Task< IReadOnlyCollection< OptionSeries > >	GetOptionSeriesAsync (CancellationToken cancellationToken=default)
	Gets the option series (expirations) whose underlying is the chart's security.
Task< IReadOnlyCollection< Security > >	GetOptionsAsync (OptionSeries series, CancellationToken cancellationToken=default)
	Gets the option chain (one Security per strike and right) of the specified series.
IOptionQuoteSubscription	SubscribeToOption (Security option)
	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.

Properties
bool	IsAvailable [get]
	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.

Detailed Description

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 IIndicatorDataProvider.DoActionInGuiThread 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.

Member Function Documentation

GetOptionsAsync()

Task< IReadOnlyCollection< Security > > ATAS.Indicators.IOptionsDataProvider.GetOptionsAsync	(	OptionSeries	series,
		CancellationToken	cancellationToken = default
	)

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

GetOptionSeriesAsync()

Task< IReadOnlyCollection< OptionSeries > > ATAS.Indicators.IOptionsDataProvider.GetOptionSeriesAsync

(

CancellationToken

cancellationToken = default

)

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

SubscribeToOption()

IOptionQuoteSubscription ATAS.Indicators.IOptionsDataProvider.SubscribeToOption

(

Security

option

)

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.

Exceptions

InvalidOperationException

The subscription limit is exceeded.

Property Documentation

IsAvailable

bool ATAS.Indicators.IOptionsDataProvider.IsAvailable

get

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.

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The documentation for this interface was generated from the following file:

• IOptionsDataProvider.cs