ATAS.DataFeedsCore.OptionSeries Struct Reference

Public Member Functions
override string	ToString ()

Static Public Member Functions
static OptionSeriesType	GetWeeklySeriesType (DateTime expiration, HashSet< DateTime > maxExpirationsByMonth)
	Determines the type of weekly option series based on expiration date. Returns EndOfMonth if the expiration is the maximum within its month, otherwise Weekly.
static HashSet< DateTime >	GetMaxExpirationsByMonth (IEnumerable< DateTime > expirations)
	Builds a set of maximum expiration dates per month from a collection of expiration dates.

Properties
required string	Code [get]
required string	Exchange [get]
required string	UnderlyingCode [get]
required DateTime	Expiration [get]
required OptionSeriesType	Type [get]

Member Function Documentation

GetMaxExpirationsByMonth()

static HashSet< DateTime > ATAS.DataFeedsCore.OptionSeries.GetMaxExpirationsByMonth ( IEnumerable< DateTime >  expirations )

static

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

GetWeeklySeriesType()

static OptionSeriesType ATAS.DataFeedsCore.OptionSeries.GetWeeklySeriesType ( DateTime  expiration, HashSet< DateTime >  maxExpirationsByMonth  )

static

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

ToString()

override string ATAS.DataFeedsCore.OptionSeries.ToString

(

)

Property Documentation

Code

required string ATAS.DataFeedsCore.OptionSeries.Code

get

Exchange

required string ATAS.DataFeedsCore.OptionSeries.Exchange

get

Expiration

required DateTime ATAS.DataFeedsCore.OptionSeries.Expiration

get

Type

required OptionSeriesType ATAS.DataFeedsCore.OptionSeries.Type

get

UnderlyingCode

required string ATAS.DataFeedsCore.OptionSeries.UnderlyingCode

get

---

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

• IOptionsDataFeed.cs