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QuantConnect.Research.OptionHistory Class Reference

Class to manage information from History Request of Options More...

Inheritance diagram for QuantConnect.Research.OptionHistory:
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Public Member Functions

 OptionHistory (IEnumerable< Slice > data)
 Create a new instance of OptionHistory. More...
 
PyObject GetAllData ()
 Gets all data from the History Request that are written in a pandas.DataFrame More...
 
PyObject GetStrikes ()
 Gets all strikes in the option history More...
 
PyObject GetExpiryDates ()
 Gets all expiry dates in the option history More...
 
override string ToString ()
 Returns a string that represent the current object More...
 
IEnumerator< SliceGetEnumerator ()
 

Detailed Description

Class to manage information from History Request of Options

Definition at line 28 of file OptionHistory.cs.

Constructor & Destructor Documentation

◆ OptionHistory()

QuantConnect.Research.OptionHistory.OptionHistory ( IEnumerable< Slice data)

Create a new instance of OptionHistory.

Parameters
data

Definition at line 38 of file OptionHistory.cs.

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Member Function Documentation

◆ GetAllData()

PyObject QuantConnect.Research.OptionHistory.GetAllData ( )

Gets all data from the History Request that are written in a pandas.DataFrame

Returns

Definition at line 49 of file OptionHistory.cs.

◆ GetStrikes()

PyObject QuantConnect.Research.OptionHistory.GetStrikes ( )

Gets all strikes in the option history

Returns

Definition at line 58 of file OptionHistory.cs.

◆ GetExpiryDates()

PyObject QuantConnect.Research.OptionHistory.GetExpiryDates ( )

Gets all expiry dates in the option history

Returns

Definition at line 71 of file OptionHistory.cs.

◆ ToString()

override string QuantConnect.Research.OptionHistory.ToString ( )

Returns a string that represent the current object

Returns

Definition at line 84 of file OptionHistory.cs.

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