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IOptionChainProvider.cs
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using System.Collections.Generic;
namespace QuantConnect.Interfaces
{
/// <summary>
/// Provides the full option chain for a given underlying.
/// </summary>
public interface IOptionChainProvider
{
/// <summary>
/// Gets the list of option contracts for a given underlying symbol
/// </summary>
/// <param name="symbol">The option or the underlying symbol to get the option chain for.
/// Providing the option allows targetting an option ticker different than the default e.g. SPXW</param>
/// <param name="date">The date for which to request the option chain (only used in backtesting)</param>
/// <returns>The list of option contracts</returns>
IEnumerable<Symbol> GetOptionContractList(Symbol symbol, DateTime date);
}
}