/// <summary>
/// Provides a convenience method for creating an option Symbol.
/// </summary>
/// <param name="underlying">The underlying ticker</param>
/// <param name="market">The market the underlying resides in</param>
/// <param name="style">The option style (American, European, ect..)</param>
/// <param name="right">The option right (Put/Call)</param>
/// <param name="strike">The option strike price</param>
/// <param name="expiry">The option expiry date</param>
/// <param name="alias">An alias to be used for the symbol cache. Required when
/// adding the same security from diferent markets</param>
/// <returns>A new Symbol object for the specified option contract</returns>
public static Symbol CreateOption(string underlying, string market, OptionStyle style, OptionRight right, decimal strike, DateTime expiry, string alias = null)
{
var sid = SecurityIdentifier.GenerateOption(expiry, underlying, market, strike, right, style);
alias = alias ?? string.Format("{0}_{1}_{2}_{3}", underlying, right.ToString()[0], strike.SmartRounding(), expiry.ToString("yyyyMMdd"));
return(new Symbol(sid, alias));
}
/// <summary>
/// Returns option symbol ticker in accordance with OSI symbology
/// More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf
/// </summary>
/// <param name="underlying">Underlying string</param>
/// <param name="right">Option right</param>
/// <param name="strikePrice">Option strike</param>
/// <param name="expiration">Option expiration date</param>
/// <returns></returns>
public static string GenerateOptionTickerOSI(string underlying, OptionRight right, decimal strikePrice, DateTime expiration)
{
if (underlying.Length > 5)
{
underlying += " ";
}
return(string.Format("{0,-6}{1}{2}{3:00000000}", underlying, expiration.ToString(DateFormat.SixCharacter), right.ToString()[0], strikePrice * 1000m));
}
/// <summary>
/// Returns option symbol ticker in accordance with OSI symbology
/// More information can be found at http://www.optionsclearing.com/components/docs/initiatives/symbology/symbology_initiative_v1_8.pdf
/// </summary>
/// <param name="underlying">Underlying string</param>
/// <param name="right">Option right</param>
/// <param name="strikePrice">Option strike</param>
/// <param name="expiration">Option expiration date</param>
/// <returns>The OSI ticker representation</returns>
public static string GenerateOptionTickerOSI(string underlying, OptionRight right, decimal strikePrice, DateTime expiration)
{
if (underlying.Length > 5)
{
underlying += " ";
}
return(Invariant($"{underlying,-6}{expiration.ToStringInvariant(DateFormat.SixCharacter)}{right.ToString()[0]}{(strikePrice * 1000m):00000000}"));
}