abaquant.marketdata.providers.options

Import path: abaquant.marketdata.providers.options

Domain: Provider-neutral market-data facades, normalized records, caching, and analytics.

Purpose

Listed-option-chain provider protocol.

When to use it

This module belongs to the provider layer. Most users reach it through the market-data facades; custom integrations can implement or instantiate the documented contracts directly.

Public objects

• class: OptionChainProvider — Provider capability for expirations and raw call/put option tables. * OptionChainProvider.option_expirations — Return listed expiration dates for one normalized symbol. * OptionChainProvider.option_chain — Return raw call and put tables for one expiration date.

Detailed reference

Listed-option-chain provider protocol.

class abaquant.marketdata.providers.options.OptionChainProvider(*args, **kwargs)

Bases: Protocol

Provider capability for expirations and raw call/put option tables.

option_expirations(symbol)

Return listed expiration dates for one normalized symbol.

Parameters:

symbol (str)

Return type:

list[str]

option_chain(symbol, expiry)

Return raw call and put tables for one expiration date.

Parameters:

• symbol (str)

• expiry (str)

Return type:

tuple[DataFrame, DataFrame]