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Open Feature request MC-1392

Extracting Option Information from Quote Manager

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Description

When you add an option symbol into quote manager, the quote manager stores many useful information regarding the option such as Contract Month, Contract Year, Expiration Date, Strike Price, Type - Call or Put, Symbol Root.  Please allow us to extract information using powerlanguage.  These fields are very useful and important for us doign automated option trading. 
GetSymbolRootName- returns the symbol root name
GetContractMonth - returns the contract month
GetContractYear - returns the contract year
GetExpirationDate - returns the expiration date
GetStrikePrice - returns the strike price of option
GetOptionType - returns 0 for call and 1 put option

Steps to reproduce this issue

Eg. for symbol DIA   130817C00146000
GetSymbolRootName - returns DIA
GetStrikePrice - returns 146
GetOptionType - returns 0

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History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
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  • Status
    Under Review
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  • Type of bug
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Affected by this issue (2)
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    user-offline.png  QuantArb
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Issue details
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  • Severity
    Normal
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