Skip to main content

compute_option_instrument_id

nautilus_model::identifiers::option_instrument_id

Function compute_option_instrument_id 

Source 
pub fn compute_option_instrument_id(
    spec: &OptionContractSpec,
    scheme: &OptionSymbologyScheme,
    venue: Venue,
) -> Result<InstrumentId, OptionInstrumentIdError>
Expand description

Computes a candidate option ID at the option venue.

The computed symbol does not prove that a matching contract is listed. CME reads the underlying symbol as a futures code such as ESH6, rather than ES. OSI uses that symbol as the option root unless the scheme supplies an override.

ยงErrors

Returns an error if a contract component is invalid, unsupported, or ambiguous.