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osi_option_symbol

nautilus_model::identifiers::option_instrument_id

Function osi_option_symbol 

Source 
pub fn osi_option_symbol(
    root: &str,
    expiry: Date,
    option_kind: OptionKind,
    strike: Price,
) -> Result<String, OptionInstrumentIdError>
Expand description

Computes a padded OSI option symbol with an exact thousandths strike.

ยงErrors

Returns an error if:

  • The root is outside one to six ASCII alphanumeric characters.
  • The expiry year is outside [2000, 2099].
  • The strike cannot fit eight digits of exact non-negative thousandths.