Module option_instrument_id 

Computes candidate option identifiers under an explicit symbology scheme.

CME inference follows nominal weekday expiry schedules. Exchange holidays and instrument listings require definition validation by the caller. Standard quarterly equity options take precedence when the futures month matches the quarterly expiry month; otherwise weekly or EOM roots apply.

Structs

OptionContractSpec

The contract inputs used to compute a candidate option identifier.

Enums

OptionInstrumentIdError

A contract component cannot be represented by the selected scheme.

OptionSymbologyScheme

A scheme for computing raw option symbols.

Functions

cme_globex_option_symbol

Computes a CME Globex option symbol from a nominal UTC expiry date.

compute_option_instrument_id

Computes a candidate option ID at the option venue.

osi_option_symbol

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