Problem with symbol identification in the option chain loop for multiple stocks by Nicolas Ferrari

Nicolas Ferrari

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Hello the attached algo, doesn't make any transactions because is not able to retrieve the option chain for the specific symbol. In the loop of the select_options() function, the line if kvp.Key == key, never match because kvp.Key has an '?' before the stock symbol, so the chain does not retrieved for the required symbol.

The correct behaviour I suppose is that kvp.Key would be equal to 'AAPL', or 'NFLX' or 'GOOG' or 'TSLA' without the '?'. How this can be solved? It is a bug?

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Nicolas Ferrari

Accepted Answer

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Quant Dary

171 ,

Hi Nick,

I also ran into this "issue", I don't think it is a bug as such merely the way QC distinguishes between a Symbol representing a regular equity and a symbol representing an option chain. In my case, in C# I just convert to a string and trim the ? if I trying to compare a possible option chain symbol to a equity symbol. Converting a string back to a Symbol is simple with Symbol(string) if required.

				string symb = okvp.Key.ToString();

				if (symb.Substring(0,1) == "?") symb = symb.TrimStart('?');

Quant Dary

171 ,

I should have added if you loop through and log out all Symbols of the securities in a algo which has options in it it will log out both say TSLA and ?TSLA proving one is for the equity and the other for the Option Chain, it will also log out all of the Option Contracts the Option Chain contains.

	            foreach (KeyValuePair<Symbol, Security> security in Securities)

	    		{	

		    		Log("Symbol: " + security.Key);

	    		}

Link Liang

STAFF ,

Hi Nicolas,

I cannot run your algorithm because I get "JSONDecodeError". I believe the token for that external resource is not valid for me. However from your description, I believe here is the problem:

the type of kvp.Key is a Symbol, not a string. That is the reason you see "?" when you try to print it right away. To get the ticker string of that symbol, we need kvp.Key.Value.

Hope it helps!

Nicolas Ferrari

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