Fix: Convert FutureOptions Between Brokerage and Lean in SymbolMapper
#12
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Description
Fixed handling of future options in the
SymbolMapperfor Tastytrade brokerage.Tastytrade supports different formats for future option symbols:
./ZBU5 OZBN5 250620C142.5./MNQZ5D4AU5 250922C24575The mapping now correctly parses both formats, including the optional exchange codes and encoded expiration parts. This ensures proper conversion between QuantConnect Symbols and brokerage symbols for order placement and market data subscriptions.
Example JSON from Tastytrade:
Related Issue
closes #11
Motivation and Context
Previously, the
SymbolMapperdid not correctly handle future option symbols in the Tastytrade format.Some symbols include spaces, others are compact and contain encoded parts for the exchange and expiration month/year.
Requires Documentation Change
N/A
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>