fix(polygon-option-data): add new endpoint for polygon options - Githubissues

QuantConnect / Lean.DataSource.Polygon

LEAN Polygon Data Source

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fix(polygon-option-data): add new endpoint for polygon options #14

Closed endk17 closed 2 months ago

endk17 commented 2 months ago

Description

This PR has been opened to suppor the specification and reqiuirements as described in https://github.com/QuantConnect/Lean.DataSource.Polygon/issues/12
- update polygon endpoint to get the snapshot of all options contracts for an underlying ticker.
- update data model to support updated objects in LEAN syntax with the following data object: open interest, greeks, Implied volatility, last pice + volume

Related Issue

https://github.com/QuantConnect/Lean.DataSource.Polygon/issues/12

Motivation and Context

The original implementation of Polygon Options endpoint did not support parsing of data objects: open interest, greeks, Implied volatility, last pice + volume

Types of changes

[x] Bug fix (non-breaking change which fixes an issue)
[x] New feature (non-breaking change which adds functionality)

Checklist:

[x] My code follows the code style of this project.
[x] I have read the CONTRIBUTING document.
[ ] I have added tests to cover my changes.
[x] All new and existing tests passed.
[ ] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>