Incorrect Option Universe DataFrame Index

[AlexCatarino]

Expected Behavior

The index of Option Universe is Symbol/Time.

Actual Behavior

All the Symbols are the same for a given time:

Potential Solution

Review how Symbol is acquired.. it should come from a Data member.

Reproducing the Problem

self = QuantBook()
self.set_start_date(2020, 1, 1)
underlying = self.add_equity("SPY", data_normalization_mode=DataNormalizationMode.RAW).symbol
option_chain = self.option_chain(underlying).data_frame
print(option_chain.index.get_level_values('symbol').drop_duplicates())
print(option_chain.shape)

Logs:

Index(['SPY XFH59UO5PUUE|SPY R735QTJ8XC9X'], dtype='object', name='symbol')
(6964, 12)
It should have 6964 indices after we call drop_duplicates.

Checklist

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