QuantConnect · jhonabreul · Sep 11, 2024 · Sep 10, 2024 · Sep 10, 2024 · Sep 10, 2024
diff --git a/Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs b/Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs
@@ -40,8 +40,8 @@ public override void Initialize()
 
             var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
 
-            _contract = OptionChainProvider.GetOptionContractList(aapl, Time)
-                .OrderBy(symbol => symbol.ID.Symbol)
+            _contract = OptionChain(aapl)
+                .OrderBy(x => x.ID.Symbol)
                 .FirstOrDefault(optionContract => optionContract.ID.OptionRight == OptionRight.Call
                     && optionContract.ID.OptionStyle == OptionStyle.American);
             AddOptionContract(_contract);

diff --git a/Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs b/Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs
@@ -39,8 +39,8 @@ public override void Initialize()
 
             var aapl = AddEquity("AAPL").Symbol;
 
-            _contract = OptionChainProvider.GetOptionContractList(aapl, Time)
-                .OrderBy(symbol => symbol.ID.Symbol)
+            _contract = OptionChain(aapl)
+                .OrderBy(x => x.ID.Symbol)
                 .FirstOrDefault(optionContract => optionContract.ID.OptionRight == OptionRight.Call
                     && optionContract.ID.OptionStyle == OptionStyle.American);
         }

diff --git a/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
@@ -49,7 +49,7 @@ public override void OnData(Slice slice)
                 {
                     foreach (var contract in futuresContracts)
                     {
-                        var option_contract_symbols = OptionChainProvider.GetOptionContractList(contract.Symbol, Time).ToList();
+                        var option_contract_symbols = OptionChain(contract.Symbol).ToList();
                         if(option_contract_symbols.Count == 0)
                         {
                             continue;

diff --git a/Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs
@@ -46,8 +46,8 @@ public override void OnData(Slice slice)
         {
             if (_option == null)
             {
-                var option = OptionChainProvider.GetOptionContractList(_twx, Time)
-                    .OrderBy(symbol => symbol.ID.Symbol)
+                var option = OptionChain(_twx)
+                    .OrderBy(x => x.ID.Symbol)
                     .FirstOrDefault(optionContract => optionContract.ID.Date == _expiration
                                                       && optionContract.ID.OptionRight == OptionRight.Call
                                                       && optionContract.ID.OptionStyle == OptionStyle.American);

diff --git a/Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs
@@ -13,12 +13,12 @@
  * limitations under the License.
 */
 
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using QuantConnect.Data;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Interfaces;
+using System;
+using System.Collections.Generic;
+using System.Linq;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -110,14 +110,14 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
 
             foreach (var addedSecurity in changes.AddedSecurities)
             {
-                var option = OptionChainProvider.GetOptionContractList(addedSecurity.Symbol, Time)
-                    .OrderBy(symbol => symbol.ID.Symbol)
+                var option = OptionChain(addedSecurity.Symbol)
+                    .OrderBy(contractData => contractData.ID.Symbol)
                     .First(optionContract => optionContract.ID.Date == _expiration
                                                       && optionContract.ID.OptionRight == OptionRight.Call
                                                       && optionContract.ID.OptionStyle == OptionStyle.American);
                 AddOptionContract(option);
 
-                foreach (var symbol in new[] { option, option.Underlying })
+                foreach (var symbol in new[] { option.Symbol, option.Underlying.Symbol })
                 {
                     var config = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol).ToList();
 

diff --git a/Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs b/Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs
@@ -43,8 +43,8 @@ public override void Initialize()
 
             var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
 
-            _contract = OptionChainProvider.GetOptionContractList(aapl, Time)
-                .OrderBy(symbol => symbol.ID.StrikePrice)
+            _contract = OptionChain(aapl)
+                .OrderBy(x => x.ID.StrikePrice)
                 .FirstOrDefault(optionContract => optionContract.ID.OptionRight == OptionRight.Call
                     && optionContract.ID.OptionStyle == OptionStyle.American);
             AddOptionContract(_contract);

diff --git a/Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs b/Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs
@@ -41,8 +41,8 @@ public override void Initialize()
 
             var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
 
-            var contracts = OptionChainProvider.GetOptionContractList(aapl, Time)
-                .OrderBy(symbol => symbol.ID.StrikePrice)
+            var contracts = OptionChain(aapl)
+                .OrderBy(x => x.ID.StrikePrice)
                 .Where(optionContract => optionContract.ID.OptionRight == OptionRight.Call
                     && optionContract.ID.OptionStyle == OptionStyle.American)
                 .Take(2)

diff --git a/Algorithm.CSharp/DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs b/Algorithm.CSharp/DelayedSettlementAfterManualSecurityRemovalAlgorithm.cs
@@ -37,9 +37,9 @@ public override void Initialize()
 
             var equity = AddEquity("GOOG");
 
-            _optionSymbol = OptionChainProvider.GetOptionContractList(equity.Symbol, Time)
-                .OrderBy(symbol => symbol.ID.StrikePrice)
-                .ThenByDescending(symbol => symbol.ID.Date)
+            _optionSymbol = OptionChain(equity.Symbol)
+                .OrderBy(x => x.ID.StrikePrice)
+                .ThenByDescending(x => x.ID.Date)
                 .First(optionContract => optionContract.ID.OptionRight == OptionRight.Call);
             var option = AddOptionContract(_optionSymbol);
 

diff --git a/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs b/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs
@@ -51,10 +51,7 @@ public override void OnData(Slice slice)
 
             if (_addOption)
             {
-                var contracts = OptionChainProvider.GetOptionContractList(_spx, Time);
-                contracts = contracts.Where(x =>
-                    x.ID.OptionRight == OptionRight.Put &&
-                    x.ID.Date.Date == new DateTime(2021, 1, 15));
+                var contracts = OptionChain(_spx).Where(x => x.ID.OptionRight == OptionRight.Put && x.ID.Date.Date == new DateTime(2021, 1, 15));
 
                 var option = AddIndexOptionContract(contracts.First(), Resolution.Minute);
                 _optionExpiry = option.Expiry;

diff --git a/Algorithm.CSharp/FutureOptionBuySellCallIntradayRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionBuySellCallIntradayRegressionAlgorithm.cs
@@ -58,10 +58,10 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            var esOptions = OptionChainProvider.GetOptionContractList(es20m20, Time)
-                .Concat(OptionChainProvider.GetOptionContractList(es20h20, Time))
-                .Where(x => x.ID.StrikePrice == 3200m && x.ID.OptionRight == OptionRight.Call)
-                .Select(x => AddFutureOptionContract(x, Resolution.Minute).Symbol)
+            var esOptions = OptionChain(es20m20)
+                .Concat(OptionChain(es20h20))
+                .Where(contractData => contractData.ID.StrikePrice == 3200m && contractData.ID.OptionRight == OptionRight.Call)
+                .Select(contractData => AddFutureOptionContract(contractData, Resolution.Minute).Symbol)
                 .ToList();
 
             var expectedContracts = new[]

diff --git a/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs
@@ -53,7 +53,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
@@ -55,7 +55,7 @@ public override void Initialize()
                 TimeSpan.FromMinutes(1));
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20.Symbol, new DateTime(2020, 1, 5))
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20.Symbol)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs
@@ -59,9 +59,9 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option call expiring OTM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
-                .Where(x => x.ID.StrikePrice >= 3300m && x.ID.OptionRight == OptionRight.Call)
-                .OrderBy(x => x.ID.StrikePrice)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
+                .Where(contractData => contractData.ID.StrikePrice >= 3300m && contractData.ID.OptionRight == OptionRight.Call)
+                .OrderBy(contractData => contractData.ID.StrikePrice)
                 .Take(1)
                 .Single(), Resolution.Minute).Symbol;
 

diff --git a/Algorithm.CSharp/FutureOptionDailyRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionDailyRegressionAlgorithm.cs
@@ -47,7 +47,7 @@ public override void Initialize()
                 Resolution).Symbol;
 
             // Attempt to fetch a specific future option contract
-            DcOption = OptionChainProvider.GetOptionContractList(dc, Time)
+            DcOption = OptionChain(dc)
                 .Where(x => x.ID.StrikePrice == 17m && x.ID.OptionRight == OptionRight.Call)
                 .Select(x => AddFutureOptionContract(x, Resolution).Symbol)
                 .FirstOrDefault();

diff --git a/Algorithm.CSharp/FutureOptionIndicatorsRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionIndicatorsRegressionAlgorithm.cs
@@ -32,7 +32,7 @@ public override void Initialize()
             var underlying = AddFutureContract(QuantConnect.Symbol.CreateFuture(Futures.Indices.SP500EMini, Market.CME, new DateTime(2020, 3, 20)),
                 Resolution.Minute).Symbol;
 
-            var option = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(underlying, Time)
+            var option = AddFutureOptionContract(OptionChain(underlying)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionPutITMExpiryRegressionAlgorithm.cs
@@ -54,7 +54,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice >= 3300m && x.ID.OptionRight == OptionRight.Put)
                 .OrderBy(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionPutOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionPutOTMExpiryRegressionAlgorithm.cs
@@ -58,7 +58,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice <= 3150m && x.ID.OptionRight == OptionRight.Put)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
@@ -54,7 +54,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice <= 3100m && x.ID.OptionRight == OptionRight.Call)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
@@ -55,7 +55,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice >= 3400m && x.ID.OptionRight == OptionRight.Call)
                 .OrderBy(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
@@ -54,7 +54,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice <= 3400m && x.ID.OptionRight == OptionRight.Put)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
@@ -55,7 +55,7 @@ public override void Initialize()
                 Resolution.Minute).Symbol;
 
             // Select a future option expiring ITM, and adds it to the algorithm.
-            _esOption = AddFutureOptionContract(OptionChainProvider.GetOptionContractList(_es19m20, Time)
+            _esOption = AddFutureOptionContract(OptionChain(_es19m20)
                 .Where(x => x.ID.StrikePrice <= 3000m && x.ID.OptionRight == OptionRight.Put)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionBuySellCallIntradayRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionBuySellCallIntradayRegressionAlgorithm.cs
@@ -46,7 +46,7 @@ public override void Initialize()
             var spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            var spxOptions = OptionChainProvider.GetOptionContractList(spx, Time)
+            var spxOptions = OptionChain(spx)
                 .Where(x => (x.ID.StrikePrice == 3700m || x.ID.StrikePrice == 3800m) && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .Select(x => AddIndexOptionContract(x, Resolution.Minute).Symbol)
                 .OrderBy(x => x.ID.StrikePrice)

diff --git a/Algorithm.CSharp/IndexOptionCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionCallITMExpiryRegressionAlgorithm.cs
@@ -51,7 +51,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution).Symbol;
 
             // Select an index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
@@ -45,7 +45,7 @@ public override void Initialize()
             _spx = spx.Symbol;
 
             // Select an index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionCallOTMExpiryRegressionAlgorithm.cs
@@ -56,7 +56,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution).Symbol;
 
             // Select a index option call expiring OTM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice >= 4250m && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderBy(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs
@@ -48,7 +48,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice >= 4200m && x.ID.OptionRight == OptionRight.Put && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderBy(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionPutOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionPutOTMExpiryRegressionAlgorithm.cs
@@ -53,7 +53,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Put && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionShortCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionShortCallITMExpiryRegressionAlgorithm.cs
@@ -60,9 +60,9 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _esOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
-                .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
-                .OrderByDescending(x => x.ID.StrikePrice)
+            _esOption = AddIndexOptionContract(OptionChain(_spx)
+                .Where(contractData => contractData.ID.StrikePrice <= 3200m && contractData.ID.OptionRight == OptionRight.Call && contractData.ID.Date.Year == 2021 && contractData.ID.Date.Month == 1)
+                .OrderByDescending(contractData => contractData.ID.StrikePrice)
                 .Take(1)
                 .Single(), Resolution.Minute).Symbol;
 

diff --git a/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
@@ -50,7 +50,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice >= 4250m && x.ID.OptionRight == OptionRight.Call && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderBy(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/IndexOptionShortPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionShortPutITMExpiryRegressionAlgorithm.cs
@@ -59,9 +59,9 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
-                .Where(x => x.ID.StrikePrice <= 4200m && x.ID.OptionRight == OptionRight.Put && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
-                .OrderByDescending(x => x.ID.StrikePrice)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
+                .Where(contractData => contractData.ID.StrikePrice <= 4200m && contractData.ID.OptionRight == OptionRight.Put && contractData.ID.Date.Year == 2021 && contractData.ID.Date.Month == 1)
+                .OrderByDescending(contractData => contractData.ID.StrikePrice)
                 .Take(1)
                 .Single(), Resolution.Minute).Symbol;
 

diff --git a/Algorithm.CSharp/IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionShortPutOTMExpiryRegressionAlgorithm.cs
@@ -50,7 +50,7 @@ public override void Initialize()
             _spx = AddIndex("SPX", Resolution.Minute).Symbol;
 
             // Select a index option expiring ITM, and adds it to the algorithm.
-            _spxOption = AddIndexOptionContract(OptionChainProvider.GetOptionContractList(_spx, Time)
+            _spxOption = AddIndexOptionContract(OptionChain(_spx)
                 .Where(x => x.ID.StrikePrice <= 3200m && x.ID.OptionRight == OptionRight.Put && x.ID.Date.Year == 2021 && x.ID.Date.Month == 1)
                 .OrderByDescending(x => x.ID.StrikePrice)
                 .Take(1)

diff --git a/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs b/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
@@ -44,7 +44,7 @@ public override void Initialize()
 
             _stock = AddEquity("GOOG").Symbol;
 
-            var contracts = OptionChainProvider.GetOptionContractList(_stock, UtcTime).ToList();
+            var contracts = OptionChain(_stock).ToList();
             _option = contracts
                 .Where(c => c.ID.OptionRight == OptionRight.Put)
                 .OrderBy(c => c.ID.Date)