pub type LseOptions = Lse<LseServerOptions>;Expand description
US equity and ETF option contracts, one Subscription
per contract: SPY260930C00700000.
Serves PublicTrades only — every option tick is a genuine print, and none carries a quote.
§How a batch is subscribed
The provider streams options per underlying, not per contract: one subscribe covers an underlying’s whole chain, thousands of contracts, on a single one of the connection’s subscription slots. Contracts sharing an underlying therefore collapse into one subscribe, and the connection holds as many underlyings as it has slots — 100 when last measured — however many contracts are registered.
§⚠️ Only registered contracts are delivered; the rest of the chain is counted and dropped
Every contract on a subscribed underlying ticks, whether registered or not. Prints for contracts
nobody registered are dropped without an error each, and reported instead as a periodic
per-underlying info count. The set of contracts that trade does not level off over a session —
it was still growing after five minutes with no plateau in sight — so a contract that starts
trading mid-session is missed unless it was registered up front. The provider’s REST print tape
in options carries every contract, greeks included.
§⚠️ A contract the provider does not list is silent, not rejected
The provider confirms an underlying without listing its contracts, so a registered contract that does not exist — a wrong expiry, a strike off the chain — is accepted and never ticks. An underlying with no options at all is rejected, by name.
§One connection per key, shared
Option chains stream over the same connection as every other London Strategic Edge dataset, and
draw on its one subscription cap: each underlying takes a slot, as each plain symbol does. See
WEBSOCKET_URL.
§No resumption
A reconnect does not replay the gap: the provider has no replay window on this channel. An
options subscribe that names a start is confirmed as usual and draws no error, yet no replay
opens and nothing older than the subscribe is served — measured in session, beside a plain
subscribe on the same connection that did replay. None is therefore requested, and a subscriber configured with LseSubscriber::with_resume resumes its other
datasets but not this one.
Expiry and strike conventions are those of LseSymbolShape::OptionContract.
Aliased Type§
pub struct LseOptions(/* private fields */);