Future Options

public override void OnData(Slice slice)
{
    // Check if the symbol is contained in TradeBars object
    if (slice.Bars.ContainsKey(_optionContractSymbol))
    {
        // Obtain the mapped TradeBar of the symbol
        var tradeBar = slice.Bars[_optionContractSymbol];
    }
}

def on_data(self, slice: Slice) -> None:
    # Obtain the mapped TradeBar of the symbol if any
    trade_bar = slice.bars.get(self._option_contract_symbol)   # None if not found

public override void OnData(Slice slice)
{
    // Iterate all received Symbol-TradeBar key-value pairs
    foreach (var kvp in slice.Bars)
    {
        var symbol = kvp.Key;
        var tradeBar = kvp.Value;
        var closePrice = tradeBar.Close;
    }
}

def on_data(self, slice: Slice) -> None:
    # Iterate all received Symbol-TradeBar key-value pairs
    for symbol, trade_bar in slice.bars.items():
        close_price = trade_bar.close

public override void OnData(Slice slice)
{
    // Check if the symbol is contained in QuoteBars object
    if (slice.QuoteBars.ContainsKey(_optionContractSymbol))
    {
        // Obtain the mapped QuoteBar of the symbol
        var quoteBar = slice.QuoteBars[_optionContractSymbol];
    }
}

def on_data(self, slice: Slice) -> None:
    # Obtain the mapped QuoteBar of the symbol if any
    quote_bar = slice.quote_bars.get(self._option_contract_symbol)   # None if not found

public override void OnData(Slice slice)
{
    // Iterate all received Symbol-QuoteBar key-value pairs
    foreach (var kvp in slice.QuoteBars)
    {
        var symbol = kvp.Key;
        var quoteBar = kvp.Value;
        var askPrice = quoteBar.Ask.Close;
    }
}

def on_data(self, slice: Slice) -> None:
    # Iterate all received Symbol-QuoteBar key-value pairs
    for symbol, quote_bar in slice.quote_bars.items():
        ask_price = quote_bar.ask.close

public override void OnData(Slice slice)
{
    // Try to get the FutureChain using the canonical symbol
    if (slice.FuturesChains.TryGetValue(_futureContractSymbol.Canonical, out var chain))
    {
        // Get all contracts if the FutureChain contains any member
        var contracts = chain.Contracts;
    }
}

def on_data(self, slice: Slice) -> None:
    # Try to get the FutureChain using the canonical symbol (None if no FutureChain return)
    chain = slice.futures_chains.get(self._future_contract_symbol.canonical)
    if chain:
        # Get all contracts if the FutureChain contains any member
        contracts = chain.contracts

public override void OnData(Slice slice)
{
    // Iterate all received Canonical Symbol-FutureChain key-value pairs
    foreach (var kvp in slice.FuturesChains)
    {
        var continuousContractSymbol = kvp.Key;
        var chain = kvp.Value;
        var contracts = chain.Contracts;
    }
}

// Using this overload will only handle any FutureChains object received
public void OnData(FuturesChains futuresChains)
{
    // Iterate all received Canonical Symbol-FutureChain key-value pairs
    foreach (var kvp in futuresChains)
    {
        var continuousContractSymbol = kvp.Key;
        var chain = kvp.Value;
        var contracts = chain.Contracts;
    }
}

def on_data(self, slice: Slice) -> None:
    # Iterate all received Canonical Symbol-FutureChain key-value pairs
    for continuous_contract_symbol, chain in slice.futures_chains.items():
        contracts = chain.contracts