25 lines
1.0 KiB
YAML
25 lines
1.0 KiB
YAML
id: GCF-001
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title: GC=F Options Data Source
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status: backlog
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priority: P2
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size: L
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depends_on:
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- DATA-004
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tags: [data-source, options, futures]
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summary: Wire GC=F futures options data for users who choose GC=F as primary underlying.
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acceptance_criteria:
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- GC=F underlying fetches live options chain from CME or equivalent source
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- Options chain includes: strikes, expirations, bid/ask, IV, delta
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- Options displayed in futures contract units (100 oz per contract)
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- Strike selection in GC=F mode uses futures prices directly
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- Fallback to estimated options if live data unavailable
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notes:
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- GC=F is COMEX Gold Futures, contract size = 100 troy oz
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- Options on futures have different quoting than equity options
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- May need paid data feed (CME, ICE, broker API)
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- Alternative: estimate from GLD options + basis
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implementation_hints:
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- Add `get_gcf_options_chain()` to `DataService`
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- Contract size: 100 oz per futures option
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- Explore yfinance GC=F options (limited) vs paid sources
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- Cache aggressively to minimize API calls |