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Fix OSI option ticker parsing for symbols containing dots (e.g. BRK.B) #9343

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Merged
Martin-Molinero merged 2 commits into from
Apr 7, 2026
+2 −1
Merged

Fix OSI option ticker parsing for symbols containing dots (e.g. BRK.B) #9343

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62675cf
Add failing test for BRK.B OSI option ticker parsing
AlexCatarino Mar 17, 2026
3b497e2
Fix OSI option ticker regex to support dots in underlying symbol
AlexCatarino Mar 17, 2026
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2 changes: 1 addition & 1 deletion Common/SymbolRepresentation.cs
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Expand Up @@ -34,7 +34,7 @@ namespace QuantConnect
public static class SymbolRepresentation
{
// Define the regex as a private readonly static field and compile it
private static readonly Regex _optionTickerRegex = new Regex(@"^([A-Z0-9]+)\s*(\d{6})([CP])(\d{8})$", RegexOptions.IgnoreCase | RegexOptions.Compiled);
private static readonly Regex _optionTickerRegex = new Regex(@"^([A-Z0-9\.]+)\s*(\d{6})([CP])(\d{8})$", RegexOptions.IgnoreCase | RegexOptions.Compiled);

/// <summary>
/// Class contains future ticker properties returned by ParseFutureTicker()
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1 change: 1 addition & 0 deletions Tests/Common/SymbolRepresentationTests.cs
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Expand Up @@ -50,6 +50,7 @@ public void OptionSymbolAliasMatchesOSI()
[TestCase("DAX 250715C01000000", SecurityType.IndexOption, OptionStyle.European, "DAX", "DAX", "DAX", 1000.00, "2025-07-15")]
[TestCase("FTSE 230122C00750000", SecurityType.IndexOption, OptionStyle.European, "FTSE", "FTSE", "FTSE", 750.00, "2023-01-22")]
[TestCase("ES20H20 200320P03290000", SecurityType.FutureOption, OptionStyle.American, "ES20H20", "ES", "ES20H20", 3290.00, "2020-03-20")]
[TestCase("BRK.B 260206C00495000", SecurityType.Option, OptionStyle.American, "BRK.B", "BRK.B", "BRK.B", 495.00, "2026-02-06")]
public void ParseOptionTickerOSI(string optionStr, SecurityType securityType, OptionStyle optionStyle,
string expectedTargetOptionTicker, string expectedUnderlyingTicker, string expectedUnderlyingMappedTicker,
decimal expectedStrikePrice, string expectedDate)
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