legs maps each symbol in expr.symbols to its bars. A symbol with no
entry, or a bar the primary has and a leg does not, yields no output bar: the
series gaps there rather than carrying a stale price forward, because a
ratio against yesterday's close is a number that was never true.
Volume is absent by default. Opt into volume: 'sum' to report the combined
activity of the matched legs, independently of the price expression.
Open interest is always absent: an expression has no single contract position.
Fold the legs into one synthetic series.
legsmaps each symbol inexpr.symbolsto its bars. A symbol with no entry, or a bar the primary has and a leg does not, yields no output bar: the series gaps there rather than carrying a stale price forward, because a ratio against yesterday's close is a number that was never true.Volume is absent by default. Opt into
volume: 'sum'to report the combined activity of the matched legs, independently of the price expression. Open interest is always absent: an expression has no single contract position.