Future Options

Requesting Data

Request Future Options data in your algorithm to receive a feed of contract prices in the OnDataon_data method. For more information about the specific dataset we use for backtests, see the US Future Options dataset listing. To trade Future Options live, you can use one of the brokerage data providers. We currently only support European-style Options for US Future Options.

To request Future Options data, call one of the following methods:

  • AddFutureOptionself.add_future_option to add a basket of contracts for a single underlying Future
  • AddFutureOptionContractself.add_future_option_contract to add individual contracts for an underlying Future

Request and Filter Contracts for Option Strategies

AddFutureOptionself.add_future_option

Request and Filter All Contracts

AddFutureOptionself.add_future_option

Select Individual Contracts

AddFutureOptionContractself.add_future_option_contract

See Also

Introduction to Options
Applied Options

You can also see our Videos. You can also get in touch with us via Discord.

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