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Index Options

Requesting Data

Request Index 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 Index Options dataset listing. To trade Index Options live, you can use one of the brokerage data providers. Index Options are exclusively European-style Options.

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

  • AddIndexOptionself.add_index_option to add a basket of contracts for a single underlying Index
  • AddIndexOptionContractself.add_index_option_contract to add individual contracts for an underlying Index

Request and Filter Contracts for Option Strategies

AddIndexOptionself.add_index_option

Request and Filter All Contracts

AddIndexOptionself.add_index_option

Select Individual Contracts

AddIndexOptionContractself.add_index_option_contract

See Also

Introduction to Options
Applied Options

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