I wish to set up lean to backtest NSE options strategy.


-The documentation says that we currently support US options. I hope that it is only because quantconnect has data for US options.

-How do I set the currency as INR?

-How do I set timezone (+5:30)

-How does setfilter works? Will it look for the existence of different csv in zip?

-Is there any reference data and How to set it?