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Hello QuantConnect community,
I'm trying to get options data using the GetOptionContractList method, but it's not returning any data or contracts. When I go to print out the length or list of the contract list, it's always 0. This isn't just for SPY, but for any equity or ticker in my universe. How do I go about fixing this? Thanks!
class Algorithm(QCAlgorithm):
def Initialize(self):
self.SetCash(10000)
self.SetStartDate(2021, 3, 14)
self.SetEndDate(2021, 3, 15)
self.AddEquity("SPY")
self.SetSecurityInitializer(lambda x: x.SetDataNormalizationMode(DataNormalizationMode.Raw))
def OnData(self, data):
contracts = self.OptionChainProvider.GetOptionContractList("SPY", self.Time)
self.Debug("Contracts: " + str(len(contracts))
Derek Melchin
Hi Burton,
We were unable to reproduce the error. See the attached backtest for reference.
Best,
Derek Melchin
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Burton Algorithms
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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