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Hi All,
I noticed the other day in my main algo that options for BRK.B was not buying at all but other stocks were. so I created a chchopped-downopped down algo as can be seen below to illustrate.
It seems that any time you enter BRK.B into the OptionChainProvider it will never ever return a list of options contracts. I have also tested to see if it was just a ticker issue by using create symbol, but this was not the case, it still doesn't work.
Please take a look
Matt
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Varad Kabade
Hi MatteMatto,
Thank you for sharing this with us. We have created a GitHub issue can subscribe for updates here:
https://github.com/QuantConnect/Lean/issues/5636
Best,
Varad Kabade
MatteMatto
Varad kabade
Just noticed that this is not confined to BRK.B it also doesnt work on IVV, VOO, VTI and I have found others in my travels, I think this may be an issue that is not just confined to BRK.B
Varad Kabade
Hi MatteMatto,
Can you share a backtest highlighting the error. We were not able to reproduce the issue. Refer to the attached backtest for reference.
Best,
Varad Kabade
MatteMatto
Hi Varad,
Yes you are right, they are working now, maybe i made a mistake, apologies about that. I can confirm that BRK.B is still broken. here is a copy of a gutted algo to see what im working with, sorry its not that simple to diagnose the issue
MatteMatto
Hi Varad kabade
I have just checked the issue again and wondering if it is fixed or not with the linked merge:
Option Chain Provider Symbol Map Resolve #5664
because i'm still getting the issue. maybe i'm reading the comments wrong?
Varad Kabade
Hi MatteMatto,
We are sorry, unfortunately, the issue is still not fixed we are working to fix it asap. Subscribe to the following issue for updates.
https://github.com/QuantConnect/Lean/issues/5636
Best,
Varad Kabade
Alexandre Catarino
Please follow the data issue here:
MatteMatto
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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