QUANTCONNECT COMMUNITY
I want the optionchain contains contracts limited to within 1 strike above and below the underlying price. But each time the OnData is called, it seems that the list of contracts grows father and farther away from that limit. Is there a way to maintain that list to only within 1 strikes above and below the underlying price?
Thank you!
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Abed Namavari
Another example. In the Log file, at 9:38:00, when the underlying price is 2546.275, there is no strike price above the underlying price!Â
Is this a bug that needs to be fixed or am I entirely missing something, which could be the case since I'm new to QuantConnect and coding!
Louis Szeto
Hi Abed
Sorry for the delay and thank you for reporting. We're able to reproduce the issue. Please subscribe to this GH issue to follow up on our fixing progress.
Best
Louis
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.
Abed Namavari
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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