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When trying do download data to a local machine from dataset "US Index Options", no files are downloaded: "0" appears in the “File Count” field of the CLI report and no new files are found on the /data folder.
Tried with both SPX and VIX as symbols, “Quote" and “Trade” data-types.
Nothing works :(
I'm using this CLI command:
lean data download \
--dataset "US Index Options" \
--organization "----------------------------" \
--data-type "Trade" \
--option-style "American" \
--ticker "SPX" \
--resolution "Daily" \
--start "20100601" \
--end "20230505"And this is the CLI report:
Data that will be purchased and downloaded:
┌──────────────────┬──────────┬────────────────────────┬────────────┬───────┐
│ Dataset │ Vendor │ Details │ File count │ Price │
├──────────────────┼──────────┼────────────────────────┼────────────┼───────┤
│ US Index Options │ AlgoSeek │ Data type: Trade │ 0 │ 0 QCC │
│ │ │ Option style: American │ │ │
│ │ │ Ticker: SPX │ │ │
│ │ │ Resolution: Daily │ │ │
│ │ │ Start date: 2010-06-01 │ │ │
│ │ │ End date: 2023-05-05 │ │ │
└──────────────────┴──────────┴────────────────────────┴────────────┴───────┘
Any idea?
Derek Melchin
Hi Erez,
We currently only support European-style Options for Index Options. We updated the CLI Command Generator so that it doesn't have an Option style field. Please try again with the new command generator.
Best,
Derek Melchin
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Erez Tison
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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