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Hello,
I'm able to get to weekly SPX options using SPXW, and I can get to everything but weekly NDX options, but not the weekly options. I'm trying to use this:
self.index_symbol = self.AddIndex("NDX", Resolution.Minute).Symbol
option = self.AddIndexOption("NDX")
option.SetFilter(lambda universe: universe.IncludeWeeklys())and I've tried:
self.index_symbol = self.AddIndex("NDX", Resolution.Minute).Symbol
option = self.AddIndexOption(self.index_symbol, "NQX")
option.SetFilter(lambda universe: universe.IncludeWeeklys())
Ashutosh
Hi Scott Taylor
We were able to replicate the issue and are tracking it under this github issue.
Thank you for bringing this into out attention.
Best,
Ashutosh
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Scott Taylor
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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