Is there a list of which symbols you have option data for? To be fair, I'm assuming that's the issue (symbol universe) Tried run a basice option backtest on QQQ (PowerShares ETF). Could not get a single option chain to return. Other symbols like SPY (S&P500 ETF) and AAPL pulled results with no issues with the same code/parameters.
used these date ranges:
SetStartDate(2015, 8, 8);
SetEndDate(2015,9, 8);
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Hey Ashley, this is the full list of option symbols. This doesn't specify the date ranges available for each symbol (i.e. some companies are delisted), but the total period uploaded is 2011 -> August 2016. Long running companies like AAPL have data over the whole period.
We don't have index options yet; just equity options; but its definitely on our todo list. QQQ is an equity ETF I believe so it should work :) If not this is a good bug for the options discussion in slack! :)
Options is still in beta so we'll need your help identifying issues and resolving them. Anyone who wants to discuss and help debug these issues please join us in slack at: http://qnt.co/slack
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.
Hi Jared, Has the list changed since Feb? Is there a way to get this list programmatically? Thanks, Kyle
Actually the list seems to contain option tickers and asset tickers. Is it possible to programmatically get a list of optionable assets?
You can get the contract list of a give symbol like this:
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private Symbol _underlying;
// In Initialize
_underlying = AddEquity("AAPL").Symbol;
// Anywhere in the algorithm
IEnumerable<Symbol> contracts = OptionChainProvider
.GetOptionContractList(_underlying , Time.Date());If the enumerable is empty, underlying is not optionable (at least, not for that date).
You can also use the symbols from an universe selection to filter out the non optionable ones.
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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