Crypto Options Data

Yes, it is possible to access historical options data in QuantConnect. You can use the GetOptionHistory or History method to fetch this data. Here is an example of how you can do this in Python:

qb = QuantBook()
var option = AddOption("SPY", Resolution.Minute)
option.SetFilter(-10, 10, 0, 180)
var option_history = GetOptionHistory(option.Symbol, new DateTime(2017, 1, 4, 10 ,0, 0), new DateTime(2017, 1, 4, 10 ,5, 0),sort = True)
df = option_history.GetAllData()
print(df.tail())

(Source: QuantConnect Forum)

For futures options, you can use the OptionHistory method:

qb = QuantBook()
future = qb.add_future(Futures.indices.SP500EMini, Resolution.MINUTE)
future_symbols = qb.future_chain_provider.get_future_contract_list(future.symbol, datetime(2021, 12, 20))
future_contract_symbol = sorted(future_symbols, key=lambda s: s.id.date)[0]

start_time = datetime(2021, 12, 1)
end_time = datetime(2021, 12, 10)
option_history = qb.option_history(future_contract_symbol, start_time, end_time, Resolution.MINUTE)

all_history = option_history.get_all_data()
expiries = option_history.get_expiry_dates() 
strikes = option_history.get_strikes()

(Source: QuantConnect Documentation)

However, as of now, QuantConnect does not support crypto options. The support for Crypto through Interactive Brokers is on the to-do list and is expected to be added by the end of this year or early 2022 (QuantConnect Forum).

For the most recent updates, you can subscribe to this GitHub issue: Adds Crypto Support to Interactive Brokers #6256.