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I feel like there should be two dozen answers to this question, but I literally can't find one, at least not for the C# development environment. If there is, I apologize in advance. Simple question: how do I get the settlement price (not necessarily the close price) of US Index, such as SPX? I want to know the settlement price used when the options are exercised after market close. Since Index options are cash settled, I need to know the settlement price to calculate P/L, unless there is another way?
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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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