Hi

I am experiencing an issue where the option chain universe for QQQ is missing $1 strike intervals for prices above $700 during a recent backtest. The system is only returning contracts in $5 intervals (multiples of 5), while these $1 strikes definitely exist in the live market (verified on Interactive Brokers and Yahoo Finance).

Backtest Details:
- Underlying Asset: QQQ
- Backtest Period: May 2026
- Resolution: Resolution.Minute
 

The Problem:
When QQQ crossed the $700 threshold, my option universe filter only returned strikes like $700, $705, $710, etc. The granular $1 strikes (e.g., $701, $702, $703) are completely missing from the slice data, which breaks my strategy's strike-selection logic.

To isolate the issue, I ran a diagnostic algorithm using a very wide filter (`.Strikes(-100, +100)` and `.IncludeWeeklys()`) to ensure the platform wasn't truncating the contracts. I also compared the outputs of `self.OptionChainProvider.GetOptionContractList` against the actual contracts arriving inside `Slice.OptionChains`. The logs confirm that the underlying historical data files for these recent weeks only contain the $5 interval boundaries.

Could you review the QQQ option datasets?

Thank you for your help!