Hi,

Is there a way I can restrict GetOptionHistory to only fetch history for a given time or a smaller duration rather than a full day. 

The following :

    GetOptionHistory(so.Symbol, datetime(2017, 5, 1), Resolution.Minute)

returns history of OptionChains for each minute on the given date. What if in my strategy, I only want the histororical Option chains at a given time on a give date (e.g. return option chains at 10:30 on May 1, 2017)? Or maybe between 10:30 and 11:00?

If I only need history at a certain time, getting it for the whole day is overkill and slow the response time needlessly.

I tried this in the research environment hoping to only get the data at 10:30 but that still returned data for every minute for the given date (i.e. May 1, '17 in this example)

qb.GetOptionHistory(so.Symbol, datetime(2017, 5, 1,10,30), Resolution.Minute)

Also where can I find documentation for GetOptionHistory?

Thanks!

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