Back

Missing Option Data ?

I am new to QC and really impressed with the platform so far. I am particularly interested in options about which I have many questions.

To start, I am just wondering if we are missing a lot of option data this year, such as January 16, 22, 24, and everyday since February. The following script shows how many SPY contracts can be retrieved each day in the first quarter of 2018. The result shows essentially no data since Feb 1. Is this a known issue? Thanks.

Update Backtest








Thanks Z -- please send bug reports to support@quantconnect.com for us to investigate. We're launching a new Data Explorer portal today which you can register concerns like this as well.

0

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.


Thanks Jared for reponse. The new Data Explorer is very cool. The files there confirmed my findings in the notebook, i.e., no option data since Feb 1 (except for Feb 26). 

I reported this issue there. 

0

Update Backtest





0

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.


Loading...

This discussion is closed