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Qb.GetOptionHistory.GetAllData sometimes return options data and sometimes equity data

As per title, the very same code but with different datetime sometimes returns options data and sometimes returns the underlying equity price. Notebook with example is attached.

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We have included both the underlying and the options to the OptionHistory for QuantBook because users may want to know the security price for further calculations. Otherwise, they will have to make a second history request for the undelying and concatenate the data frames.
If you only have the underlying data in a data frame, it means that option data are not available for the requested period. In this case, it can be missing data and we will look into it.

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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.


Update Backtest





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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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