Hi, I am new to the platform so apologies for what I assume is an obtuse question...
When I attempt to duplicate this sample query in the Options Historical Data section of documentation:
goog = qb.AddOption("GOOG")
goog.SetFilter(-2, 2, timedelta(0), timedelta(180))
option_history = qb.GetOptionHistory(goog.Symbol, datetime(2017, 1, 11, 10, 10),
datetime(2017, 1, 13, 12, 10))
print (option_history.GetExpiryDates())
I do not get the same results as in the sample.
Sample result:
[datetime.datetime(2017, 1, 20, 0, 0), datetime.datetime(2017, 2, 17, 0, 0)]
My result:
[datetime.datetime(2017, 1, 20, 0, 0), datetime.datetime(2017, 2, 17, 0, 0),
datetime.datetime(2017, 3, 17, 0, 0), datetime.datetime(2017, 6, 16, 0, 0)]
Could anyone please let me know where I am going wrong?
Thank you!
(P.S. Also, why does even the sample in documentation not return the dates 1/27/2017, 2/3/2017, and 2/10/2017? I see in the data explorer that data for these dates does indeed exist.)
Thank you!
I have solved my issues and this thread can be deleted/closed (sorry, couldn't figure out how myself).
With regard to my original post, it appears the documentation is just incorrect and timedelta(180) is not what is producing those results.
With regard to my follow up comment, I now realize that the default time period returned is monthly, and found the solution to get shorter time periods in this post:
Thank you.
Jared Broad
Thanks Jason! Always good when people answer their own questions. Can you please report the issue with documentation to support@quantconnect.com (where is the issue?) and we'll push a fix.
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