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SPY, Minute The issue starts from Sep 25th, 2018 09:30 AM; and continues until Nov 15th, 2018 04:00 PM

Ticker SPY
From 2018-09-25 09:30:00
To 2018-11-15 16:00:00
Security Type Option
Market USA
Resolution Minute
Status Closed

See backtest log here: https://www.quantconnect.com/backtest/3782/2011124/d83c8bfe37a1e00cf1896e768bf0783b-log.txt

Attempting to find weekly ATM (+1,-1) options contract daily on market open, for EOW expiration - data stops after Tuesday, Sept. 25, 2018 except for Friday, Oct. 12, 2018 which finds one contract

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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.


JayJayD has marked this issue as in progress.

0

Fixed, there are the new logs:
 

2018-09-01 00:00:00 Launching analysis for 6f7a7e8fb2206484de79f8ce10a0f938 with LEAN Engine v2.4.0.0.5997
2018-09-04 09:30:00 Current time: Tuesday, September 4, 2018, Symbol:SPY WXH94BXFW7WM|SPY R735QTJ8XC9X Last trading date: Friday, August 31, 2018
2018-09-05 09:30:00 Current time: Wednesday, September 5, 2018, Symbol:SPY WXL6WPE478JQ|SPY R735QTJ8XC9X Last trading date: Tuesday, September 4, 2018
2018-09-06 09:30:00 Current time: Thursday, September 6, 2018, Symbol:SPY WXM6CSRA9ZPI|SPY R735QTJ8XC9X Last trading date: Wednesday, September 5, 2018
2018-09-07 09:30:00 Current time: Friday, September 7, 2018, Symbol:SPY WXO597FQA952|SPY R735QTJ8XC9X Last trading date: Friday, September 7, 2018
2018-09-10 09:30:00 Current time: Monday, September 10, 2018, Symbol:SPY WXO597FQA952|SPY R735QTJ8XC9X Last trading date: Friday, September 7, 2018
2018-09-11 09:30:00 Current time: Tuesday, September 11, 2018, Symbol:SPY WXR3LAN5YLPI|SPY R735QTJ8XC9X Last trading date: Monday, September 10, 2018
2018-09-12 09:30:00 Current time: Wednesday, September 12, 2018, Symbol:SPY WXT2HHDI4412|SPY R735QTJ8XC9X Last trading date: Wednesday, September 12, 2018
2018-09-13 09:30:00 Current time: Thursday, September 13, 2018, Symbol:SPY WXT2HHDI4412|SPY R735QTJ8XC9X Last trading date: Wednesday, September 12, 2018
2018-09-14 09:30:00 Current time: Friday, September 14, 2018, Symbol:SPY WXV1DO26Q9UU|SPY R735QTJ8XC9X Last trading date: Friday, September 14, 2018
2018-09-17 09:30:00 Current time: Monday, September 17, 2018, Symbol:SPY WXV1DO26Q9UU|SPY R735QTJ8XC9X Last trading date: Friday, September 14, 2018
2018-09-18 09:30:00 Current time: Tuesday, September 18, 2018, Symbol:SPY WXXZPY5OYJC6|SPY R735QTJ8XC9X Last trading date: Monday, September 17, 2018
2018-09-19 09:30:00 Current time: Wednesday, September 19, 2018, Symbol:SPY WXZYM4W141NQ|SPY R735QTJ8XC9X Last trading date: Wednesday, September 19, 2018
2018-09-20 09:30:00 Current time: Thursday, September 20, 2018, Symbol:SPY WXZYM4W141NQ|SPY R735QTJ8XC9X Last trading date: Wednesday, September 19, 2018
2018-09-21 09:30:00 Current time: Friday, September 21, 2018, Symbol:SPY WY1XIASLLB3A|SPY R735QTJ8XC9X Last trading date: Friday, September 21, 2018
2018-09-24 09:30:00 Current time: Monday, September 24, 2018, Symbol:SPY WY1XIASLLB3A|SPY R735QTJ8XC9X Last trading date: Friday, September 21, 2018
2018-09-25 09:30:00 Current time: Tuesday, September 25, 2018, Symbol:SPY WY4VUKQZBC7A|SPY R735QTJ8XC9X Last trading date: Monday, September 24, 2018
2018-09-26 09:30:00 Current time: Wednesday, September 26, 2018, Symbol:SPY WY6UQRHBGUIU|SPY R735QTJ8XC9X Last trading date: Wednesday, September 26, 2018
2018-09-27 09:30:00 Current time: Thursday, September 27, 2018, Symbol:SPY WY6UQRHBGUIU|SPY R735QTJ8XC9X Last trading date: Wednesday, September 26, 2018
2018-09-28 09:30:00 Current time: Friday, September 28, 2018, Symbol:SPY WY8TMY5U4OAU|SPY R735QTJ8XC9X Last trading date: Friday, September 28, 2018
2018-10-01 09:30:00 Current time: Monday, October 1, 2018, Symbol:SPY WY8TMY5U4OAU|SPY R735QTJ8XC9X Last trading date: Friday, September 28, 2018
2018-10-02 09:30:00 Current time: Tuesday, October 2, 2018, Symbol:SPY WYBRZ9BPKG2U|SPY R735QTJ8XC9X Last trading date: Monday, October 1, 2018
2018-10-03 09:30:00 Current time: Wednesday, October 3, 2018, Symbol:SPY WYDQVG21PYEE|SPY R735QTJ8XC9X Last trading date: Wednesday, October 3, 2018
2018-10-04 09:30:00 Current time: Thursday, October 4, 2018, Symbol:SPY WYDQVG21PYEE|SPY R735QTJ8XC9X Last trading date: Wednesday, October 3, 2018
2018-10-05 09:30:00 Current time: Friday, October 5, 2018, Symbol:SPY WYFPRLRI8YVA|SPY R735QTJ8XC9X Last trading date: Friday, October 5, 2018
2018-10-08 09:30:00 Current time: Monday, October 8, 2018, Symbol:SPY WYFPRLRI8YVA|SPY R735QTJ8XC9X Last trading date: Friday, October 5, 2018
2018-10-09 09:30:00 Current time: Tuesday, October 9, 2018, Symbol:SPY WYIO3WVW3Q7A|SPY R735QTJ8XC9X Last trading date: Monday, October 8, 2018
2018-10-10 09:30:00 Current time: Wednesday, October 10, 2018, Symbol:SPY WYKN03M898IU|SPY R735QTJ8XC9X Last trading date: Wednesday, October 10, 2018
2018-10-11 09:30:00 Current time: Thursday, October 11, 2018, Symbol:SPY WYKN03M898IU|SPY R735QTJ8XC9X Last trading date: Wednesday, October 10, 2018
2018-10-12 09:30:00 Current time: Friday, October 12, 2018, Symbol:SPY WYMLW9BOS8ZQ|SPY R735QTJ8XC9X Last trading date: Friday, October 12, 2018
2018-10-15 09:30:00 Current time: Monday, October 15, 2018, Symbol:SPY WYMLW9BOS8ZQ|SPY R735QTJ8XC9X Last trading date: Friday, October 12, 2018
2018-10-15 20:01:00 Algorithm Id:(6f7a7e8fb2206484de79f8ce10a0f938) completed in 49.92 seconds at 1299k data points per second. Processing total of 64,838,432 data points.

 

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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.


JayJayD has marked this issue as closed.

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.


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