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