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Hi,
I'm trying to use GetAllData to view Options at a specific time, but the end time value doesn't seem to work, what am I missing?
If I can't use GetAllData, can someone please tell me how to view a specific Option at a specific time with a specific strike?
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Jack Simonson
Hi Orenshkol,
Currently, the GetAllData() call will return a minimum of one day of options data. We've created an issue in the QuantConnect/Research GitHub repository and you can follow this issue to see any updates and track its progress. However, you can filter the pandas DataFrame that the GetAllData() call returns for a variety of criteria. I've attached a notebook with a few examples, and it is always a good idea to familiarize yourself with multi-index pandas DataFrames if you haven't yet.
Orenshkol
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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