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?
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
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