Options Historical Data


I'm new to QC and was playing around with the notebook example. Could someone help me with the following questions please -


 a) Noticed that historical options data is not available for recent business days. To illustrate, last available date (as of today) for AMZN is Nov 27, 2018. Is there a way to pull more recent history?

amzn = qb.AddOption("AMZN")

amzn.SetFilter(-2, 2, timedelta(0), timedelta(180))

option_history = qb.GetOptionHistory(amzn.Symbol, datetime(2018, 11, 27))
print (option_history.GetStrikes())
print (option_history.GetExpiryDates())
h7 = option_history.GetAllData()

b) How do I use option_history object to query specific expiry days?


Many Thanks!

Update Backtest

re 1: Historical options data is not currently up to date (Nov 29 was the latest as I write this) but QC are currently working on installing new infrastructure to speed up the update of this data. I've been waiting patiently for this - hopefully will be in place soon. You can check the data status by using the data explorer.
re 2: I don't think it's possible to query specific expiry days. You can only get a specific lookback period of data and then process each date as needed.


Update Backtest


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