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Option data import

I am new to quant connect. I am studying the tutorial to options now for some hours (

https://www.quantconnect.com/tutorials/api-tutorials/using-options-in-quantconnect

) without success. There seem to be two IDEs. One for backtesting an algorithm with money and a research IDE. In the backtesting IDE, I have no output of the data like the table of option prices in the tutorial. In the tutorial he uses the Initialize and OnData method so I think he uses the backtesting IDE.

I tried to print the table of the tutorial with all the google option information in the research IDE (please see the code attached). But it seems as if there is no data available for options because I get back "empty data frame". I also dont know how to create the slice object properly. How can I add some plots etc. to the backtesting IDE?

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Hi Rupert,

Welcome to QuantConnect! First of all, backtesting terminal and research environment are using two different objects (QCAlgorithm vs QuantBook), so there would be difference between them. The documentation for research environment is seperated section "Research" on the left panel.

To get historical data for options, we use GetOptionHistory() instead of History(). More detailed instruction is here. I have attached my attempt of getting historical data for GOOG following the instruction.

And here is why we don't do that in general: logging data in bulk is against our terms of service. It is fine to try things out and learn from our examples, but please avoid that in the future use!

For plotting, here is some information that would help.

Hope it helps!

1

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.


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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