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OnData date

I want so select an ATM options with expiry near to 30, 60, 90 and 180 days. I know how to sort the options in respect of strikes and then just take the option that is nearest to the underlying price. But first I need to make four list for the respective expiry dates.

My question is how to add or substract a python date to x.Expiry if x is a option contract and get the days. Also how to get the actual date within the OnData function.

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Hi Rupert,

  1. Are you asking how to get the number of days between two dates in Python? Here's an example of this.
  2. Actual date is always stored in self.Time and self.UtcTime.
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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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