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SPX Options Testing

Hello All!

I've been an options trader for years now.  I trade 1000s of options per year. At this point I have a few mechanics that I like to adhere to, so I figured I would give this a try.   I used to develop in C# years ago.. so lets see how it goes.

So there is one specific strategy (that I know works) that I want to get started with and it's on SPX. The problem is, I can't seem to get SPX to work using the examples I've pulled from the tutorials.  SPY works fine, but SPX is not executing any trades.  I get no error in the logs.  Also I found SPX options data in the data archive.  Any ideas?

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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.


Hi Bobby. Sorry at this point we only have models for Equity Options not Index Options (or Future Options). Index options are a popular request. I've made a github issue for you here to be notified when we add this to the platform. They are fairly complex to add so there is no ETA at this time.

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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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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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