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Newbe with some questions

I just entered Quantconnect I got some Python notebooks to work (I am proficient in Python). One of the reasons to choose for Quantconnect was the availability of data. But for some reason this seems limited. If I take a look at the Data overview I can only find US stocks but no European markets. I am interested in options and succeeded in loading a subset, but this seems to be limited to options in a small range of the strike price versus the actual prices. This data is very detailed with prices every minute. Isn't it possible to request option data with a longer interval of 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.


Hi Steven, Welcome to QuantConnect! We have more data than any platform in the world, but there's always room to improve =). We'll hopefully add international markets this year but it's not just a data problem there are modeling challenges we'll be addressing. We're excited to add international markets.

"Isn't it possible to request option data with a longer interval of time?" - We have the real price data from the exchanges, and you can ask for whatever interval you want but it will just slow down your backtest. There is about 40TB of options data and backtesting that level of data can be quite slow. We'll keep working at it!

I recommend checking out boot camp to get started. It should get you up to speed with the QuantConnect API. 

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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.


Update Backtest





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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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