Hello!

I have installed the nuget package for Visual Studio:

https://www.nuget.org/packages/QuantConnect.Lean/

Now I am really struggling on how to set up a code in C# to retreive historical data for an option. I have looked at many examples but they seem to be incomplete in the documentation: 

Get Historical Option Data

For example the below code is incomplete. How can I create a complete code here that works for C#?

qb = QuantBook();

var option = AddOption("SPY", Resolution.Minute);
option.SetFilter(-10, 10, 0, 180);
var option_history = GetOptionHistory(option.Symbol, new DateTime(2017, 1, 4, 10 ,0, 0), new DateTime(2017, 1, 4, 10 ,5, 0),sort = True);
df = option_history.GetAllData();
print(df.tail());

        

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