Can't get SPY Call Options data for February 26, 2020

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Per the title, I can pull SPY call options data for days before the 26th and after in February. The following shows how I can get data for the 24th, but not the 26th. This is for the Research environment. Anyone know the issue?

Code:

 

qb = QuantBook()
spy = qb.AddEquity("SPY")
spy_underlying_price = qb.History(spy.Symbol,
datetime(2020, 2, 26, 9, 30, 59),
datetime(2020, 2, 26, 9, 31, 0),
Resolution.Second)
sup_c = spy_underlying_price['close'] # 314.75


spy_option = Symbol.CreateOption(spy.Symbol, Market.USA, OptionStyle.American, OptionRight.Call,
int(sup_c) + 1, # decimal strike
datetime(2020, 2, 26)) # datetime expiry
print("Option: " + spy_option.Value)
spy_option_prices = qb.History(spy_option,
datetime(2020, 2, 26, 9, 30, 0),
datetime(2020, 2, 26, 10, 0, 0),
Resolution.Minute)
'''Why does this return a blank data frame?'''
print(spy_option_prices)

spy_option_prior_exp_day = Symbol.CreateOption(spy.Symbol, Market.USA, OptionStyle.American, OptionRight.Call,
324, # decimal strike
datetime(2020, 2, 24)) # datetime expiry
spy_option_prices_prior_exp_day = qb.History(spy_option,
datetime(2020, 2, 24, 9, 30, 0),
datetime(2020, 2, 24, 10, 0, 0),
Resolution.Minute)

print("Option: " + spy_option_prior_exp_day.Value)
'''This has a filled data frame'''
print(spy_option_prices_prior_exp_day)

 

My Output (abbreviated)

Option: SPY 200226C00315000
Empty DataFrame
Columns: []
Index: []
Option: SPY 200224C00324000
askclose \
expiry strike type symbol time
2020-02-26 315.0 Call SPY XCCWB8AVKWVA|SPY 2T 2020-02-24 09:31:00 9.42
2020-02-24 09:32:00 9.88
2020-02-24 09:33:00 10.31
2020-02-24 09:34:00 10.39
2020-02-24 09:35:00 10.26

Also, QuantConnect is awesome!!! The Best!!!

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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.


> Also, QuantConnect is awesome!!! The Best!!!
Thank you made my day =D 

Thank you for the post with code. So we can track and fix data issue please post this here as a new "Issue"

https://www.quantconnect.com/data/issues/create

We have a system for checking the data and patching issue which show up, and notifying you when they're fixed. 

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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