Ticker SPY 200226C00315000
From 2020-02-26 00:00:00
To 2020-02-26 00:00:00
Security Type Option
Market USA
Resolution Minute
Status Resolved

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.

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)

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