My Initialize() function is below. I'm interested in daily resolution for SPY options and the underlying. 

def Initialize(self):
self.SetStartDate(2017, 1, 1)

equity = self.AddEquity("SPY", Resolution.Daily)
option = self.AddOption("SPY", Resolution.Daily)

Per the docs here I would expect to be able to use Resolution.Daily, however, I'm seeing the error: 

During the algorithm initialization, the following exception has occurred: ArgumentException : Sorry Daily is not a supported resolution for ZipEntryName and SecurityType.Option. Please change your AddData to use one of the supported resolutions (Minute).

Any Ideas?