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Underlying asset consolidated bar for a given option

Hi,

I want to use the underling asset value of option by making a consolated graph of that day itself.

 

WHat are the different ways to proceed to make consolidtaed bar of the the undelying asset?Also how to define the strike price =undelyingconsolidated_bar.low(it will be nearby value offcourse).

Any suggestion/implementation/example will be highly appreciated.

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Hey Akash,

You can create a consolidator for an equity by first subscribing to data for that symbol.

self.AddEquity("SPY", Resolution.Minute)

Then you can create a consolidator and register it to the algorithm

# Creates 30 min consolidator
consolidator = TradeBarConsolidator(timedelta(minutes=30))

# Register indicator
self.RegisterIndicator("SPY", consolidator)

I highly recommend checking out the boot camps, specifically Opening Range Breakouts, which covers creating consolidators.

Best
Rahul

2

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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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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