Hi everyone,

I'm kind of new to Lean. I've read some tutorial and built-in examples and ready to code my own strategy.

However, I stuck on getting my own option tick data into Lean. And I'm using all market info(bid5/ask5 and volume). I think I might need to change some core code. I start with Python but it's kinda abstruct. So I move to C#, but I'm not very good at c#.

Is there any example or tutorial to show how do I use my own tick data for options? And give them multiple layer of bid/ask information?

Any help would be appreciate.

All the best.