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Rocco Claudio Cannizzaro

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Rocco Claudio Cannizzaro
Created Jul 20, 2021

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Rocco left a comment on Issues with Index Options: Zero DTE and Fills at S...

"Hi Louis,Following up on the 0-DTE options using the Monthly SPX data, it turns out that all the fil..."

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2 years ago

2 years ago


Rocco left a comment on Issues with Index Options: Zero DTE and Fills at S...

"Hi Varad, Thank you for your comment, I'm actually trying to include weekly options.Without doing a..."

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2 years ago

2 years ago


Rocco left a comment on Issues with Index Options: Zero DTE and Fills at S...

"Thank you Louis, Really appreciated your help! It seems that GetOptionContractList returns only op..."

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2 years ago

2 years ago


Rocco started the discussion

Issues with Index Options: Zero DTE and Fills at Stale Price

2 years ago

2 years ago


Rocco's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 08-10-2021

Backtester

User has made 100+ Backtests

Unlocked: 12-05-2021

Python Programming

Prefer Python Programming Language

Unlocked: 07-20-2021

Community Editor

Community Editor

Unlocked: 02-07-2022

Boot Camp Private

Finish Easy Tutorial

Unlocked: 08-09-2021