Equity Options

Request Equity Options data in your algorithm to receive a feed of contract prices in the OnDataon_data method. For more information about the specific dataset we use for backtests, see the US Equity Options dataset listing. To trade Equity Options live, you can use one of the brokerage data providers. We currently only support American-style Options for US Equity Options.

To request Equity Options data, call one of the following methods:

• AddOptionself.add_option to add a basket of contracts for a single underlying Equity
• AddOptionContractself.add_option_contract to add individual contracts for an underlying Equity