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Future Options
Requesting Data
Request Future Options data in your algorithm to receive a feed of contract prices in the on_data method.
For more information about the specific dataset we use for backtests, see the US Future Options dataset listing.
To trade Future Options live, you can use one of the brokerage data providers.
We currently only support European-style Options for US Future Options.
To request Future Options data, call one of the following methods:
self.add_future_optionto add a basket of contracts for a single underlying Futureself.add_future_option_contractto add individual contracts for an underlying Future
Request and Filter Contracts for Option Strategies
self.add_future_option
Request and Filter All Contracts
self.add_future_option
Select Individual Contracts
self.add_future_option_contract
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