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Hi all, I am struggling to filter for options that expire quarterly when using the AddOption method in Python.
https://www.quantconnect.com/docs/data-library/optionsI was wondering if, as in the page linked above, there is a quick way to call only options that have a quarterly expiration in the options.SetFilter (as you do with weeklys) or if any of you can suggest an efficient way to code this, thank you.
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Shile Wen
Hi Alberto,
According to the OptionFilterUniverse class (which is passed to the filter function defined in SetFilter), there is no function to filter for quarterlies.
There is not a good method for getting quarterly options at the moment, so I've submitted a GH issue here, and I suggest subscribing to the thread to get notified when a fix is merged.
Best,
Shile Wen
Alberto Maria Bernardi
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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