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.
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
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