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How can i access the Ask and Bid Price [ Option Premium Price ] using the OptionChainProvider.GetOptionContractList Method ???
like in OptionChain Method we can use OptionChain.Value.AskPrice .
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Derek Melchin
Hi Ishant,
To access the AskPrice of options returned from `GetOptionContractList`, we need to set the market price of the option to the last known price. This is done with a security initializer.
def SecurityInitializer(self, security): security.SetMarketPrice(self.GetLastKnownPrice(security))See the attached backtest for reference.
Best,
Derek Melchin
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.
Sachin S
Hi Derek,
This method works when you run as algorithm. Can you show how to do this in research environment? I want to use OptionChainProvider to get OptionData and get option Prices and Greeks in research env.Â
Thanks
Sachin
Derek Melchin
Hi Sachin,
To get Option prices and Greeks in the Research Environment, see Get Historical Data and Price Models.
Best,
Derek Melchin
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.
Ishant Jain
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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