QUANTCONNECT COMMUNITY
I subscribed to an option:
AddOption("GME", Resolution.Minute);
But when trying to call the data, it is stored as "?GME" -
Symbol _mystock = QuantConnect.Symbol.Create("GME", SecurityType.Equity, Market.USA);
works: slice.OptionChains.TryGetValue("?" + _mystcok, out chain)
fails: slice.OptionChains.TryGetValue(_mystock, out chain)
Any idea why is this?
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Derek Melchin
Hi Gregory,
The option data is keyed in the data slice by the canonical symbol. We can easily gather it with
AddOption("GME", Resolution.Minute).Symbol;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.
Gregory Szczeszynski
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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