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Hi There,
I am running an algorithm that is trading a static universe of ETFs and ETF options using the OptionChainProvider.
I would like to explore including Weekly's and not be limited to monthly contracts. Is it possible to do so without reverting to the "slow" option.SetFilter method AND without needing to change from classic style static universe to the dynamic style algorithm framework Universe Selection model?
Kind Regards,
Mark
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Louis Szeto
Hi Mark
OptionChainProvider is defaultly returning all weekly and monthly option contracts available.
Best
Louis
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.
Mark Reeve
Ahhh fantastic thanks Louis. I thought default was Monthly only…
Mark Reeve
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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