Futures Options Trading with IB Data

Hi Jan,
 

1. You can find examples on FutureOption in the Algorithm.Python/Algorithm.CSharp LEAN repo on GH. here are some of them:[1, 2, 3, 4]
2. Please get in touch with support@quantconnect.com with the contracts not being covered

Best,

Varad Kabade

Hi,

thank you for the links to the code examples. Is it possible to use the FutureOptions data in the research enviroment as well? Here my example, ( which returns an empty option chain). Any ideas?

Tank you 

Jan

qb.es19m20 = qb.AddFutureContract(
            Symbol.CreateFuture(
                Futures.Indices.SP500EMini,
                Market.CME,
                datetime(2021, 6, 19)
            ),
            Resolution.Minute).Symbol

qb.esOptions = [
          qb.AddFutureOptionContract(i, Resolution.Minute).Symbol
          for i in (qb.OptionChainProvider.GetOptionContractList(qb.es19m20, qb.Time))
            if i.ID.OptionRight == OptionRight.Call
            ]
len(qb.esOptions)

Hi Jan

Please refer to this page for using FutureOption's historical data in the research environment.

Best
Louis