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Hello,
I am new to quantconnect and was wondering if :
1. Historical data is available for depth of market (DOM)/Order book/Level II.
2. If so, for which instruments, time frames, and to how many years back?
3. Is implied volatility for options available in the historical options data?
4. Are option greek calculations included in the historical options data?
Sorry if this has already been answered. A link to the answer in that case is appreciated.
Thank you.
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Sudheer Sridharamurthy
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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