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Hi, as the title says, I am wondering how can I use the self.History to fetch the last known BidPrice for a given option contract without adding the security through AddOptionContract.
As a bit more of context, I don't need to know the real time BidPrice. I am fine to fetch whatever price is available with the History request (i.e., 15 min, 1 h, 1d, etc). I can't use the AddOptionContract because I will go over limit of my subscription with InteractiveBroker.
Any idea or inputs are greatly appreciated.
Derek Melchin
Hi Rafael,
We just need to make a regular history request with the Option contract Symbol. See the attached backtest for reference.
Best,
Derek Melchin
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Rafael Trevisan
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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