Hi all,
My code seems to be fine when doing backtests and live trading.
Unfortunately, when my code should give a trade order in live trading, I don't buy an option because there are no option chains. When I do a backtest the day after, I don't have an option chain available.
Is there any explaination for this why I can't get actual option chains? Has this to do with warming up or something?
I prefer not sharing my code if I don't have to.
2022-12-06 17:00:00 :2022-12-06 12:00:00.0565982022-12-06 17:00:00 :AAPL2022-12-06 17:00:00 :Buy Put2022-12-06 17:00:00 :No chainschains = data.OptionChains.get(i)
if chains is None:
self.Debug("No chains")
return
Derek Melchin
Hi Alex,
We don't currently have an Equity Options live data feed. To trade Equity Options live, we need to use the IB or Tradier data feeds.
Best,
Derek Melchin
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Alex Veraart
Thanks Derek,
For the backtests I solved it with a self.History in chains.
For live trading I changed data source to IB instead of QC. Let's wait for a order now :)
Alex Veraart
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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