Hi,
I wish to analyze 400 stocks with options, as the option data is huge, I wish to only subscribe a few options that meet the criteria.
I learned how to set option fitlers, however, I wish to set option fitlers with positive open interest and relative large trading volume, as I wish to subscribe only liquid options, is it possible? I did not find answer for it.
Thank you
Cheng
Thomas
Quantconnect doesn't offer open interest data. So i think it's not possible
Cheng155
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