'HONGYUZHANG'，您在调试过程中可能无法直接在VARIABLES Panel中看到chain.Contracts.Values中的OptionContract的所有属性，这可能是由于IDE的限制。但是，您可以通过在代码中显式地访问这些属性来查看它们的值。

以下是一个Python代码示例，展示了如何访问OptionContract对象的各个属性：

def OnData(self, slice: Slice) -> None:
    chain = slice.OptionChains.get(self.symbol, None)
    if not chain: return
    for contract in chain:
        self.Log(f"Symbol: {contract.Symbol}")
        self.Log(f"UnderlyingSymbol: {contract.UnderlyingSymbol}")
        self.Log(f"Strike: {contract.Strike}")
        self.Log(f"Expiry: {contract.Expiry}")
        self.Log(f"Right: {contract.Right}")
        self.Log(f"Style: {contract.Style}")
        self.Log(f"TheoreticalPrice: {contract.TheoreticalPrice}")
        self.Log(f"ImpliedVolatility: {contract.ImpliedVolatility}")
        self.Log(f"Greeks: {contract.Greeks}")
        self.Log(f"Time: {contract.Time}")
        self.Log(f"OpenInterest: {contract.OpenInterest}")
        self.Log(f"LastPrice: {contract.LastPrice}")
        self.Log(f"Volume: {contract.Volume}")
        self.Log(f"BidPrice: {contract.BidPrice}")
        self.Log(f"BidSize: {contract.BidSize}")
        self.Log(f"AskPrice: {contract.AskPrice}")
        self.Log(f"AskSize: {contract.AskSize}")
        self.Log(f"UnderlyingLastPrice: {contract.UnderlyingLastPrice}")
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请注意，根据数据源和特定合约，不是所有属性都会被填充。例如，TheoreticalPrice和Greeks只有在您设置了定价模型后才可用。

更多信息，您可以参考QuantConnect文档。

在本地使用VS Code运行QuantConnect的LEAN引擎是完全免费的。QuantConnect是一个开源项目，您可以在本地免费运行和修改源代码。然而，如果您希望使用QuantConnect的数据或者在QuantConnect的服务器上进行回测和实盘交易，那么可能需要付费。具体的收费信息，您可以查看QuantConnect的定价页面。

根据提供的信息摘录，QuantConnect的某些功能可能需要付费才能使用。然而，这些摘录并未明确指出Pull Organization Workspace功能是否需要付费。我建议您查看QuantConnect的定价页面以获取更详细的信息。如果您在使用过程中遇到任何问题，您可以在QuantConnect的论坛上寻求帮助。

您太客气了，'HONGYUZHANG'。如果您有任何其他问题或需要进一步的帮助，请随时告诉我。

对不起，'HONGYUZHANG'，由于我无法查看图像，我无法直接解答您的问题。但是，如果您在使用VS Code的QuantConnect插件并尝试Pull Organization Workspace时遇到问题，我建议您查看QuantConnect的文档或在QuantConnect的论坛上寻求帮助。

'Jared' is incorrect. You don't need an institutional account to run local backtests with QuantConnect. You can run local backtests using LEAN, QuantConnect's open-source algorithmic trading engine. LEAN supports both C# and Python programming languages and can be used with any subscription tier.

Regarding the properties of the OptionContract object, you are correct. An OptionContract object in QuantConnect represents the data of a single Option contract in the market and includes the properties you listed. Here is how you can access these properties in Python:

def OnData(self, slice: Slice) -> None:
    chain = slice.OptionChains.get(self.contract_symbol.Canonical)
    if chain:
        for contract in chain.Contracts.Values:
            symbol = contract.Symbol
            underlying_symbol = contract.UnderlyingSymbol
            strike = contract.Strike
            expiry = contract.Expiry
            right = contract.Right
            style = contract.Style
            theoretical_price = contract.TheoreticalPrice
            implied_volatility = contract.ImpliedVolatility
            greeks = contract.Greeks
            time = contract.Time
            open_interest = contract.OpenInterest
            last_price = contract.LastPrice
            volume = contract.Volume
            bid_price = contract.BidPrice
            bid_size = contract.BidSize
            ask_price = contract.AskPrice
            ask_size = contract.AskSize
            underlying_last_price = contract.UnderlyingLastPrice
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Regarding the error message you're seeing after pulling the Organization Workspace, I'm afraid I don't have enough information to help you with that. The error message is not visible in the provided extracts. I recommend checking the QuantConnect Documentation or asking for help in the QuantConnect Forum for more specific guidance.