"There is no data vendor that sells" error message when attempting to download IndexOption data

Based on the information provided in the extracts, it seems like you might be encountering this issue due to a lack of subscription to the necessary data packages. To access the US Index Options dataset, you need to subscribe to at least one of the following data packages:

• US Index Options Daily Updates by AlgoSeek
• US Index Options Hour History by AlgoSeek
• US Index Options Minute History by AlgoSeek

You can do this by opening the Pricing page of your organization. Please note that you need billing permissions to change the organization's subscriptions.

Once you have subscribed, you can use the CLI Command Generator to generate your download command and then run it in a terminal in your organization workspace.

Here is an example Python script that updates all data resolutions:

import os
from datetime import datetime
from pytz import timezone

# Define a method to download the data
def download_data(resolution, overwrite=False):
 print(f"Updating {resolution} data...")
 command = f'lean data download --dataset "US Index Options" --data-type "Bulk" --resolution "{resolution}"'
 if overwrite:
 command += " --overwrite"
 os.system(command)

# Update data files
END_DATE = datetime.now(timezone("US/Eastern")).strftime("%Y%m%d")
latest_date = sorted([f for f in os.listdir(f"indexoption/usa/minute/spx")])[-1].split('_')[0]
if latest_date >= END_DATE:
 print(f"Your data is already up to date.")
else:
 download_data("minute")
 for resolution in ['hour', 'daily']:
 download_data(resolution, True)

If you're still encountering issues after following these steps, it might be best to contact QuantConnect directly for further assistance.

Hi Alexander Suvorov ,

We have fixed the issue. Please retry now. If the issue persists, please contact support@quantconnect.com.

Best regards,
Alex