Options data from IB

Based on the information provided in the extracts, it's clear that QuantConnect supports options trading and has integrated with Interactive Brokers for live trading. However, the specific details about options data from Interactive Brokers are not explicitly mentioned in the extracts.

In the forum discussion titled "What streaming data feeds are used for live US equity trading with IB through Quantconnect.com?", it is mentioned that for options & futures, algorithms must use Interactive Brokers as their data source. However, the resolution of this data is not specified.

In another forum discussion titled "Option Trading with IB Part 1", it is mentioned that options trading is a work in progress and that they plan to deploy it publicly in the next few months. However, this discussion is from 2015 and may not reflect the current state of options trading with Interactive Brokers on QuantConnect.

For the most accurate and up-to-date information, I recommend checking the official QuantConnect documentation or reaching out to the QuantConnect team directly.

Just an update after speaking to more people on the forum, Quantconnect only offers US equity option data to a minute resolution. It is possible to use second resolution settings but it's not supported.

Not support == no support tickets.. not officially supported.

Referencing Jared Broad on the discord post: 

Based on the information provided in the extracts, it is indeed correct that QuantConnect only supports US equity options data at a minute resolution. This is confirmed in a forum discussion titled "Options Tutorial" where Jared Broad, a representative from QuantConnect, states that they only have option minute data.

While it might be technically possible to use second resolution settings, it's important to note that this is not officially supported by QuantConnect. This means that if you encounter any issues or problems while using second resolution data, QuantConnect may not be able to provide assistance or support.

Here is an example of how to add equity options data at a minute resolution in Python:

self.stock= "SPY"
self.equity = self.AddEquity(self.stock, Resolution.Tick)
self.equity.SetDataNormalizationMode(DataNormalizationMode.Raw)
option = self.AddOption(self.stock, Resolution.Minute)
option.SetFilter(lambda universe: universe.IncludeWeeklys().Strikes(-15, +15).Expiration(timedelta(6), timedelta(7)))

For the most accurate and up-to-date information, I recommend checking the official QuantConnect documentation or reaching out to the QuantConnect team directly.

Farshad Fahimi - Did you ever find the options subscription from IB? It's been tough to navigate the IB datafeed and pricing sites to know what I would need to buy for live trading. 

FYI We have laid out plans early 2025 for an OPRA feed built into QuantConnect. For now Polygon and IB are the best ways to access this data. We will not have an index data feed so if you're doing SPX you'd need one of the other vendors as well. 

Some community members do second resolution in live trading its just their support tickets are edge cases we can't commit to addressing. The most common issue is IB data feed drops, which some members solve by using polygon. Second-options is a lot of data so things are slow if you're using python. 

We also added TradeStation (including their data feed integrations) which might be a better fit. It should be officially released tomorrow or Monday.