CME crypto option data

As of my last update, QuantConnect provides access to a wide range of data, including cryptocurrency data from various exchanges. However, the availability of specific options data, such as BTC options, can be subject to licensing restrictions and the data sources QuantConnect has integrated.

For the most accurate and up-to-date information regarding the availability of BTC options data for backtesting on QuantConnect, I recommend directly checking the QuantConnect Data Library or reaching out to QuantConnect support. The platform has been continuously evolving, with new data sources and features being added over time. If BTC options data is not currently available, they may have plans to include it in the future or could provide guidance on how you might be able to use custom data for your backtesting purposes.

I am OK to buy subscription to dataset. Which one should I buy to get access to BTC options data? 

To access BTC options data for backtesting on QuantConnect, you would typically look for a dataset that specifically includes cryptocurrency options data, with a focus on Bitcoin (BTC). As of my last update, QuantConnect offers data from various providers, but the availability of specific datasets, especially for something as specialized as BTC options, can vary.

For cryptocurrency data, QuantConnect has integrated data from several exchanges, but the availability of options data, particularly for cryptocurrencies like Bitcoin, may be limited due to the specialized nature of this market and the data licensing restrictions.

Here are steps you can take to find and subscribe to the appropriate dataset for BTC options data:

1. Check QuantConnect Data Library: Visit the QuantConnect Data Library to see if there is a dataset specifically for BTC options. The library is continuously updated with new datasets.

2. Subscription Packages: If BTC options data is available, it would likely be part of a specialized cryptocurrency data package. Look for any packages offered by data providers like AlgoSeek or others that include cryptocurrency options data.

3. Contact Support: If you're unsure which subscription would include BTC options data or if such data is available, the best course of action is to contact QuantConnect support directly. They can provide the most current information on data availability and recommend the best subscription for your needs.

4. Custom Data: If BTC options data is not available through QuantConnect's standard subscriptions, they may still be able to support your backtesting through custom data integration. This would involve sourcing the data independently and integrating it into your algorithm using QuantConnect's custom data feature.

Remember, the availability of specific datasets like BTC options can change, so checking directly with QuantConnect for the most current information is always the best approach.