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Hello,
I am having a hard time figuring out how to solve this runtime error I get which states, “No option type exists for underlying SecurityType: Option at on_securities_changed”
Can someone in the community assist me with this error or give me an idea how I can make sure a universe of symbols have options?
Here is the my def on_securities_changed:
def on_securities_changed(self, changes):
for added in changes.added_securities:
option_contracts = self.option_chain_provider.get_option_contract_list(added.Symbol, self.time)
if len(option_contracts) > 0:
option = self.add_option(added.Symbol)
option.set_filter(-5, 5, timedelta(30), timedelta(60))
self.option_trades[added.Symbol] = None
else:
pass
Mia Alissi
Sources: Futures Fast Trend Following, with Trend Strength, Greeks and IV Implementation, Upcoming Holiday Momentum for Amazon, Options Universes - QuantConnect.com, Index Option Call O T M Expiry Regression Algorithm
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Thomas Zaborenko
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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