Is there a table or an inforgraphic that describes exactly the historical coverage of the options data: how much history for which universe/asset class.
For example, I tried adapting an existing example for GLD or SPY in 2014, but didn't get any data. However, searching forums I could not find any details on what I should expect to find.
Jing Wu's very nice tutorial
says "trade and quotes price data for approximately 4000 symbols, each of which has roughly 10 strikes on average. Data is available starting January 1st, 2008.".
Would be great to be able to have a more detailed breakdown - not every symbol, but at least characterization by universe (stocks, etfs, futures, fx), and respective history
Jared Broad
Hey K -- we do this in the data library: you can search here and find the asset classes we support, resolutions and data vendors that it came from.
Options data in QC starts in January 2010 and is only available at minute resolution (we have the data since 2007 but the symbols cannot be mapped due to an OPRA naming change which occurred Dec-2009. The date 2008 is a mistake in the tutorial that can fix today.
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Karen Chaltikian
Great, thanks. That is very helpful
Karen Chaltikian
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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