Hello, I'd like to be able to check the expiration date(s) of the option(s) I'm currently holding.
I have tried the below code and a few other things but I've had no luck yet.
def OnData(self, slice):
expiries = [x.Value.Expiry for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option]
Gurumeher Sawhney
In order to check the expiration dates, try using the method call Symbol.ID.Date. The method ID.Date will output the expiry date when the Security.Type is an option. So the above code should be:
expiries = [x.Key.ID.Date for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option] self.Debug(expiries)
ForeverYoungNow
Thank you for sharing.
Jonathan Soll
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