Here is my code. It is directly from the tutorial but doesnt work. In the logs I get an "test" but no "ok", because there is no data! Tried with different ticker symbols.
from BasicTemplateLibrary import BasicTemplateLibrary
class Main(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2018, 12, 1) #Set Start Date
self.SetEndDate(2018, 12, 30) #Set End Date
self.SetCash(50000) #Set Strategy Cash
equity = self.AddEquity("GOOG", Resolution.Daily)
option = self.AddOption("GOOGL", Resolution.Minute)
self.symbol = option.Symbol
self.Debug("test")
x = BasicTemplateLibrary()
def OnData(self,slice):
for i in slice.OptionChains:
self.Debug("ok")
Link Liang
Hi Rupert,
There is nothing wrong with your code. Currently our data for options stop on 2018-11-30, and that's the reason you have empty option chain with your start date setting.
We will publish our up-to-date option data in just a few days. Meanwhile, you could implement your algorithm with end date earlier 2018-11-30 for these days. Hope it helps!
Squirrel24
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