QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
Hello the attached algo, doesn't make any transactions because is not able to retrieve the option chain for the specific symbol. In the loop of the select_options() function, the line if kvp.Key == key, never match because kvp.Key has an '?' before the stock symbol, so the chain does not retrieved for the required symbol.
The correct behaviour I suppose is that kvp.Key would be equal to 'AAPL', or 'NFLX' or 'GOOG' or 'TSLA' without the '?'. How this can be solved? It is a bug?
Upvote
Hi Craig,
To apply the MoveNext method, we first need to get the enumerator from the chain.
Share New Research 
var enumerator = chain.GetEnumerator();
while (enumerator.MoveNext()) {
Log("MoveNext");
}See the attached backtest for a full example.
In regards to SetFi<er, we don't recommend calling it in OnData. Instead, utilize the OptionChainProvider to get the list of option contracts.
Best,
Derek Melchin
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.
QuantConnectâ„¢ 2025. All Rights Reserved
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!