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Hi,
Are OEX and XEO derivatives available for trading?
Is yes, are you taking into account the fact that OEX is American style *cash settled* ?
(And XEO are European style)
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Daniel Chen
Hi Gil,
Despite the fact that we do have the options data for those symbols, we don't have their underlying (we don't have index data). For that reason, Lean doesn't model index options. We are looking into supporting index and futures' options in the future. Sorry about the inconvenience.
Gil Sapir
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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