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Do we have access to the weekly contracts - particularly VIX futures?
I was poking around the futures data today and found monthly expirations only, but seem to remember that options default to monthlys only but weeklies are optional. Am I missing something?
Thanks,
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Yiyun Wu
Hi Hugh,
We only have VIX Futures monthly contracts. Here you can find more information for the future data. For options, the data defaults to monthly expiration option contracts. If you'd like Weekly expirations as well you must add it to your filter in the SetFilter method. Please take a look at here to see the detail.
Hope this helps!
Hugh Todd
Yiyun Wu - Thanks for the clarification, it removes any doubt. Much appreciated.
Yiyun Wu
Hi Hugh,
I am glad the problem has been solved. It's my pleasure. Please feel free to ask if you have any further questions.
Thanks
Hugh Todd
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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