QUANTCONNECT COMMUNITY
Hi QuantConnect community. I am having issues getting VIX options. Could anybody of the community help me?
The algo below shows the amount of call and put contracts. It shows not contracts available for VIX. Nevertheless, if VIX is replaced by any other asset as SPY or AAPL, it works perfectly.
According to the data section, VIX options are supported:
https://www.quantconnect.com/data/tree/option/usa/minute/vix
Appreciate you help. Thanks.
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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Rahul Chowdhury
Hey Gabriel,
The VIX is an index, whereas SPY is a tradable ETF on the S&P index. Currently, QuantConnect only supports US Equity Options. QuantConnect doesn't support index options because we don't have data of the underlying. That is why you are having trouble loading the VIX option chain.
Best,
Rahul
Thunder Chicken
Hello,
Was this ever addressed? Meaning, can we now access Index Options? It has been 9 months.
Thank you,
Jason
Jared Broad
It is scheduled for Q4 2020. Thank you for your patience.
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.
Thunder Chicken
Appreciate all the help Jared. Keep up the great work all of you do.
Regards
Laurent Crouzet
"It is scheduled for Q4 2020"
>> Great, Jared Broad!
Will it be the same ETA (Q4 2020) for Options on Futures, in addition to Index Options ?
Derek Melchin
Hi Laurent,
We do not have an ETA for Options on Futures at this time. We will keep the community updated though.
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.
Thunder Chicken
Derek,
Just checking in on the status of the main request. VIX options data.
Thank you!
Thunder Chicken
Hello,
Checking in again on this request.
Thank you!
Derek Melchin
Hi J J,
Track our progress here.
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.
Gabriel Moncarz
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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