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Am we subscribe to the equity cash indices, SPX, NDX, RUT and MID?
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Michael Bloomfield
*Can we
Yuxin Guan
Hello Michael,
Unfortunately, Lean does not support index options. Only US Equity options at the moment.
Best,
Yuxin Guan
Michael Bloomfield
Can we subscribe to the equity cash indices, SPX, NDX, RUT and MID? I'm not asking if we can subscribe to SPX Options.
SPX is a cash indice of the S&P 500 index.
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Alexandre Catarino
Hi Michael Bloomfield ,
QuantConnect doesn't provide Index data. Please check out the Data Library for available tickers.
You can add Index data to your algorithm with the custom data feature.
Michael Bloomfield
These are the most common cash indices that are tracked, SPX, NDX, RUT and MID. Although the index data could be added to an algorithm with the custom data feature, but seriously. cash indices are the fundamental building blocks of the markets. Mutual Funds and ETFs track the indices. Futures are derived from the indices. Options are derived from the indices.
Jared Broad
AddIndex("SPX", Resolution.Minute) will soon be available. It is currently in beta testing! After this, we'll be added Index-Options for NDX, SPX, and VIX. Â
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.
Michael Bloomfield
YES!!
Chris M
Hi Jared do you have an ETA for when this will become available? I will finally begin using QuantConnect the way I intended! I can already spot VIX data in the Data Explorer :) Extremely exciting!
Derek Melchin
Hi Chris,
We have SPX and NDX index options already available. See the attached backtest for reference. There is no ETA currently for VIX. We'll notify the community when VIX is also available.
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.
Derek Melchin
Hi everyone,
VIX is now available. See the attached backtest.
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.
Chris M
Amazing Derek! Thanks for the incredible update!
Jared Broad
Unofficially released =). Please let us know of any bugs through support@quantconnect.com as we're still not officially public.Â
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.
Mike Kemner
Are there any plans to add SPX weeklys or SPXW?Â
Jared Broad
Not in the near term. Once it's launched if it has strong user adoption and can contribute to cover costs of additional investment or a firm sponsor's additional datasets then we can explore it further. This initial dataset investment was covered by a trading firm wanting to use it on the platform. Â
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.
Hongsen Yu
Is there a more detailed document about using SPX/NDX/VIX index?
Varad Kabade
Hi Hongsen Yu,
We are working on a tutorial on how to use the index security on QuantConnect. Till that, we recommend referring to the following algorithms [1, 2, 3, 4, 5, 6].
Best,
Varad Kabade
Joshua Liptzin
I am also interested in SPXW options
Jared Broad
Thanks Joshua it's pretty easy for us to add as we already have a lot of the data. It's in our backlog to add and we're just finishing up some other work.
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.
Tim Haden
Any update on SPX Weekly option data availability?
Varad Kabade
Hi Tim Haden,
Thank you for your patience. It'll be available soon. We'll inform the community when it's live.
Best,
Varad Kabade
Michael Bloomfield
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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