I've looked through the properties available in the coarse and fine selectors and was not able to find a way to easily identify if the security has option chains.
Is there an efficient way of doing this?
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I've looked through the properties available in the coarse and fine selectors and was not able to find a way to easily identify if the security has option chains.
Is there an efficient way of doing this?
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Aaron Janeiro Stone
You could repurpose this, specifically the part
# From OptionsAlpha.py
contracts=algorithm.OptionChainProvider.GetOptionContractList(self.currentSymbol, algorithm.Time)
into something of form:
for symbol in symbols: contract=self.OptionChainProvider.GetOptionContractList(symbol, self.Time) if len(contract)>0: return symbol else: pass
which can be used in a fine/coarse selection as a means of finding equities for which the above list is non-empty.
Peter Dimov
Thanks Aaron, this is what I found as well and it seems to be working well :)
Peter Dimov
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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