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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Alexander started the discussion "There is no data vendor that sells" error message when attempting to download IndexOption data

Hi, I'm trying to purchase Minute resolution, Quote IndexOption data for SPX via lean data download...

1 years ago

Alexander started the discussion Execution at market mid price

Hi,

1 years ago

Alexander left a comment in the discussion Execution at market mid price

managed to do it by implementing

1 years ago

Alexander left a comment in the discussion Execution at market mid price

I've added MidPriceFillModel() to the algorithm code, set...

1 years ago

Alexander left a comment in the discussion "There is no data vendor that sells" error message when attempting to download IndexOption data

Thank you. It's working now

1 years ago

Alexander started the discussion "There is no data vendor that sells" error message when attempting to download IndexOption data

Hi, I'm trying to purchase Minute resolution, Quote IndexOption data for SPX via lean data download...

1 years ago

Alexander started the discussion Execution at market mid price

Hi,

1 years ago

Alexander left a comment in the discussion Execution at market mid price

managed to do it by implementing

1 years ago

Alexander left a comment in the discussion Execution at market mid price

I've added MidPriceFillModel() to the algorithm code, set...

1 years ago

Alexander left a comment in the discussion "There is no data vendor that sells" error message when attempting to download IndexOption data

Thank you. It's working now

1 years ago

Alexander left a comment in the discussion Execution at market mid price

Do I understand correctly that FillModel is set for each security separately? 

1 years ago

Alexander left a comment in the discussion Execution at market mid price

Is it possible to make immediate execution at mid-price at all? Just presume that the fill price is...

1 years ago

Alexander left a comment in the discussion Execution at market mid price

Could you clarify what it means by “Finally, it places a market order at the mid-price”? I do...

1 years ago