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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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Andrew left a comment in the discussion LEAN Data format for options : Hourly and Daily

unfortunetly I never figured out how to modify lean to accept daily.. it would have been a...

3 years ago

Andrew started the discussion More Historical Option Data being added?

Is More Historical Option Data being added?  I was running some strategies and tested something as...

4 years ago

Andrew started the discussion LEAN Data format for options : Hourly and Daily

I see that LEAN only supports Minute Resolution from the documentation:   If we have the data on...

4 years ago

Andrew started the discussion OptionFilter setFilter

am looking at

4 years ago

Andrew started the discussion Vix data into LEAN trouble

I'm trying to run this:

4 years ago

Andrew left a comment in the discussion LEAN Data format for options : Hourly and Daily

unfortunetly I never figured out how to modify lean to accept daily.. it would have been a...

3 years ago

Andrew started the discussion More Historical Option Data being added?

Is More Historical Option Data being added?  I was running some strategies and tested something as...

4 years ago

Andrew started the discussion LEAN Data format for options : Hourly and Daily

I see that LEAN only supports Minute Resolution from the documentation:   If we have the data on...

4 years ago

Andrew started the discussion OptionFilter setFilter

am looking at

4 years ago

Andrew started the discussion Vix data into LEAN trouble

I'm trying to run this:

4 years ago

Andrew left a comment in the discussion Vix data into LEAN trouble

thanks so much. this worked perfect, will some of the other indicies be loadable too, like...

4 years ago

Andrew left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

the problem with iterating through the contractList is that no prices are available yet, so sending...

4 years ago

Andrew left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

great thanks this solved my issue of Asset price is $0.

4 years ago

Andrew left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Alexandre thanks for replying,  I found that using AddOptionContract skips to the next step and...

4 years ago

Andrew left a comment in the discussion Asset price is $0. If using custom data make sure you've set the 'Value' property.

Thanks for the reply Jared!  I'm dynamically loading options.  Trying to migrate to...

4 years ago

Andrew started the discussion JSON SaveResults of backtest in LEAN

Is there a way to override the name of the File for SaveResults...

5 years ago