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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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Jay started the discussion ES option only returns 1 expired contract dates

def Initialize(self):

3 years ago

Jay started the discussion Index Option Downsample

Currently we only support minute data, 

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Hello Louis Szeto,

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Hello @Louis Szeto, 

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Basically, the options on ES is having the same expiration cycles as ES.

3 years ago

Jay started the discussion ES option only returns 1 expired contract dates

def Initialize(self):

3 years ago

Jay started the discussion Index Option Downsample

Currently we only support minute data, 

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Hello Louis Szeto,

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Hello @Louis Szeto, 

3 years ago

Jay left a comment in the discussion ES option only returns 1 expired contract dates

Basically, the options on ES is having the same expiration cycles as ES.

3 years ago

Jay left a comment in the discussion Ondata thread

3 years ago