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Be able to trade an option contract as soon as they are available (T+0)
We can only trade options on T+1 because the universe is created with EOD data.
Add contracts that contracts with zero prices. They will only have the Symbol so that we can select them as before.
qb = QuantBook() equity_symbol = qb.add_equity("QQQ", data_normalization_mode=DataNormalizationMode.RAW).symbol option = qb.add_option(equity_symbol) t_date = datetime(2013, 9, 27) contract_symbols = qb.option_chain_provider.get_option_contract_list(equity_symbol, start_date) [s.id.strike_price for s in contract_symbols if s.id.option_right == OptionRight.PUT and s.id.strike_price == 75.5 and s.id.date == datetime(2013, 10, 11)]
The list is empty because SPY 131011P00075500 started trading on 20130927.
master
The text was updated successfully, but these errors were encountered:
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Expected Behavior
Be able to trade an option contract as soon as they are available (T+0)
Actual Behavior
We can only trade options on T+1 because the universe is created with EOD data.
Potential Solution
Add contracts that contracts with zero prices. They will only have the Symbol so that we can select them as before.
Reproducing the Problem
The list is empty because SPY 131011P00075500 started trading on 20130927.
Checklist
master
branchThe text was updated successfully, but these errors were encountered: