Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add option universe data provider #124

Open
jhonabreul opened this issue Sep 10, 2024 · 0 comments
Open

Add option universe data provider #124

jhonabreul opened this issue Sep 10, 2024 · 0 comments

Comments

@jhonabreul
Copy link
Collaborator

Option universe is now file based after QuantConnect/Lean#8212

The idea would be to evaluate whether the brokerage provides any of the data required to generate OptionUniverse files and if so, create an option universe data provider that would get this data from the brokerage and write to disk.

Currently, this is achieved by using the ApiDataProvider which fetches QC's option universe data.

Depending on what the brokerage provides, the data would only have the option chains or prices/greeks/etc.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant