QuantRocket

How well supported is options trading?


#1

In the docs futures support is mentioned but very little discussion of options.

There was also another forum thread here about getting options chains. Has there been much movement on this?


#2

The most accurate answer right now is that we unofficially support trading options.

You can:

So the basic pieces are in place for trading options. The best way to put the pieces together would be with a custom script.

Backtesting options strategies is currently not as well supported due to the lack of historical data for expired options. Also, since options strategies tend to be rather different from other asset classes, it’s not clear how well they would graft onto Moonshot. They might, but we haven’t tested to see if it’s awkward.

The reason we don’t currently say much about options in the docs (other than the links above) is because we haven’t yet taken the time to simulate running an options strategy from start to finish. Only once we do that (and iron out any rough edges it reveals) will we be more comfortable in advertising official support for options.


#3

yep, trading is all I’m looking for at the moment. Don’t want to have recreate a whole load of logic for running trading with IB if I don’t have to and can use quantrocket instead!