Skip to content

Conversation

@JosueNina
Copy link
Collaborator

Description

Added support for generating option chains using continuous futures.
Previously, if no filter was set for the future, no option chains were generated. With this change, the continuous future will be used to generate the option chains.

Related Issue

Closes #8277

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using regression algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@JosueNina JosueNina force-pushed the bug-8277-empty-option-chains-for-future-option branch from 3f1c247 to dc297f3 Compare October 10, 2025 19:18
Copy link
Member

@Martin-Molinero Martin-Molinero left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Nice work! minor comments shared

@JosueNina JosueNina force-pushed the bug-8277-empty-option-chains-for-future-option branch from eb966c1 to 031c444 Compare October 13, 2025 20:43
@Martin-Molinero Martin-Molinero merged commit fda4859 into QuantConnect:master Oct 13, 2025
8 checks passed
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

Successfully merging this pull request may close these issues.

Empty Option Chains for Future Options

2 participants