Open Martin-Molinero opened 2 months ago
@Martin-Molinero I think this is a great idea and it would benefit most users. I just want to add a suggestion and I don't want to open a new ticket because it fits so well here. Could we extend the security seeder to also take into account the open interest for futures and options?
See related https://github.com/QuantConnect/Lean/issues/4736
Expected Behavior
Actual Behavior
Potential Solution
GetLastKnownPrices
, currently supports a single asset, we want to run history requests in parallel -> universe selection of 500 assets can't seed sequentiallyReproducing the Problem
N/A
System Information
N/A
Checklist
master
branch