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Hello!

I am trying to understand how I get retreive historical option chain data and how found this code in one example.

But this C# code does not compile. I am trying to use this code in the terminal here: https://www.quantconnect.com/terminal/#

option = qb.AddOption("SPY", Resolution.Minute)
option.SetFilter(-2, 2, timedelta(0), timedelta(20))
option_history = qb.GetOptionHistory(option.Symbol, datetime(2017, 1, 4, 10 ,0, 0), datetime(2017, 1, 4, 10 ,5, 0),sort = True)
df = option_history.GetAllData()
print(df.tail())

Is it possible to know how to write a code that is complete including the correct classes etc that prints out the requested optionHistory Data. That would be so greatful as I can't find such example?

Kind Regards