Fix 17 data wrong sorted queue

[Romazes]

Description

This pull request addresses a bug in the GetOptions method where redundant requests were being made for the same option contract on consecutive days within a specified date range. The current implementation iterates over each day and retrieves the option chain for the given symbol, which can result in multiple identical requests if the same option contract exists on multiple days.

Related Issue

• Polygon DataDownloader fails to download historical option quotes #17

Motivation and Context

The motivation behind this fix is to optimize the retrieval of option contracts by avoiding unnecessary and redundant API calls. This change is intended to enhance performance and reduce potential overhead caused by duplicate requests, especially when dealing with large datasets or extended date ranges.

Requires Documentation Change

N/A

How Has This Been Tested?

Run specific algorithm from issue:

public class SampleOptionAlgo : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 7, 18);
        SetEndDate(2024, 7, 19);
        SetCash(100000);

        SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin);
        var equity = AddEquity("OXY", Resolution.Minute).Symbol;
        Securities[equity].SetDataNormalizationMode(DataNormalizationMode.Raw);
        SetBenchmark(equity);

        var option = AddOption(equity, Resolution.Minute);
        option.SetFilter(-1, 1, TimeSpan.FromDays(20), TimeSpan.FromDays(60));
    }

    public override void OnData(Slice data)
    {
        foreach (var (symbol, optionChain) in data.OptionChains)
        {
            foreach (var option in optionChain)
            {
                Log($"Received {option}");
            }
        }
    }

}

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>

[jhonabreul]

Nice! Thank you!
Just a couple of minor comments, but looks good!