def get_option_chain(self, symbol):
"""
This returns the option chain id and an array of the expiration dates
"""
md = StockMarketdata.quote_by_symbol(self.client, symbol)
stock_id = md['instrument'].split('/')[-2]
option_chain = OptionChain.fetch(self.client, stock_id, symbol)
option_chain_id = option_chain["id"]
expiration_dates = option_chain['expiration_dates']
return option_chain_id, np.array(
expiration_dates) #.reshape(len(expiration_dates),-1)
#
with open("fast_arrow_auth.json") as f:
auth_data = json.loads(f.read())
#
# initialize client with auth_data
#
client = Client(auth_data)
#
# fetch the stock info for TLT
#
symbol = "TLT"
md = StockMarketdata.quote_by_symbol(client, symbol)
#
# get the TLT option chain info
#
stock_id = md["instrument"].split("/")[-2]
option_chain = OptionChain.fetch(client, stock_id, symbol)
option_chain_id = option_chain["id"]
expiration_dates = option_chain['expiration_dates']
#
# reduce the number of expiration dates we're interested in
#
next_3_expiration_dates = expiration_dates[0:3]
def get_quote(self, symbol):
return StockMarketdata.quote_by_symbol(self.client, symbol)
def retrieve_current_price(client, ticker):
from fast_arrow import StockMarketdata
stock = StockMarketdata.quote_by_symbol(client, ticker)
stock_price = round(
(float(stock['ask_price']) + float(stock['bid_price'])) / 2, 2)
return stock_price