def get_option_instrument_data(symbol,expirationDate,strike,optionType,info=None):
"""Returns the option instrument data for the stock option.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strike: Represents the price of the option.
:type strike: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
optionID= helper.id_for_option(symbol,expirationDate,strike,optionType)
url = urls.option_instruments(optionID)
data = helper.request_get(url)
return(helper.filter(data,info))
def get_option_market_data(inputSymbols, expirationDate, strikePrice, optionType, info=None):
"""Returns the option market data for the stock option, including the greeks,
open interest, change of profit, and adjusted mark price.
:param inputSymbols: The ticker of the stock.
:type inputSymbols: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbols = helper.inputs_to_set(inputSymbols)
if optionType:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=helper.get_output())
return [None]
data = []
for symbol in symbols:
optionID = helper.id_for_option(symbol, expirationDate, strikePrice, optionType)
marketData = get_option_market_data_by_id(optionID)
data.append(marketData)
return(helper.filter(data, info))
def get_option_market_data(symbol,
expiration_date,
strike,
option_type,
info=None):
"""Returns the option market data for the stock option, including the greeks,
open interest, change of profit, and adjusted mark price.
:param symbol: The ticker of the stock.
:type symbol: str
:param expiration_date: Represents the expiration date in the format YYYY-MM-DD.
:type expiration_date: str
:param strike: Represents the price of the option.
:type strike: str
:param option_type: Can be either 'call' or 'put'.
:type option_type: str
:param info: Will data_filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbol = symbol.upper().strip()
option_type = option_type.lower().strip()
except AttributeError as message:
print(message)
return [None]
option_id = helper.id_for_option(symbol, expiration_date, strike,
option_type)
url = urls.marketdata_options(option_id)
data = helper.request_get(url)
return helper.data_filter(data, info)
def order_option_spread(direction, price, symbol, quantity, spread, timeInForce='gfd'):
"""Submits a limit order for an option spread. i.e. place a debit / credit spread
:param direction: credit or debit spread
:type direction: str
:param price: The limit price to trigger a trade of the option.
:type price: float
:param symbol: The stock ticker of the stock to trade.
:type symbol: str
:param quantity: The number of options to trade.
:type quantity: int
:param spread: A dictionary of spread options with the following keys: \n
- expirationDate: The expiration date of the option in 'YYYY-MM-DD' format.\n
- strike: The strike price of the option.\n
- optionType: This should be 'call' or 'put'
:type spread: dict
:param timeInForce: Changes how long the order will be in effect for.
'gtc' = good until cancelled. \
'gfd' = good for the day. 'ioc' = immediate or cancel. 'opg' execute at opening.
:type timeInForce: Optional[str]
:returns: Dictionary that contains information regarding the selling of options, \
such as the order id, the state of order (queued,confired,filled, failed, canceled, etc.), \
the price, and the quantity.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message)
return None
legs = []
for each in spread:
optionID = helper.id_for_option(symbol,
each['expirationDate'],
each['strike'],
each['optionType'])
legs.append({'position_effect': each['effect'],
'side' : each['action'],
'ratio_quantity': 1,
'option': urls.option_instruments(optionID)})
payload = {
'account': profiles.load_account_profile(info='url'),
'direction': direction,
'time_in_force': timeInForce,
'legs': legs,
'type': 'limit',
'trigger': 'immediate',
'price': price,
'quantity': quantity,
'override_day_trade_checks': False,
'override_dtbp_checks': False,
'ref_id': str(uuid4()),
}
url = urls.option_orders()
data = helper.request_post(url,payload, json=True)
return(data)
def order_sell_option_limit(positionEffect, price, symbol, quantity, expirationDate, strike, optionType='both', timeInForce='gfd'):
"""Submits a limit order for an option. i.e. place a short call or a short put.
:param positionEffect: Either 'open' for a sell to open effect or 'close' for a sell to close effect.
:type positionEffect: str
:param price: The limit price to trigger a sell of the option.
:type price: float
:param symbol: The stock ticker of the stock to trade.
:type symbol: str
:param quantity: The number of options to sell.
:type quantity: int
:param expirationDate: The expiration date of the option in 'YYYY-MM-DD' format.
:type expirationDate: str
:param strike: The strike price of the option.
:type strike: float
:param optionType: This should be 'call' or 'put'
:type optionType: str
:param timeInForce: Changes how long the order will be in effect for. 'gtc' = good until cancelled. \
'gfd' = good for the day. 'ioc' = immediate or cancel. 'opg' execute at opening.
:type timeInForce: Optional[str]
:returns: Dictionary that contains information regarding the selling of options, \
such as the order id, the state of order (queued,confired,filled, failed, canceled, etc.), \
the price, and the quantity.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message)
return None
optionID = helper.id_for_option(symbol, expirationDate, strike, optionType)
if (positionEffect == 'close'):
direction = 'debit'
else:
direction = 'credit'
payload = {
'account': profiles.load_account_profile(info='url'),
'direction': direction,
'time_in_force': timeInForce,
'legs': [
{'position_effect': positionEffect, 'side' : 'sell', 'ratio_quantity': 1, 'option': urls.option_instruments(optionID) },
],
'type': 'limit',
'trigger': 'immediate',
'price': price,
'quantity': quantity,
'override_day_trade_checks': False,
'override_dtbp_checks': False,
'ref_id': str(uuid4()),
}
url = urls.option_orders()
data = helper.request_post(url, payload, json=True)
return(data)
def get_option_historicals(symbol,
expirationDate,
strike,
optionType,
span='week',
state='expired',
tradable='untradable'):
"""Returns the data that is used to make the graphs.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strike: Represents the price of the option.
:type strike: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param span: Sets the range of the data to be either 'day', 'week', 'year', or '5year'. Default is 'week'.
:type span: Optional[str]
:returns: Returns a list that contains a list for each symbol. \
Each list contains a dictionary where each dictionary is for a different time.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
span_check = ['day', 'week', 'year', '5year']
if span not in span_check:
print('ERROR: Span must be "day","week","year",or "5year"')
return ([None])
if span == 'day':
interval = '5minute'
elif span == 'week':
interval = '10minute'
elif span == 'year':
interval = 'day'
else:
interval = 'week'
optionID = helper.id_for_option(symbol, expirationDate, strike, optionType,
state, tradable)
url = urls.option_historicals(optionID)
payload = {'span': span, 'interval': interval}
data = helper.request_get(url, 'regular', payload)
return (data)
def get_option_historicals(symbol, expirationDate, strikePrice, optionType, interval='hour', span='week', bounds='regular', info=None):
"""Returns the data that is used to make the graphs.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param interval: Interval to retrieve data for. Values are '5minute', '10minute', 'hour', 'day', 'week'. Default is 'hour'.
:type interval: Optional[str]
:param span: Sets the range of the data to be either 'day', 'week', 'year', or '5year'. Default is 'week'.
:type span: Optional[str]
:param bounds: Represents if graph will include extended trading hours or just regular trading hours. Values are 'regular', 'trading', and 'extended'. \
regular hours are 6 hours long, trading hours are 9 hours long, and extended hours are 16 hours long. Default is 'regular'
:type bounds: Optional[str]
:param info: Will filter the results to have a list of the values that correspond to key that matches info.
:type info: Optional[str]
:returns: Returns a list that contains a list for each symbol. \
Each list contains a dictionary where each dictionary is for a different time.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=helper.get_output())
return [None]
interval_check = ['5minute', '10minute', 'hour', 'day', 'week']
span_check = ['day', 'week', 'year', '5year']
bounds_check = ['extended', 'regular', 'trading']
if interval not in interval_check:
print(
'ERROR: Interval must be "5minute","10minute","hour","day",or "week"', file=helper.get_output())
return([None])
if span not in span_check:
print('ERROR: Span must be "day", "week", "year", or "5year"', file=helper.get_output())
return([None])
if bounds not in bounds_check:
print('ERROR: Bounds must be "extended","regular",or "trading"', file=helper.get_output())
return([None])
optionID = helper.id_for_option(symbol, expirationDate, strikePrice, optionType)
url = urls.option_historicals(optionID)
payload = {'span': span,
'interval': interval,
'bounds': bounds}
data = helper.request_get(url, 'regular', payload)
if (data == None or data == [None]):
return data
histData = []
for subitem in data['data_points']:
subitem['symbol'] = symbol
histData.append(subitem)
return(helper.filter(histData, info))
