def getOptionData(ticker: str): toreturn = "" lookup_conn = iq.LookupConn(name="pyiqfeed-Example-Eq-Option-Chain") lookup_listener = iq.VerboseIQFeedListener("EqOptionListener") lookup_conn.add_listener(lookup_listener) with iq.ConnConnector([lookup_conn]) as connector: # noinspection PyArgumentEqualDefault e_opt = lookup_conn.request_equity_option_chain( symbol=ticker, opt_type='pc', month_codes="".join(iq.LookupConn.call_month_letters + iq.LookupConn.put_month_letters), near_months=None, include_binary=True, filt_type=0, filt_val_1=None, filt_val_2=None) #print("Currently trading options for %s" % ticker) #print(e_opt) lookup_conn.remove_listener(lookup_listener) for i in e_opt['c'][:10]: fundamentals, summary = getQuoteData(i) toreturn = toreturn + str(summary) return toreturn
def getFuturesData(ticker: str): lookup_conn = iq.LookupConn(name="pyiqfeed-Example-Futures-Chain") lookup_listener = iq.VerboseIQFeedListener("FuturesChainLookupListener") lookup_conn.add_listener(lookup_listener) with iq.ConnConnector([lookup_conn]) as connector: f_syms = lookup_conn.request_futures_chain( symbol=ticker, month_codes="".join(iq.LookupConn.futures_month_letters), years="67", near_months=None, timeout=None) print("Futures symbols with underlying %s" % ticker) print(f_syms) lookup_conn.remove_listener(lookup_listener)
def get_futures_options_chain(ticker: str): """Futures Option Chain""" lookup_conn = iq.LookupConn(name="pyiqfeed-Example-Futures-Options-Chain") lookup_listener = iq.VerboseIQFeedListener("FuturesOptionLookupListener") lookup_conn.add_listener(lookup_listener) with iq.ConnConnector([lookup_conn]) as connector: f_syms = lookup_conn.request_futures_option_chain( symbol=ticker, month_codes="".join(iq.LookupConn.futures_month_letters), years=''.join([str(x) for x in range(0, 10)]), near_months=None, timeout=None) print("Futures Option symbols with underlying %s" % ticker) print(f_syms) lookup_conn.remove_listener(lookup_listener)
def get_equity_option_chain(ticker: str): """Equity Option Chains""" lookup_conn = iq.LookupConn(name="pyiqfeed-Example-Eq-Option-Chain") lookup_listener = iq.VerboseIQFeedListener("EqOptionListener") lookup_conn.add_listener(lookup_listener) with iq.ConnConnector([lookup_conn]) as connector: # noinspection PyArgumentEqualDefault e_opt = lookup_conn.request_equity_option_chain( symbol=ticker, opt_type='pc', month_codes="".join(iq.LookupConn.call_month_letters + iq.LookupConn.put_month_letters), near_months=None, include_binary=True, filt_type=0, filt_val_1=None, filt_val_2=None) print("Currently trading options for %s" % ticker) print(e_opt) lookup_conn.remove_listener(lookup_listener)
def get_ticker_lookups(ticker: str): """Lookup tickers.""" lookup_conn = iq.LookupConn(name="pyiqfeed-Example-Ticker-Lookups") lookup_listener = iq.VerboseIQFeedListener("TickerLookupListener") lookup_conn.add_listener(lookup_listener) with iq.ConnConnector([lookup_conn]) as connector: syms = lookup_conn.request_symbols_by_filter(search_term=ticker, search_field='s') print("Symbols with %s in them" % ticker) print(syms) print("") sic_symbols = lookup_conn.request_symbols_by_sic(83) print("Symbols in SIC 83:") print(sic_symbols) print("") naic_symbols = lookup_conn.request_symbols_by_naic(10) print("Symbols in NAIC 10:") print(naic_symbols) print("") lookup_conn.remove_listener(lookup_listener)