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)
