def get_option_market_data(symbol,
expirationDate,
strike,
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 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.marketdata_options(optionID)
data = helper.request_get(url)
return (helper.filter(data, info))
def get_list_market_data(inputSymbols,expirationDate,info=None):
"""Returns a list of option market data for several stock tickers.
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all stock option market data. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = helper.inputs_to_set(inputSymbols)
ids = []
data = []
url = urls.option_instruments()
for symbol in symbols:
payload = { 'chain_id' : helper.id_for_chain(symbol),
'expiration_date' : expirationDate,
'state' : 'active',
'tradability' : 'tradable',
'rhs_tradability' : 'tradable'}
otherData = helper.request_get(url,'pagination',payload)
for item in otherData:
if (item['expiration_date'] == expirationDate and item['tradability'] == 'tradable'):
ids.append(item['id'])
for id in ids:
url = urls.marketdata_options(id)
otherData = helper.request_get(url)
data.append(otherData)
return(helper.filter(data,info))
def get_list_options_of_specific_profitability(inputSymbols,expirationDate,typeProfit="chance_of_profit_short",profitFloor=0.0, profitCeiling=1.0,info=None):
"""Returns a list of option market data for several stock tickers that match a range of profitability.
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param typeProfit: Will either be "chance_of_profit_short" or "chance_of_profit_long".
:type typeProfit: str
:param profitFloor: The lower percentage on scale 0 to 1.
:type profitFloor: int
:param profitCeiling: The higher percentage on scale 0 to 1.
:type profitCeiling: int
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all stock option market data. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = helper.inputs_to_set(inputSymbols)
ids = []
data = []
returnData = []
url = urls.option_instruments()
if (typeProfit != "chance_of_profit_short" and typeProfit != "chance_of_profit_long"):
print("Invalid string for 'typeProfit'. Defaulting to 'chance_of_profit_short'.")
typeProfit = "chance_of_profit_short"
for symbol in symbols:
payload = { 'chain_id' : helper.id_for_chain(symbol),
'expiration_date' : expirationDate,
'state' : 'active',
'tradability' : 'tradable',
'rhs_tradability' : 'tradable'}
otherData = helper.request_get(url,'pagination',payload)
for item in otherData:
if (item['tradability'] == 'tradable'):
ids.append(item['id'])
for id in ids:
url = urls.marketdata_options(id)
otherData = helper.request_get(url)
data.append(otherData)
for item in data:
try:
floatValue = float(item[typeProfit])
if (floatValue > profitFloor and floatValue < profitCeiling):
returnData.append(item)
except:
pass
return(helper.filter(returnData,info))
def get_option_market_data_by_id(id, info=None):
"""Returns the option market data for a stock, including the greeks,
open interest, change of profit, and adjusted mark price.
:param id: The id of the stock.
:type id: 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.
"""
instrument = get_option_instrument_data_by_id(id)
url = urls.marketdata_options()
payload = {
"instruments" : instrument['url']
}
data = helper.request_get(url, 'results', payload)
if not data:
data= {
'adjusted_mark_price':'',
'ask_price':'',
'ask_size':'',
'bid_price':'',
'bid_size':'',
'break_even_price':'',
'high_price':'',
'instrument':'',
'last_trade_price':'',
'last_trade_size':'',
'low_price':'',
'mark_price':'',
'open_interest':'',
'previous_close_date':'',
'previous_close_price':'',
'volume':'',
'chance_of_profit_long':'',
'chance_of_profit_short':'',
'delta':'',
'gamma':'',
'implied_volatility':'',
'rho':'',
'theta':'',
'vega':'',
'high_fill_rate_buy_price':'',
'high_fill_rate_sell_price':'',
'low_fill_rate_buy_price':'',
'low_fill_rate_sell_price':''
}
return(helper.filter_data(data, info))
def get_option_market_data_by_id(id, info=None):
"""Returns the option market data for a stock, including the greeks,
open interest, change of profit, and adjusted mark price.
:param id: The id of the stock.
:type id: 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.
"""
url = urls.marketdata_options(id)
data = helper.request_get(url)
return (helper.filter(data, info))
