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