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Code to get 14-week historical data for all equities that have options in IB Java API?
- Thread starter MJM
- Start date
FOR BOX: https://www.interactivebrokers.com....ox&showcategories=OPTGRP&ib_entity=hk
So, yes you need a static list.
So, yes you need a static list.
I'm not the most experienced Java programer. I'm trying to get end of week closing prices for the previous 14 weeks for all equities that have options. Would I need a list of equities that offer options or is there a way to do a market scan to get them?
depends on what you aim to do. Always think why you do things. If you look to have those analytics for trading purposes then consider which exchange you would trade them and chose the underlyings of options that are traded there.
So I would basically have to do this for each exchange individually?
Well I originally wanted to include all US equities with options in my analysis, but it looks like that might be too much of a pain.depends on what you aim to do. Always think why you do things. If you look to have those analytics for trading purposes then consider which exchange you would trade them and chose the underlyings of options that are traded there.
You can get the list of ALL US Securities with a flag if they have options from Thomson Reuters, and possibly from Yahoo (free)
when you have the list, you can download each close individually or as a group, again using Yahoo (free)
I can't quite figure out how to get the flagged list from Yahoo, could you confirm that it is possible?