get Google option chain

dangqiwu · Dec 6, 2013

Hi, I'm trying to retrieve Google option chain by linux c++. Unfortunately the website uses Ajax and the program could only get the static webpage.

1. Is there anyway to retrieve the data?
2. Alternatively, is there any good source of option chain?

Thanks!

2rosy · Dec 6, 2013

here's an easy way to do it.

Code:

import demjson,urllib2
def getOptionChain():
    url='http://www.google.com/finance/option_chain?q=AAPL&output=json'
    ii=urllib.urlopen(url).readline()
    ii = demjson.decode(ii)

you could wrap this in c++ and then execute a python interpreter to run it

stevegee58 · Dec 6, 2013

Code:
Quote from 2rosy:

here's an easy way to do it.

Code:

import demjson,urllib2 def getOptionChain(): url='http://www.google.com/finance/option_chain?q=AAPL&output=json' ii=urllib.urlopen(url).readline() ii = demjson.decode(ii)

you could wrap this in c++ and then execute a python interpreter to run it

Or even better use one of the open source c++ JSON libraries available on the internet.

dangqiwu · Dec 6, 2013

Code:
Quote from 2rosy:

here's an easy way to do it.

Code:

import demjson,urllib2 def getOptionChain(): url='http://www.google.com/finance/option_chain?q=AAPL&output=json' ii=urllib.urlopen(url).readline() ii = demjson.decode(ii)

you could wrap this in c++ and then execute a python interpreter to run it

Thanks 2rosy. I tried this but it only returns the most close expiry option data.
Is there any way to retrieve the next two months option chain? Or am I wrong?

dangqiwu · Dec 7, 2013

finally I move to YQL and this is solved.

dangqiwu · Dec 13, 2013

YQL option chain is not accurate. I found some data inconsistent with nasdaq.com which is supposed to be correct.

So this problem is re-opened. Still need help to retrieve the whole accurate option chain from somewhere.

stevegee58 · Dec 14, 2013

If you have an account with IB you can download the option chain through their API quite easily.

dangqiwu · Dec 14, 2013

Quote from stevegee58:

If you have an account with IB you can download the option chain through their API quite easily.

Ye, this is one way. Actually my purpose is to re-organize the data on a web server which is running CentOS. I can get IB data on my laptop but can't do it on the server. Want to know if there is any option chain Web API...

TigerBalm · Dec 14, 2013

I purchased Options data from ivolatility.com and loaded the CSV files into a database. I'm not sure if they have an API for the Historical Data, though. I have looked at their SDK briefly and it seems to address only Real Time data...

dangqiwu · Dec 14, 2013

Quote from TigerBalm:

I purchased Options data from ivolatility.com and loaded the CSV files into a database. I'm not sure if they have an API for the Historical Data, though. I have looked at their SDK briefly and it seems to address only Real Time data...

Thanks. Real-time data is fine. May I retrieve the option chain at any time when market is open for a real-time snapshot?