IB API - get all expirys and strikes of a stock symbol
- Thread starter dangqiwu
- Start date
I don't think ib has that kind of apis.
If you call reqContractDetailsEx and don't specify the strike price or expiry date you get back the whole chain.
Butterfly, did you read this thread?
http://www.elitetrader.com/vb/showthread.php?s=&threadid=204724
I met the same problem.
The old API version (maybe 2009) works but the 9.69 API doesn't work for me.
How did you set the parameters of reqContractDetails( int reqId, const Contract &contract)? Thanks!
http://www.elitetrader.com/vb/showthread.php?s=&threadid=204724
I met the same problem.
The old API version (maybe 2009) works but the 9.69 API doesn't work for me.
How did you set the parameters of reqContractDetails( int reqId, const Contract &contract)? Thanks!
This is what I did in Python to receive all the contract details. Don't forget the currency attributes, it's always something we tend to forget.
This will give the following raw output, a number of contract details objects for you to catch and assign properly. A lot of work would need to be done to filter out what you need and don't need. I haven't experienced this yet as I just found out about it like you did.
Code:
# INSERT code for IB Connect etc...
order_ticker = Contract()
order_ticker.m_symbol = 'MSFT'
order_ticker.m_secType = 'OPT'
order_ticker.m_currency = 'USD'
# You need to enter a dedicated RequestID, can be arbitrary or automatically incremented.
# Here we use ReqID = 1
ibgw_conTradeChannel.reqContractDetails(1,order_ticker)This will give the following raw output, a number of contract details objects for you to catch and assign properly. A lot of work would need to be done to filter out what you need and don't need. I haven't experienced this yet as I just found out about it like you did.