Possible to get historical options data using IB/Python API?

[ffs1001]

Does anyone know if it's possible to get historical options data where the expiry date is in the past? Eg, if say, today is 07-Jun-22, and I want to get options data for 02-Mar-22 for APPL call options at the strike price of 130, with an expiry date of 04-Mar-2022. Is this possible?

I'm a newbie to Python, and have a simple script which gets the historical options data for expiries that are for the current week/future (eg 10-Jun-2022), but when I try to get the historical options data I get the "No security definition has been found."

This video by IB themselves (at 14:30) states that once the option has expired, then it's data is removed from the database and it's data is thus no longer available. I was thinking maybe there is a way, or there may be a 3rd party service available (happy to pay) which has this options data.

 

[ZBZB]

www.ivolatility.com www.orats.com www.CBOE.com www.historicaloptionsdata.com

 

[ffs1001]

Thanks ZBZB, sorry I should have stated that I'm not looking for EOD data - I need a bit more granularity, like every hour, or preferably options data at 10 minute intervals.
ivolatility.com and www.historicaloptionsdata.com are EOD data.

I'll check out the other two - do you know if they can provide the detail I'm looking for?

 

[guest_trader_1]

It is possible to get historical data for options and futures from the API, but just for the current active iterations.

https://interactivebrokers.github.io/tws-api/historical_limitations.html

 

[ffs1001]

Thanks @angrytrader , you are right - it's only possible to get historical data for currently live expiries.

Meanwhile, I have another question. I've got a basic Python API script which gets historical prices for stocks like AAPL say, and the main code looks like this :

#Create contract object
contract = Contract()
contract.symbol = 'AAPL'
contract.secType = 'STK'
contract.exchange = 'SMART'
contract.currency = 'USD'

#Request Market Data
app.reqMktData(1, contract, '', False, False, [])

...and this works fine.

However, when I try the same code for SPX, I change the 'contract' details to be as follows :

#Create contract object
contract = Contract()
contract.symbol = 'SPX'
contract.secType = 'IND'
contract.exchange = 'CBOE'
contract.currency = 'USD'

and this gives me the error :

"ERROR 1 162 Historical Market Data Service error message:No historical market data for SPX/IND@CBOE MidPoint 600"

I have full SPX data permissions, so it is not that. The Description of this security on TWS is :

and my code matches this.

Anyone know why this is not working?

 

[ffs1001]

Okay, I'm gonna answer my own question. I've been on the online chat with IB support and the guy told me that for indexes you cannot get bid/mid/ask data. The page here shows what historical data is available for which products :

https://interactivebrokers.github.io/tws-api/historical_bars.html#available_products_hd

And for indexes like the SPX, I can get trades, but no quotes, which seems odd, but there you go.