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Re: How to get all VALID options


 

That's what I do also, but sometimes, in case of sudden strong demand or price change on a underlying, the market makers decide to add new strikes/expirations. If you don't browse the chain option regularly (that means daily before market open), you could miss these new options.
Trading options in such conditions, with poor quality on such basic info is definitely not what is expected from IB..
Josh, heeeeelp!?? ;-)? I'm sure this forum already asked you, but can you please tell the developers to put a 'decent option chain method' on their priority #1 to-do list, before they work on some 'quant' or 'never-used' functions.
With all VALID combinations of strikes/expiry, and the ConId of each?
A simple dataset of 6 fields would do it: Exchange - TradingClass - strike - expiry - right (put/call) - ConId
OR (to limit data flow)
Exchange - Trading Class - expiry - array of (strike - right (Put/Call) - ConId)



If we need more that that, we could search deeper with the ConId.

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