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Re: How to get all VALID options


 

Sure Yahoo provides delayed data (15mn I think), but hey this is free, not throttled, reliable and very fast. If you just want to get the option chain for x symbols without the quotes every morning and store it, it's definitely a good deal.With parallel tasking, you could get several hundreds option chains within a second.
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Clean: well organised response, without redundancy, such as: Exchange - Trading Class - expiry - array of (strike - right (Put/Call) - ConId)

Valid: EXHAUSTIVE listing of VALID combinations (expiry/strike)

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