Re: How to pull all strikes for a given expiration?
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Ain't the whole TWS API feels like that? :)
On Thu, Feb 18, 2021 at 3:29 PM Richard L King < rlking@...> wrote: The short answer is "no". ? Longer answer: ? reqSecDefOptParams is one of those API functions that appears to have been designed by a trainee programmer on a Friday afternoon after a liquid lunch (hence the stupid name), coded by another trainee the following Friday based on the beer mat that the first guy sketched it out on, tested to see whether it gives anything back at all but not whether it actually meets the specification, and then lobbed into the build for us poor API users to try and make sense of. ? I've never had anything good to say about it, and I've never heard anyone else say anything good about it. ? Having said that it can be useful, and I do use it in my platform. But the simple fact is that you can't tell whether anything it returns is actually valid unless you go and get the relevant contract details. ? ? ? How do I pull all strikes for a given expiration?? I found this API: Which gives me all combinations of expirations and strikes, but the documentation notes:? "?returns a list of expiries and a list of strike prices. In some cases it is possible there are combinations of strike and expiry that would not give a valid option contract." Instead, I'd simply like the list of strikes available for a particular expiration.? Any way to get that? ?
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