Thanks for the responses, it looks like the best way is via the link Dmitry posted below.? I agree that the API could be a lot better in terms of pulling options.? It's ok for pulling historical stock data, but could be a lot cleaner.? I wish IB would just publish a higher-level Java/C/C#/Python interface layer.? How many people trying to use the API have kept running into the same problems that could have been avoided if they simply provided a better API interface.??

By the way, I mostly use the API for pulling data to do my own charting and technical analysis.? I'm mostly pulling historical stock and ETF OHLC bar data on about 500 tickers.? It appears that if I pull the data via 1 thread, it's just as fast as if I pull the data through 4 threads...in other words, threading will not speed up the data pull, likely because it's throttled.? Has anyone else noticed this?

[A3]?by?dthayer

Cut and paste of code I use to get option data. If set strike=0.0 and expiry=0.0, and right="", then you get the entire chain for both puts and calls.

????????Contract *C = new Contract();

????????C->symbol????????= "KMB";

????????C->currency????????= "USD";

????????C->secType = "OPT";

????????C->expiry = "20130621"; ? ?

????????C->strike = 95.0;????????????????????????// Define as 0.0 to get entire option chain

????????C->right = "P";????????????????????????????????// Put no string, 2 double quotes, if want both put and call

????????C->exchange????????= "SMART";

????????C->multiplier = "";

????????C->primaryExchange = "";

????????C->localSymbol = "";

????????C->includeExpired = 0;

????????m_pClient1->reqMktData(msgID,

C,"233",false);????????// false – start stream, get tick types

????????????????????????????????????????????????????????????????????????// Wait in TWS::contractDetails for reply from TWS

????????//m_pClient1->reqMktData( msgID,C,"",true);????????// true – get snapshot, don't specify tick types.