Hi all,
I would like to request a feature and I don't know to whom to address this.
The feature is about requesting all option contracts for specific expiration dates, or all contracts up to some date in the future.
So, in pseudocode, I would like to have something like
contractsList = ib.reqOptionContractsUntil(symbolId, 60days from today)
The contractsList would then be filled with objects that hold all calls and puts contracts for a specific date(like the tabs in the options trader) up to 60days in the future.
The current solution with reqSecDefOptParams is really hard to work with to achieve the same result.
You first get the data and then you have to request if a specific combination of expiration/strike is even valid.
If you have many symbols, for which you want these contracts, you would have thousands of slow requests towards the server for all possible combinations.
This takes a very long time and is bad for the network.
It would be so much simpler, if the IB server would directly give us back all valid contracts.
What do you think?
Is there an email address where I can forward this proposal to the developers?
Thanks you very much for help,
Juergen
