Hi,
I have created a little library which can scrape option chains in a
(hopefully) easy manner.
The topic is discussed here
/g/twsapi/message/46566
/g/twsapi/message/42241
/g/twsapi/topic/81356218
The source code, together with installation details, is here
.
The usage is then as simple as
chain = ibt.getOptionContractsUpUntilDays(aapl, 60)
or
aapl=Stock(symbol='AAPL', exchange='SMART/AMEX')
chains = ibt.getOptionContractsUpUntilDays(aapl, 60)
It works on my site, but is very new, so probably some shortcomings
:)
Would be great if someone could test it.
Cheers,
Juergen