Multiple option symbols in a single request
planned
f
fadandr
Allow API users to get multiple option contracts in a single request to avoid downloading quotes 1 by 1.
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j
jcdevinatea
This feature would be very usefull, hope this can be implemneted soon.
To make the implementation easier, I suggest that you use the endpoint Option Chain and modify the "strike" parameter to support a string with a list of strikes (for example: "150,155,160,165").
The user may combine this with the "side" parameter ("call","put") , so he can get desired data in just two requests. This will also reduce your workload as there will be less data to return.
m
mart01
Historical Option Quotes Query by:
1) Strike btw several expr periods
2) Strikes btw x and y, within expr
3) Strikes btw x and y, and multi expr
M
Max
planned
Working on this for November's update.
z
zola07
Max: Hi Max, was this feature finalized last November? Is this applied on options/quotes end point?
M
Max
zola07: Nope. We are way behind on this. Ran into some trouble. It should be ready in 1-2 months.
l
lndshrk
Max Hi Max, are bulk options available yet?
M
Max
lndshrk Not yet. 🤦♂️ Sorry for the delay. We had some urgent issues come up and had to pause this. The best way to get multiple quotes at this time is by using the optionchain endpoint.
a
andralex
Max Terrific, please don't forget to insert throttling so there's no timing out (as there is with separata calls).
a
andralex
Max Well it's almost November 2024... any news on this? It's literally the only reason I can't use MarketData.
M
Max
andralex: It's basically done, but not yet tested. So we are close, but still need some more time to write all the tests and ensure it works properly.