Joined: Dec 28, 2015
Posted: Mar 30, 2017 08:33 PM
Msg. 1 of 2
Is there an easy way to determine if an option traded for an underlying during the day, without actually having to download the tick or daily data for that option for the day?
ie, AAPL has A LOT of options... Not all options have a trade during the day. Right now, in order to determine what was traded, I have to download all the option symbols for AAPL, then download the tick data for those symbols to see the daily trades. Is there a better way to do this?
I guess I can try to filter out the trades by downloading the DAILY data for each option, and if there is any data, I can assume tick data is avail for that option, and then download the tick data...but I still have to look at the history of all option symbols for AAPL... which in both cases, takes a while.
It would be nice to have an API that helps with this. ie a CEO command with a date, and it will return true/false or the # of trades made for the chain returned.
Joined: Apr 25, 2006
Posted: Apr 3, 2017 07:55 AM
Msg. 2 of 2
It's a good idea, I'll let people know so we can consider adding this in the future, but, for now, I don't have something better than what you have already discussed, at least not without impacting your symbol counts. We do have some updates coming in the foreseeable future though that may help solve your issue in a s;ightly different way, so I will get those details out to you as we get closer to a beta release.