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»Forums Index »Product Support »Data and Content Support »api to determine what options for an underlying traded during the day.
Author Topic: api to determine what options for an underlying traded during the day. (5 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 17
Joined: Dec 28, 2015


Posted: Mar 30, 2017 08:33 PM          Msg. 1 of 5
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.

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: Apr 3, 2017 07:55 AM          Msg. 2 of 5
Good morning,

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 slightly different way, so I will get those details out to you as we get closer to a beta release.

Tim
Edited by DTN_Tim Walter on May 7, 2018 at 05:42 AM

arturo didonna
-Interested User-
Posts: 18
Joined: Oct 10, 2008


Posted: May 6, 2018 12:30 AM          Msg. 3 of 5
I agree that this is a very good idea, especially if also a minimum amount of traded money could be parametrized, i.e., get all the options that today traded more than 50000 USD.
I was wondering if you guys are still considering implementing such a feature.
Thanks for your consideration.

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: May 7, 2018 06:08 AM          Msg. 4 of 5
We are getting closer to being able to help this and I believe that the lists we will be returning will have the price and volume. So you should be able to create something to parse out the values you care about without much trouble.

We may be able to build in the filtering for you, but it would be in a subsequent release I think. We'll get it on the books for you though.

As to the time frame for the first poster, within the next month or two is probably reasonable to expect.

Thanks for the idea and your business.

Tim

AK786
-Interested User-
Posts: 11
Joined: Jul 17, 2018


Posted: Jul 30, 2018 01:57 PM          Msg. 5 of 5
Tim

Is there any update on being able to receive "Traded" Option Symbols or Last Price, Volume on the Symbol List

AK786
 

 

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