Add logic for retrieving options chain data

database/options/__init__.py

@@ -1 +1,2 @@
-from .insert import insert
+from .insert import insert
+from .options_chain import options_chain

database/options/options_chain.py

@@ -0,0 +1,39 @@
+import pandas as pd
+
+from datetime import datetime
+from dotenv import load_dotenv
+from os import getenv
+from sqlalchemy import create_engine
+
+load_dotenv()
+
+def options_chain(symbol: str, date: datetime, expiration: datetime, timestamp: datetime):
+    """
+    Retrieve options chain data for the specified symbol, date, expiration, and timestamp.
+
+    Example Usage:
+
+    data = options_chain('AAPL', datetime(2023, 9, 20), datetime(2023, 12, 17), datetime(2023, 9, 20, 14, 30, 0))
+
+    :param symbol: The stock, etf, etc. symbol.
+    :param date: The date for which data is being requested.
+    :param expiration: The expiration date of the options.
+    :param timestamp: The specific timestamp for which the options chain data is requested.
+    :return: A pandas DataFrame containing the options chain data.
+    """
+    
+    database_url = (
+        f"postgresql+psycopg2://{getenv('DATABASE_USER')}:{getenv('DATABASE_PASSWORD')}"
+        f"@{getenv('DATABASE_HOST')}:{getenv('DATABASE_PORT')}/{getenv('DATABASE_NAME')}"
+    )
+    engine = create_engine(database_url)
+    
+    query = f"""
+    SELECT *
+    FROM "Options"
+    WHERE "Symbol" = %s AND "Date" = %s AND "Expiration" = %s AND "Timestamp" = %s
+    ORDER BY "Strike", "Type";
+    """
+    params = (symbol, date, expiration, timestamp)
+    
+    return pd.read_sql_query(query, engine, params=params)

options_chain_example.py

@@ -0,0 +1,12 @@
+from database.options import options_chain
+from datetime import datetime
+
+timestamp = datetime(2023, 10, 6, 9, 35, 0)
+
+data = options_chain(
+    symbol='SPX', 
+    date=timestamp.date(), 
+    expiration=datetime(2023, 10, 13), 
+    timestamp=timestamp)
+
+print(data)