18 lines
825 B
Python
18 lines
825 B
Python
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from datetime import datetime
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from ibkr import Client
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ibkr_client = Client(host = '127.0.0.1', port = 7497)
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underlying_ticker = ibkr_client.get_ticker('SPX', 'CBOE')
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current_price = underlying_ticker.last
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# Filtering strikes based on distance from current price speeds up the request.
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max_strike_distance = 100
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def contract_filter(contract):
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if contract.right == 'C':
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return contract.strike <= (current_price + max_strike_distance) and contract.strike >= current_price
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return contract.strike <= current_price and contract.strike >= (current_price - max_strike_distance)
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# The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
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option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
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print(option_chain)
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