Jump to content
  • 0

Navigating Option Chains on IG API


Big_LF

Question

Has anyone found an better way to navigate the option chains on the IG API?

To give an example, the Hierarchy id for all US500 options is 346003 (https://api.ig.com/gateway/deal/marketnavigation/346003).
The nodes for this are option expiarys,  so far so good.  For example "DEC" currently has node id: 407780127
However the nodes for 407780127 are then (annoyingly) groups of strikes "1251-1500","1551-1600"...   ..."5501-6000"
If I want to pull the option data, I need to loop over all the strike groups (over 20 of them!), and this very quickly runs up against API usage limits.

TL:DR Is there a simpler (single call) way to get option price data for a given expiry, like it is provided from the web front end (all prices, puts and calls, by strike)?

Bonus question:  Has anyone figured out the naming convention for monthly Index Option "epic" ids?: 
(as of 25-Oct-23)
US500 DEC-23 4075 Put ==  "OP.D.SPX5.4075P.IP"
US500 MAR-24 3500 Put == "OP.D.SPX2.3500P.IP"
US500 JUN-24 2800 Put == "OP.D.SPX3.2800P.IP"

is there a convention OP.D.SPX{n}......  where n = ???

Link to comment

0 answers to this question

Recommended Posts

There have been no answers to this question yet

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
  • General Statistics

    • Total Topics
      23,625
    • Total Posts
      97,019
    • Total Members
      44,188
    • Most Online
      7,522
      10/06/21 10:53

    Newest Member
    Nolan
    Joined 05/12/23 12:41
  • Posts

    • Thanks for sharing @THT I highly doubt that gold will fall below the 1900 level, which is the lowest support level on the monthly time frame. Right now, the current pullback in gold is nothing but a FALSE MOVE to the downside which ALWAYS takes place before a REAL BREAKOUT. This FALSE MOVE can last no longer than 1-3 time units and is simply the REQUIRED movement of markets. Gold is setting up for a major sling-shot to the upside.
    • Had this on my chart (daily) for a long time Next watch for one of those 2 scenarios above unfolding THT
    • Am intrigued by the services and functionalities offered by Rootstock especially the RIF roll-up and RIF wallet soon to be launched. Am optimistic that the continuous upgrade to their services will increase adoption which ultimately will lead to surge in price of the native token. I have already added a decent amount of the token to my BG portfolio.
×
×
  • Create New...
us