IB API in Excel and option chains

Discussion in 'App Development' started by Jgills, Jun 23, 2013.

  1. Jgills

    Jgills

    Has anyone use the IB api in excel to pull all listed options for a given underlyer?

    i've been trying to find an easy way to do this without having to find every strike that is listed and make a seperate pull for each.

    any help is appreciated.

    thanks
     
    #1     Jun 23, 2013
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  2. stevegee58

    stevegee58

    There's no way to find what valid strikes exist through the API, in other words there's not list you can download first from IB.

    I just get the strike list programmatically from a web-based source.
     
    #2     Jun 23, 2013
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  3. fullautotrading

    fullautotrading

    Of course there is. Just call the req reqContractDetailsEx, without specifying strike. You will receive ALL the contract details for all strikes (the entire chain).

    If not specify an expiry date, will also receive all the chains for all expiries.
     
    #3     Jul 11, 2013
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