jlakes85
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| Total Posts: 13 |
| Joined: Oct 2020 |
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I'm in the process of automating and upgrading some volatility pricing models, working with the TD Ameritrade API Get Option Chain endpoint. The API documentation isn't the best. I was wondering if anyone is aware of a built-in function that allows iteration between strikes of a given expiry date? The ideal interface would be to provide the API the usual input: underlying symbol, expiry date, (maybe a strike value to start with) e.t.c. Once this has been deemed a good request, I would then be able to provide a simple increment or decrement operator to the API member function to return the next highest or lowest strike value option symbol, without having to know the strike spacing beforehand. Any insight would be greatly appreciated.
-jlakes85 |
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| I use the endpoint. iirc, why not just request the full chain and then filter? |
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