Multiple option symbols in a single request
planned
f
fadandr
Allow API users to get multiple option contracts in a single request to avoid downloading quotes 1 by 1.
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a
alexandrm
Dear Market Data team, while it is going, is there a chance that rate limit settings might be adjusted?
Here is the problem: it does not matter if you add parallel requests in SDK, some of us might do it manually, real problem is in rate limits
Imagine you are dealing with some kind of portfolio with let's say ten iron condor positions, which means, that only for option quotes we need to do 40 requests for single page
The only way to make it working is to batch requests in small chunks, to avoid being rate limited, which makes page to load forever which is kind of frustrating
So as a compromise, while feature is not ready, may be there is a chance that rate limits on this endpoint might be adjusted for us to not have so much pain while waiting
Thank you in advance
M
Max
Our python SDK now implements this. And we are updating our PHP SDK to implement it as well. The endpoint still does not support it, but our SDKs will allow it and send all the requests async.
c
ckalbach
Looking forward to this very much. Hope it will be available soon.
j
jcdevinatea
This feature would be very usefull, hope this can be implemneted soon.
To make the implementation easier, I suggest that you use the endpoint Option Chain and modify the "strike" parameter to support a string with a list of strikes (for example: "150,155,160,165").
The user may combine this with the "side" parameter ("call","put") , so he can get desired data in just two requests. This will also reduce your workload as there will be less data to return.
m
mart01
Historical Option Quotes Query by:
1) Strike btw several expr periods
2) Strikes btw x and y, within expr
3) Strikes btw x and y, and multi expr
M
Max
marked this post as
planned
Working on this for November's update.
z
zola07
Max: Hi Max, was this feature finalized last November? Is this applied on options/quotes end point?
M
Max
zola07: Nope. We are way behind on this. Ran into some trouble. It should be ready in 1-2 months.
l
lndshrk
Max Hi Max, are bulk options available yet?
M
Max
lndshrk Not yet. 🤦♂️ Sorry for the delay. We had some urgent issues come up and had to pause this. The best way to get multiple quotes at this time is by using the optionchain endpoint.
a
andralex
Max Terrific, please don't forget to insert throttling so there's no timing out (as there is with separata calls).
a
andralex
Max Well it's almost November 2024... any news on this? It's literally the only reason I can't use MarketData.
M
Max
andralex: It's basically done, but not yet tested. So we are close, but still need some more time to write all the tests and ensure it works properly.
k
kingphil
Max any update? I'm using cached feed currently which is 7 requests as opposed to live which is 800 each time I refresh a single ticker option chain. So this would be very helpful.