How to fetch Options Chain using TrueData Python Library

Fetching of Option Chains and More with the TrueData Python Library:


👉 Real-Time & Streaming Options Chains are now available via the #Python API Library v 4.2.4 with the following fields:

  • symbols
  • strike
  • type (CE/PE)
  • ltp
  • ltt (last traded time)
  • ltq (last traded qty)
  • volume (total volume)
  • price change
  • price change %
  • oi
  • oi Change
  • OI Change %
  • bid
  • bid qty
  • ask
  • ask qty

Please go through the 'Read me' here > http://j.mp/3m06ekW

#OptionsTrading #TrueData #options #optiontrading #pandas #api #marketdata #optionchains #option

Real-Time & Streaming option chains into your Pandas Dataframe.

👉 You just enter the symbol, expiry & the range (number of strikes) and the library will get the option chain for you. You can decide on the update frequency as you wish (click on the below image to enlarge it).

👉 This brings in many additional functionalities. like, for example, helping you find options within a certain LTP range, say between 100 & 300, with ease, and showing you only those to work with, while streaming them into pandas.


Image

👉 Note that, While getting the option chains, the other symbols which don't form part of your option chain would continue to stream as is. Sample code for all this is available from the Readme - here >> https://bit.ly/3m06ekW

pip install --upgrade truedata-ws

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In case of any further assistance, please send us an email at support@truedata.in

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