| | Ticker | = |
Ticker symbol of underlying equity (e.g "MMM" or "SPY").
|
| | Put/Call | = |
A literal value of "Put" or "Call" to indicate the type of option data that is desired. Can be abbreviated to "P" or "C".
|
| | Expiry | = |
The expiration date of the option for which data is to be retrieved. You can either pass:
- The actual option expiration date if you know it (e.g. DATE(2010,6,19)).
- The first of the month for the option expiration month you want (e.g. DATE(2010,6,1)).
- The 30th or 31st day of the month-end quarter for the option
expiration quarter you want (e.g. DATE(2010,6,30)). Note that only a few
index ETFs have options that expire at the end of each quarter (e.g.
"SPY" or "IWM").
|
| | StrikePrice | = |
The strike price of the option for which data is to be retrieved. You have several options here:
| Actual Price | You can pass the actual strike price you want to use (e.g. 100). |
| ITMn | You can pass a literal to indicate you want the
first in-the-money option (e.g. "ITM1"), the second in-the-money option
(e.g. "ITM2"), and so forth. |
| OTMn | You can pass a literal to indicate you want the
first out-of-the-money option (e.g. "OTM1"), the second out-of-the-money
option (e.g. "OTM2"), and so forth. |
|
| | ItemID | = |
The itemID of the particular data item you want to retrieve for the option:
| Faster data items |
| a | Ask Price |
| b | Bid Price |
| i | Open Interest |
| l | Last Price |
| s | Strike Price |
| u | Underlying Equity Price |
| v | Volume |
| x | Expiration Date |
| z | Actual Option Symbol |
| |
| Slower data items |
| c | $ Change |
| g | Daily Low |
| h | Daily High |
| j | Contract Low |
| k | Contract High |
| o | Open Price |
| p | Previous Close |
| t | Last Trade Time |
|
The difference between the "Faster" and "Slower" data items is that
you can retrieve all of the "Faster" items for all of the different
options in the same expiration month with a single Internet access,
while the "Slower" data items require a new Internet access for each
individual option for which the various items are collected.
|