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alexgolec / tda-api

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
https://tda-api.readthedocs.io
MIT License
1.26k stars 338 forks source link

Option does not return correct Strike Price #343

Closed qboy21 closed 7 months ago

qboy21 commented 7 months ago

Description of Bug The get_option_chain function does not return the price for the specific option and only the quote for the nearest to the current market price of the underlying security. This should not be the case when specifying a specific option type, price, from_date and to_date for today's expiration

Code to Reproduce specific option strike price strike_price = 441

option chain r = c.get_option_chain("QQQ", contract_type=c.Options.ContractType.PUT, strike_count=1, include_quotes=None, strategy=c.Options.Strategy.SINGLE, interval=None, strike=strike_price, strike_range=c.Options.StrikeRange.ALL, from_date=datetime.date(2024, 3, 5), to_date=datetime.date(2024, 3, 5), volatility=None, underlying_price=None, interest_rate=None, days_to_expiration=1, exp_month=None, option_type=None) assert r.status_code == 200, r.raise_for_status() print(json.dumps(r.json(), indent=4)) IMPORTANT: Remember to anonymize your code. Be sure to replace API keys/Client IDs with placeholders. Also, never, ever share the contents of your token file.

Expected Behavior The request should return the option price for the 441 PUT and not the 436 PUT

Actual Behavior { "symbol": "QQQ", "status": "SUCCESS", "underlying": null, "strategy": "SINGLE", "interval": 0.0, "isDelayed": false, "isIndex": false, "interestRate": 5.585, "underlyingPrice": 435.655, "volatility": 29.0, "daysToExpiration": 0.0, "numberOfContracts": 1, "putExpDateMap": { "2024-03-05:0": { "436.0": [ { "putCall": "PUT", "symbol": "QQQ_030524P436", "description": "QQQ Mar 5 2024 436 Put", "exchangeName": "OPR", "bid": 0.95, "ask": 0.97, "last": 0.95, "mark": 0.96, "bidSize": 93, "askSize": 129, "bidAskSize": "93X129", "lastSize": 0, "highPrice": 1.38, "lowPrice": 0.1, "openPrice": 0.0, "closePrice": 0.05, "totalVolume": 98470, "tradeDate": null, "tradeTimeInLong": 1709663024668, "quoteTimeInLong": 1709663025745, "netChange": 0.89, "volatility": 10.393, "delta": -0.561, "gamma": 0.202, "theta": -0.563, "vega": 0.074, "rho": -0.004, "openInterest": 8204, ... } }, "callExpDateMap": {} }

Error/Exception Log, If Applicable See here to learn how to turn on debug logging: https://tda-api.readthedocs.io/en/latest/help.html Not Applicable

Very helpful wrapper and greatly appreciated. One small issue. Thank you.

qboy21 commented 7 months ago

resolved by changing parameters: strike_count=None, strike_range=None,