Open joshuakoh7 opened 7 months ago
There is not! You'll need to subscribe to candles or summary events for each individual option unfortunately.
Was afraid of that. Such a terrible design since there's already an endpoint for fetching the entire chain and OI is static every 24 hours.
Do you think you could add an input for choosing which fields to subscribe to in the future to only call for certain fields like OI? Napkin code:
async def _channel_setup(self, event_type: EventType, event_fields: List[str] = ['eventSymbol']) -> None:
......
if len(event_fields) > 1:
message['acceptEventFields'] = event_fields
else:
if event_type == EventType.CANDLE:
accept = dict_from_schema(Candle)
elif event_type == EventType.GREEKS:
accept = dict_from_schema(Greeks)
elif event_type == EventType.PROFILE:
accept = dict_from_schema(Profile)
elif event_type == EventType.QUOTE:
accept = dict_from_schema(Quote)
elif event_type == EventType.SUMMARY:
accept = dict_from_schema(Summary)
elif event_type == EventType.THEO_PRICE:
accept = dict_from_schema(TheoPrice)
elif event_type == EventType.TIME_AND_SALE:
accept = dict_from_schema(TimeAndSale)
elif event_type == EventType.TRADE:
accept = dict_from_schema(Trade)
elif event_type == EventType.UNDERLYING:
accept = dict_from_schema(Underlying)
message['acceptEventFields'] = accept
Hi, is there a tastytrade endpoint to get OI for the entire chain instead of having to subscribe to summary for every option?