get_options_bars only returning last trade when direction=1

BigDaddyBastonkadonkz commented 3 years ago

When I invoke get-options_bars with direction=1, it's supposed to return all data on or after the specified epoch date. However, it is only returning the last data point.

alexonab commented 3 years ago

Try and adjust the count parameter... the return amount is set to 1 by default.

get_options_bars(derivativeId=None, interval='1m', count=1, direction=1, timeStamp=None) method of webull.webull.webull instance
    get bars returns a pandas dataframe
    params:
        derivativeId: to be obtained from option chain, eg option_chain[0]['call']['tickerId']
        interval: 1m, 5m, 30m, 60m, 1d
        count: number of bars to return
        direction: 1 ignores {count} parameter & returns all bars on and after timestamp
                   setting any other value will ignore timestamp & return latest {count} bars
        timeStamp: If epoc timestamp is provided, return bar count up to timestamp. If not set default to current time.

If after hours, you have to include a timestamp to get a response.

>>> wb.get_options_bars(wb.get_options('AAPL')[-18]['call']['tickerId'], count=800, timeStamp=0).shape
(500, 6)

                           open  high   low  close  volume      vwap
timestamp                                                           
2021-08-24 11:17:00-04:00  4.09  4.09  4.08   4.08    40.0  4.453094
2021-08-24 11:19:00-04:00  4.20  4.25  4.20   4.25    70.0  4.433309
2021-08-24 11:27:00-04:00  4.00  4.00  4.00   4.00     4.0  4.431171
2021-08-24 11:28:00-04:00  4.06  4.06  4.06   4.06    10.0  4.426650
2021-08-24 11:30:00-04:00  3.82  3.90  3.82   3.90     2.0  4.425273
...                         ...   ...   ...    ...     ...       ...
2021-08-26 15:55:00-04:00  1.97  1.97  1.89   1.89   231.0  2.318267
2021-08-26 15:57:00-04:00  1.91  1.91  1.90   1.90     6.0  2.317484
2021-08-26 15:58:00-04:00  1.89  1.89  1.88   1.88    10.0  2.316145
2021-08-26 15:59:00-04:00  1.85  1.85  1.80   1.80    36.0  2.310420
2021-08-26 16:00:00-04:00  1.79  1.79  1.78   1.79   168.0  2.284581

[500 rows x 6 columns]

BigDaddyBastonkadonkz commented 3 years ago

Try and adjust the count parameter... the return amount is set to 1 by default.

That's what I'm doing as a workaround, but I wanted to use the direction=1 feature to grab all bars after a timestamp. I suppose I could just set a number so high that it never hits it, but my preference is always to be intentional about the variable I specify. Cleaner code, and all.

zenhorace commented 2 years ago

it's just a matter of which use case you optimize for. I think count=1 by default because the most common use case is fetching the most recent bar when trying to figure how to price a trade. I wouldn't consider having to specify an intended parameter a "workaround". But, your use case is one I have quite often. A tip: the max number of bars the API will ever return in 1 request is 800. So when I'm pulling all the options data from a contract, I always set count to 800 and loop (repeating the API call) until it returns less than 800, updating the timestamp each time.

tedchou12 / webull

get_options_bars only returning last trade when direction=1 #262