thammo4 / uvatradier

Python wrapper for the Tradier brokerage API
Apache License 2.0
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Add support for Greeks to `OptionsData.get_chain_day` #25

Open thammo4 opened 4 months ago

thammo4 commented 4 months ago

Relevant Tradier documentation: https://documentation.tradier.com/brokerage-api/markets/get-options-chains Relevant Documentation Info/Example:

Parameter | Type | Param Type | Required | Values/Example | Default | Description

symbol | Query | String | Required | VXX | | Underlying symbol of the chain expiration | Query | String | Required | 2019-05-17 | | Expiration for the chain greeks | Query | String | Optional | true | false | Add greeks and volatility information

# Version 3.6.1    
import requests

response = requests.get('https://api.tradier.com/v1/markets/options/chains',
    params={'symbol': 'VXX', 'expiration': '2019-05-17', 'greeks': 'true'},
    headers={'Authorization': 'Bearer <TOKEN>', 'Accept': 'application/json'}
)
json_response = response.json()
print(response.status_code)
print(json_response)

Greeks weren't much of a concern when I first started developing this, but a recent interest in spread trades has changed my perspective