Read this page to know everything you need to know about using the various Options HTTP endpoints.
See :ref:`async_support_header` for asynchronous use cases.
Docs below assume you have already read getting started page and know how to create the client. If you do not know how to create the client, first see :ref:`create_and_use_header` and create client as below. As always you can have all 5 different clients together.
import polygon
options_client = polygon.OptionsClient('KEY') # for usual sync client
async_options_client = polygon.OptionsClient('KEY', True) # for an async client
So when you're working with options (rest/websockets), you'll certainly need the option symbols which contain the information about their underlying symbol, expiry, call_or_put and the strike price in a certain format. Many organizations tend to use different formats to represent these.
Polygon.io tends to use This Format . For those who want to understand how this formatting works, Here is a guide (thanks to Ian from their support team).
Fortunately for you, the library comes with a few functions to help ya out with it. first function in that list is creating an option symbol
The library also has two bonus functions which allow you to create and parse option symbols using the format supported by TD Ameritrade. See below for more info on how to use them.
Note that polygon has a rest endpoint in reference API to get all active contracts which you can filter based on many values.
You might have noticed (you didn't notice, did ya?) that polygon endpoints expect a prefix: O:
before option symbols. For convenience, this library handles all of it internally.
what that means for you is that you can pass in option symbols with or without the prefix O: and both will be handled. In the below function, you can make the argument prefix_o=True
to get the prefix in the output. By defaults it returns this format: AMD211205P00149000
(example symbol)
here is how the function looks. just supply the details.
.. autofunction:: polygon.options.options.build_option_symbol :noindex:
Example use:
from polygon import build_option_symbol
symbol = build_option_symbol('AMD', date(year=2021, month=12, day=5), 'c', 158) # date is just a datetime.date object
# another one!
symbol = build_option_symbol('NVDA', '211205', 'call', 124.56)
# you can use these variable as you like on polygon's endpoints
Bonus Function to create option symbols in TD Ameritrade formatting:
don't use this formatting on polygon endpoints. only on tda. this is just a bonus function.
.. autofunction:: polygon.options.options.build_option_symbol_for_tda :noindex:
Example use:
from polygon import build_option_symbol_for_tda
symbol = build_option_symbol_for_tda('AMD', date(year=2021, month=12, day=5), 'c', 158) # date is just a datetime.date object
# another one!
symbol = build_option_symbol_for_tda('NVDA', '120522', 'call', 124.56)
So the above function was to build an option symbol from details. This function would help you do the opposite. That is, extracting information from an option symbol.
This function parses the symbol based on
This spec. Note that
you can pass the value with or without the O:
prefix. The lib would handle that like it does everywhere else.
Important So it appears that some option symbols as returned by polygon endpoints happen to have a correction number within the symbol. The additional number is always between the underlying symbol and expiry. The lib handles that for you and hence returns the corrected parsed symbol.
To elaborate: sometimes you'd see something like: MS1221015C00234000
. Notice the extra 1 right after symbol MS and before expiry 221015. This symbol should actually be
MS221015C00234000
without that 1 (which could be any number based on the info I have from support team).
If you ever need to get the corrected symbol without that additional number, use the lib to parse the symbol and the attribute option_symbol
would contain the full option symbol
without the extra number and any prefixes.
By default the expiry date in the results would be a datetime.date
object. Change it to string
to get a
string in format YYYY-MM-DD
You can choose to get your output in any one out of 3 different formats provided by the lib. To change the format, change the output_format arg in the function below.
- The OptionSymbol object (default)
- by default it would return a :class:`polygon.options.options.OptionSymbol` object. The object would allow you to
access values using attributes. For example:
parsed_symbol.expiry
,parsed_symbol.underlying_symbol
,parsed_symbol.strike_price
,parsed_symbol.call_or_put
andparse_symbol.option_symbol
- output as a list
- You can also choose to get your output as a
list
. The list would just have all the parsed values as:[underlying_symbol, expiry, call_or_put, strike_price, option_symbol]
- output as a dict
- You can also choose to get your results as a
dict
. The dict will have all the values as usual pairs. keys would be:'underlying_symbol', 'strike_price', 'expiry', 'call_or_put', 'option_symbol'
While other values are self explanatory, the value option_symbol
in parsed symbol is simply the full option symbol without any extra correction numbers or prefixes. For example
if you passed in MS221015C00234000
, option_symbol attribute will have the exact same value supplied. If you passed MS1221015C00234000
or O:MS221015C00234000
, option_symbol would have
MS221015C00234000
removing those extra numbers and prefixes.
here is how the function looks.
.. autofunction:: polygon.options.options.parse_option_symbol :noindex:
Example use:
from polygon import (build_option_symbol, parse_option_symbol)
parsed_details = parse_option_symbol('AMD211205C00156000')
# another one!
parsed_details = parse_option_symbol('AMD211205C00156000', output_format=list)
# another one!
parsed_details = parse_option_symbol('AMD211205C00156000', dict, expiry_format=str)
bonus function to parse symbols in TD ameritrade format
The output_format and expiry_format are both exactly the same as above. Only difference is in the formatting.
.. autofunction:: polygon.options.options.parse_option_symbol :noindex:
Example use:
from polygon import parse_option_symbol_from_tda
parsed_details = parse_option_symbol_from_tda('GOOG_012122P620')
# another one!
parsed_details = parse_option_symbol_from_tda('TSLA_112020C1360', output_format=list)
# another one!
parsed_details = parse_option_symbol_from_tda('SPY_121622C335', dict, expiry_format=str)
This endpoint supports pagination. The library has support for pagination. See :ref:`pagination_header` for info and examples
.. automethod:: polygon.options.options.OptionsClient.get_trades :noindex:
.. automethod:: polygon.options.options.OptionsClient.get_last_trade :noindex:
.. automethod:: polygon.options.options.OptionsClient.get_previous_close :noindex: