Getting Bid and Ask data for option chains.

[alpinevm]

I've gone through the source code and I can't seem to find anything that references finding bid and ask data for options.
Is there something I'm blatantly missing or is this feature not available.

Thanks!

[TheRealNiBi]

Same issue. For me this is worthless without that

[bandwiches]

Are you looking for the bid/ask for a position or a symbol? This isn't very clear.

There are ways to pull bid/ask for options and options chains as well as symbol metrics. If you want something more simple without all the additional metrics and whatnot, that's on you. Here's a closed issue that shows a response that includes bid/ask.

[adamsherman]

Easiest way is to probably edit example.py and grab an underlying stock you are familiar with, i.e. 'GOOG' and find the associated option ticker for each strike/expiry you want by using something akin to:

    # get a list of option expirations for a given underlying
    undl = underlying.Underlying('GOOG')
    expiration = date(2021,4,1) 
    chain = await option_chain.get_option_chain(session, undl, expiration)
    for option in  chain.options:
        LOGGER.info('Strike: {}\t Ticker {}'.format(option.strike, option.get_dxfeed_symbol()))

    # choose ticker(s) and get the data via the streamer by subscribing
    sub_values = {
        "Quote": [".GOOG210401P2150", ".GOOG210401P2160"]
    }
    await streamer.add_data_sub(sub_values)

    # print the bid/ask
    async for item in streamer.listen():
      for data in item.data:
          LOGGER.info(data)   

or create an Option object and get the dxfeed_symbol manually and subscribe. Hope that helps

[perigvennetier]

Here is another example I was able to make.

undl = underlying.Underlying('SPY')
chain = await option_chain.get_option_chain(session, undl)
exp = chain.get_all_expirations()
# for expiration_date in exp:
#     print(expiration_date)

# Choose the next expiration for example:
next_exp = exp[0]
chain_next_exp = await option_chain.get_option_chain(session, undl, next_exp)
options_tickers = []
for option in chain_next_exp.options:
    # LOGGER.info('Exp: {}\t Strike: {}\t {} \tTicker {}'.format(option.expiration_date, option.strike, option.option_type.value, option.get_dxfeed_symbol()))
    options_tickers.append(option.get_dxfeed_symbol())

# Form the option chain name and get the data via the streamer by subscribing
sub_values = {
    #"Quote": [".SPY210419P410"]
    "Quote": options_tickers
}
await streamer.add_data_sub(sub_values)

# print the bid/ask
async for item in streamer.listen():
    for data in item.data:
        LOGGER.info('Symbol: {}\tBid: {}\tAsk {}'.format(data['eventSymbol'], data['bidPrice'], data['askPrice']))