Endpoint Parameters

  • Request parameters

    Name Type Origin Description
    ContextId String Route
    Expiries RequestExpirySpecification [] Body Expiries are a collection of expiries requested and the window of strike-rows for each expiry. This allows us to ask explicitly for a certain selection of the total set of option chain data. If not provided the service picks the 3 first expiries and assume a centered start-index for all expiries. Asking for data for an expiry that does not exist or a start index higher than the number of strike rows available for that expiry, is not exactly an error and I believe it should just lead to no data being returned.
    MaxStrikesPerExpiry Integer Body Signals a request to only get N strike-rows per expiry. Default is 12. If no explicit StartIndex is provided, the N rows are assumed to be centered on the strike closes to the mid-spot price. I.e. it could be for an expiry with 16 strike-rows, a request to show 12 strikes-per-expiry means that the start-index for that expiry will be 2, leading the strike-rows to be returned to be the [2-13] or [2-14[ range.
    ReferenceId String Route
  • Response Parameters

    View Response Codes

    There are no response parameters

  • Request Example

    Request URL
    PATCH /trade/v1/optionschain/subscriptions/{ContextId}/{ReferenceId}
    Request Body
    {
      "Expiries": [
        {
          "Index": 99,
          "StrikeStartIndex": 99
        }
      ],
      "MaxStrikesPerExpiry": 99
    }