OptionsChainRequest

Represents a request for an options chain in the API.

  • Name Type Description
    AccountKey AccountKey Unique key identifying the account used in retrieving the price. Only required when calling context represents an authenticated user.
    Amount Number Order size, defaults to minimal order size for given instrument.
    AssetType AssetType The instrument's asset type
    Expiries RequestExpirySpecification [] 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.
    Identifier Integer The instrument's identifier. Use UIC for FX. For Contract Options use group root id or option root id - both will return all options within specified group root or in case of option root id - all options that are in the same group as specified option root.
    MaxStrikesPerExpiry Integer 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.