Welcome to the Tastyworks unofficial API Discussions!

[boyan-soubachov]

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[bandwiches]

THIS IS EXCITING!

[ScientiaCapital]

This is awesome guys, nice job and thank you for keeping this going. This is a killer platform to make transactions with exotic options that most brokers don't allow, don't know how to technically allow it, etc.

…

On Thu, Feb 11, 2021 at 4:51 PM bandwiches ***@***.***> wrote: THIS IS EXCITING! — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#58 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ASAV65EVVMUXOAEXKIIZ4L3S6RUP3ANCNFSM4XPR3AZQ> .

[perigvennetier]

Awesome!! Get ready for all my noob questions! ;)

…

Sent from my iPhone

On Feb 11, 2021, at 16:05, ScientiaCapital ***@***.***> wrote:  This is awesome guys, nice job and thank you for keeping this going. This is a killer platform to make transactions with exotic options that most brokers don't allow, don't know how to technically allow it, etc. On Thu, Feb 11, 2021 at 4:51 PM bandwiches ***@***.***> wrote: > THIS IS EXCITING! > > — > You are receiving this because you are subscribed to this thread. > Reply to this email directly, view it on GitHub > <#58 (comment)>, > or unsubscribe > <https://github.com/notifications/unsubscribe-auth/ASAV65EVVMUXOAEXKIIZ4L3S6RUP3ANCNFSM4XPR3AZQ> > . > — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub, or unsubscribe.

[barrypearce]

Hi, this is a very useful API. How do I extract the latest bid and ask for an option in an option chain?

[bandwiches]

Sorry all, time is limited right now. I'll look into this and see what I can help out with.

[bandwiches]

It might be somewhere else but it's not part of the option or option-chain response from the API. I might look around and see what I can find on my next update.

[barrypearce]

Yeah it's not in option chain. A sort of ugly work around would be to take the option data (ticker, strike, expiry) from the option chain then use the dxfeed streamer "Quote" setting to subscribe and grab a snapshot of the latest option prices for each option in the chain. There might be a better way to do this.

[gneely74]

Did you ever figure out how to do this with dxfeed? Do you have an example?

[adamsherman]

Here ya go - not pretty, but I put an example here. #53

Afaik, only way to get after looking at all their endpoints is via the streaming dxfeed as that's where their market data comes from and they don't expose snapshots via api.tastyworks.com as they do for /order, /account etc...