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jweinst1/get_opts_volume.py

Last active June 6, 2026 19:35
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get options quotes from alpaca py
Raw
get_opts_volume.py
>>> from alpaca.data.requests import OptionBarsRequest
>>> from alpaca.data.timeframe import TimeFrame
>>> bars_request = OptionBarsRequest(symbol_or_symbols='QQQ260702C00750000', timeframe=TimeFrame.Day)
>>> bars = client.get_option_bars(bars_request)
>>> bars
{'data': {}}
>>> from datetime import datetime
>>> bars_request = OptionBarsRequest(symbol_or_symbols='QQQ260702C00750000', timeframe=TimeFrame.Day, start=datetime(2026, 6, 1), end=datetime(2026, 6, 5))
>>> bars = client.get_option_bars(bars_request)
>>> bars
{ 'data': { 'QQQ260702C00750000': [ { 'close': 15.83,
'high': 16.71,
'low': 12.68,
'open': 12.72,
'symbol': 'QQQ260702C00750000',
'timestamp': datetime.datetime(2026, 6, 1, 4, 0, tzinfo=TzInfo(0)),
'trade_count': 38.0,
'volume': 144.0,
'vwap': 13.477778},
{ 'close': 16.65,
'high': 16.95,
'low': 13.88,
'open': 13.88,
'symbol': 'QQQ260702C00750000',
'timestamp': datetime.datetime(2026, 6, 2, 4, 0, tzinfo=TzInfo(0)),
'trade_count': 42.0,
'volume': 133.0,
'vwap': 16.063835},
{ 'close': 15.53,
'high': 18.31,
'low': 14.62,
'open': 18.31,
'symbol': 'QQQ260702C00750000',
'timestamp': datetime.datetime(2026, 6, 3, 4, 0, tzinfo=TzInfo(0)),
'trade_count': 70.0,
'volume': 235.0,
'vwap': 15.869532},
{ 'close': 12.79,
'high': 14.52,
'low': 10.3,
'open': 11.23,
'symbol': 'QQQ260702C00750000',
'timestamp': datetime.datetime(2026, 6, 4, 4, 0, tzinfo=TzInfo(0)),
'trade_count': 55.0,
'volume': 151.0,
'vwap': 11.865828}]}}
Raw
options_alpaca.py
import os
from alpaca.data.historical import OptionHistoricalDataClient
from alpaca.data.requests import OptionChainRequest
from alpaca.data.enums import OptionsFeed
# ====================== CONFIG ======================
API_KEY = "*****************"
SECRET_KEY = "*********************************"
MAX_CONTRACTS_TO_SHOW = 15 # Change this to see more/less
# ===================================================
if not API_KEY or not SECRET_KEY:
print("❌ Please set your ALPACA_API_KEY and ALPACA_SECRET_KEY environment variables.")
exit(1)
client = OptionHistoricalDataClient(API_KEY, SECRET_KEY)
request = OptionChainRequest(
underlying_symbol="XSP",
feed=OptionsFeed.INDICATIVE, # Change to OPRA if you have the subscription
)
print("🔄 Fetching XSP option chain...\n")
try:
chain = client.get_option_chain(request)
if not chain:
print("❌ No contracts returned.")
else:
print(f"✅ Retrieved {len(chain)} option contracts for XSP\n")
for i, (symbol, snapshot) in enumerate(chain.items()):
if i >= MAX_CONTRACTS_TO_SHOW:
break
# Parse contract details from symbol (e.g. XSP260619C00700000)
# Format: Root + YYMMDD + C/P + Strike (padded)
try:
root = symbol[:3] # XSP
exp_date = f"20{symbol[3:9]}" # e.g. 20260619
option_type = "Call" if symbol[9] == "C" else "Put"
strike = int(symbol[10:]) / 1000 # Strike is usually padded with zeros
except:
option_type = "Unknown"
exp_date = "Unknown"
strike = "Unknown"
print(f"{symbol}")
print(f" Type : {option_type}")
print(f" Strike : {strike}")
print(f" Expiration : {exp_date}")
quote = snapshot.latest_quote
trade = snapshot.latest_trade
if quote:
print(f" Bid : {quote.bid_price} x {quote.bid_size}")
print(f" Ask : {quote.ask_price} x {quote.ask_size}")
else:
print(" Bid/Ask : No quote available")
if trade and trade.price is not None:
print(f" Last Trade : {trade.price} @ {trade.timestamp}")
else:
print(" Last Trade : No trade data")
print("-" * 70)
if len(chain) > MAX_CONTRACTS_TO_SHOW:
print(f"\n... and {len(chain) - MAX_CONTRACTS_TO_SHOW:,} more contracts (total: {len(chain):,})")
except Exception as e:
print(f"❌ Error: {e}")
Raw
opts_req.py
# get an options chain request
"""
'implied_volatility': 0.2353,
'latest_quote': { 'ask_exchange': 'A',
'ask_price': 0.35,
'ask_size': 244.0,
'bid_exchange': 'A',
'bid_price': 0.02,
'bid_size': 206.0,
'conditions': 'A',
'symbol': 'QQQ260702C00810000',
'tape': None,
'timestamp': datetime.datetime(2026, 6, 5, 19, 59, 59, 663412, tzinfo=TzInfo(0))},
'latest_trade': { 'conditions': 'f',
'exchange': 'M',
'id': None,
'price': 0.19,
'size': 1.0,
'symbol': 'QQQ260702C00810000',
'tape': None,
'timestamp': datetime.datetime(2026, 6, 5, 19, 8, 59, 561737, tzinfo=TzInfo(0))},
'symbol': 'QQQ260702C00810000'}, 'QQQ260702C00750000': { 'greeks': { 'delta': 0.1677,
'gamma': 0.0054,
'rho': 0.0808,
'theta': -0.235,
'vega': 0.4689},
'implied_volatility': 0.2482,
'latest_quote': { 'ask_exchange': 'A',
'ask_price': 4.14,
'ask_size': 320.0,
'bid_exchange': 'N',
'bid_price': 3.9,
'bid_size': 1.0,
'conditions': 'B',
'symbol': 'QQQ260702C00750000',
'tape': None,
'timestamp': datetime.datetime(2026, 6, 5, 19, 59, 59, 195176, tzinfo=TzInfo(0))},
'latest_trade': { 'conditions': 'a',
'exchange': 'X',
'id': None,
'price': 3.76,
'size': 10.0,
'symbol': 'QQQ260702C00750000',
'tape': None,
'timestamp': datetime.datetime(2026, 6, 5, 20, 9, 51, 242377, tzinfo=TzInfo(0))},
resp = client.get_option_chain(req)
client = OptionHistoricalDataClient(API_KEY, SECRET_KEY)
"""
req = OptionChainRequest(underlying_symbol="QQQ", expiration_date_gte="2026-06-29", expiration_date_lte="2026-07-14", type=ContractType.CALL, strike_price_lte=810.0, strike_price_gte=750.0)
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