{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true }, "outputs": [], "source": [ "#Import the icepython library\n", "#Make sure to read our quick start guide! Additional support can be reached by contacting DesktopClientSupport@theice.com\n", "import icepython as ice" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('N21', 'Q21', 'U21', 'V21', 'X21', 'Z21', 'F22', 'G22', 'H22', 'J22', 'K22', 'M22', 'N22', 'Q22', 'U22', 'V22', 'X22', 'Z22', 'F23', 'G23', 'H23', 'J23', 'K23', 'M23', 'N23', 'Q23', 'U23', 'V23', 'X23', 'Z23', 'F24', 'G24', 'H24', 'J24', 'K24', 'M24', 'N24', 'Q24', 'U24', 'V24', 'X24', 'Z24', 'F25', 'G25', 'H25', 'J25', 'K25', 'M25', 'N25', 'Q25', 'U25', 'V25', 'X25', 'Z25', 'F26', 'G26', 'H26', 'J26', 'K26', 'M26', 'N26', 'Q26', 'U26', 'V26', 'X26', 'Z26', 'F27', 'G27', 'H27')\n" ] } ], "source": [ "#Option Autolisting\n", "#Returns all expirations for a given product/security\n", "symbols = ice.get_autolist('***BRN-ICE')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('M21', 'N21', 'Q21', 'V21', 'F22', 'H22', 'K22', 'N22', 'V22', 'F23', 'H23', 'K23', 'N23', 'V23', 'F24', 'H24')\n" ] } ], "source": [ "#Option Autolisting\n", "#All Expirations Futures - when exchange suffix is not present add 'fut'\n", "symbols = ice.get_autolist('***sb fut')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('210521', '210618', '210716', '211015')\n" ] } ], "source": [ "#Option Autolisting\n", "#All Expirations Stocks - when exchange suffix is not present add 'stk'\n", "symbols = ice.get_autolist('***sb stk')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('BRN 24ZP3500-ICE', 'BRN 24ZP4100-ICE', 'BRN 24ZP4200-ICE', 'BRN 24ZP4300-ICE', 'BRN 24ZP4400-ICE', 'BRN 24ZP4500-ICE', 'BRN 24ZP4600-ICE', 'BRN 24ZP4700-ICE', 'BRN 24ZP4800-ICE', 'BRN 24ZP4900-ICE', 'BRN 24ZP5000-ICE', 'BRN 24ZP5100-ICE', 'BRN 24ZP5200-ICE', 'BRN 24ZP5300-ICE', 'BRN 24ZP5400-ICE', 'BRN 24ZP5500-ICE', 'BRN 24ZP5600-ICE', 'BRN 24ZP5700-ICE', 'BRN 24ZP5800-ICE', 'BRN 24ZP5900-ICE', 'BRN 24ZP6000-ICE', 'BRN 24ZP6100-ICE', 'BRN 24ZP6200-ICE', 'BRN 24ZP6300-ICE', 'BRN 24ZP6400-ICE', 'BRN 24ZP6500-ICE', 'BRN 24ZP6600-ICE', 'BRN 24ZP6700-ICE', 'BRN 24ZP6800-ICE', 'BRN 24ZP6900-ICE', 'BRN 24ZP7000-ICE', 'BRN 24ZP7100-ICE', 'BRN 24ZP7200-ICE', 'BRN 24ZP7300-ICE', 'BRN 24ZC3500-ICE', 'BRN 24ZC4100-ICE', 'BRN 24ZC4200-ICE', 'BRN 24ZC4300-ICE', 'BRN 24ZC4400-ICE', 'BRN 24ZC4500-ICE', 'BRN 24ZC4600-ICE', 'BRN 24ZC4700-ICE', 'BRN 24ZC4800-ICE', 'BRN 24ZC4900-ICE', 'BRN 24ZC5000-ICE', 'BRN 24ZC5100-ICE', 'BRN 24ZC5200-ICE', 'BRN 24ZC5300-ICE', 'BRN 24ZC5400-ICE', 'BRN 24ZC5500-ICE', 'BRN 24ZC5600-ICE', 'BRN 24ZC5700-ICE', 'BRN 24ZC5800-ICE', 'BRN 24ZC5900-ICE', 'BRN 24ZC6000-ICE', 'BRN 24ZC6100-ICE', 'BRN 24ZC6200-ICE', 'BRN 24ZC6300-ICE', 'BRN 24ZC6400-ICE', 'BRN 24ZC6500-ICE', 'BRN 24ZC6600-ICE', 'BRN 24ZC6700-ICE', 'BRN 24ZC6800-ICE', 'BRN 24ZC6900-ICE', 'BRN 24ZC7000-ICE', 'BRN 24ZC7100-ICE', 'BRN 24ZC7200-ICE', 'BRN 24ZC7300-ICE')\n" ] } ], "source": [ "#All Options for a given expiration\n", "symbols = ice.get_autolist('***brn-ice z24')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('BRN 22MP6325-ICE', 'BRN 22MP6350-ICE', 'BRN 22MP6400-ICE', 'BRN 22MP6450-ICE', 'BRN 22MP6500-ICE', 'BRN 22MP6600-ICE', 'BRN 22MP6700-ICE', 'BRN 22MP6800-ICE', 'BRN 22MP6900-ICE', 'BRN 22MP7000-ICE', 'BRN 22MC6325-ICE', 'BRN 22MC6350-ICE', 'BRN 22MC6400-ICE', 'BRN 22MC6450-ICE', 'BRN 22MC6500-ICE', 'BRN 22MC6600-ICE', 'BRN 22MC6700-ICE', 'BRN 22MC6800-ICE', 'BRN 22MC6900-ICE', 'BRN 22MC7000-ICE')\n" ] } ], "source": [ "#At the Money Options for a given expiration\n", "symbols = ice.get_autolist('***brn-ice m22 ATM:10')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 7, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('BRN 22MP6200-ICE', 'BRN 22MP6225-ICE', 'BRN 22MP6250-ICE', 'BRN 22MP6300-ICE', 'BRN 22MP6325-ICE', 'BRN 22MP6350-ICE', 'BRN 22MP6400-ICE', 'BRN 22MP6450-ICE', 'BRN 22MP6500-ICE', 'BRN 22MP6600-ICE', 'BRN 22MC6600-ICE', 'BRN 22MC6700-ICE', 'BRN 22MC6800-ICE', 'BRN 22MC6900-ICE', 'BRN 22MC7000-ICE', 'BRN 22MC7100-ICE', 'BRN 22MC7200-ICE', 'BRN 22MC7300-ICE', 'BRN 22MC7400-ICE', 'BRN 22MC7500-ICE')\n" ] } ], "source": [ "#Out of the Money Options for a given expiration\n", "symbols = ice.get_autolist('***brn-ice m22 OTM:10')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('BRN 22MP6600-ICE', 'BRN 22MP6700-ICE', 'BRN 22MP6800-ICE', 'BRN 22MP6900-ICE', 'BRN 22MP7000-ICE', 'BRN 22MP7100-ICE', 'BRN 22MP7200-ICE', 'BRN 22MP7300-ICE', 'BRN 22MP7400-ICE', 'BRN 22MP7500-ICE', 'BRN 22MC6200-ICE', 'BRN 22MC6225-ICE', 'BRN 22MC6250-ICE', 'BRN 22MC6300-ICE', 'BRN 22MC6325-ICE', 'BRN 22MC6350-ICE', 'BRN 22MC6400-ICE', 'BRN 22MC6450-ICE', 'BRN 22MC6500-ICE', 'BRN 22MC6600-ICE')\n" ] } ], "source": [ "#In of the Money Options for a given expiration\n", "symbols = ice.get_autolist('***brn-ice m22 ITM:10')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "('BRN 24MC4000-ICE', 'BRN 24MC4100-ICE', 'BRN 24MC4200-ICE', 'BRN 24MC4300-ICE', 'BRN 24MC4400-ICE', 'BRN 24MC4500-ICE', 'BRN 24MC4600-ICE', 'BRN 24MC4700-ICE', 'BRN 24MC4800-ICE', 'BRN 24MC4900-ICE', 'BRN 24MC5000-ICE', 'BRN 24MC5100-ICE', 'BRN 24MC5200-ICE', 'BRN 24MC5300-ICE', 'BRN 24MC5400-ICE', 'BRN 24MC5500-ICE', 'BRN 24MC5600-ICE', 'BRN 24MC5700-ICE', 'BRN 24MC5800-ICE', 'BRN 24MC5900-ICE', 'BRN 24MC6000-ICE', 'BRN 24MC6100-ICE', 'BRN 24MC6200-ICE', 'BRN 24MC6300-ICE', 'BRN 24MC6400-ICE', 'BRN 24MC6500-ICE', 'BRN 24MC6600-ICE', 'BRN 24MC6700-ICE', 'BRN 24MC6800-ICE', 'BRN 24MC6900-ICE', 'BRN 24MC7000-ICE', 'BRN 24MC7100-ICE', 'BRN 24MC7200-ICE', 'BRN 24MC7300-ICE')\n" ] } ], "source": [ "#Only Calls for a given expiration\n", "symbols = ice.get_autolist('***brn-ice m24 C')\n", "\n", "#Only Puts for a given expiration\n", "#symbols = ice.get_autolist('***brn-ice m24 P')\n", "print(symbols)" ] }, { "cell_type": "code", "execution_count": 10, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ " 0 1 2 3 4 5\n", "0 Last Block Price Volume OpenInt ImpVol\n", "1 BRN 21ZP080-ICE None None 0 None None\n", "2 BRN 21ZP1500-ICE None None 0 2100 None\n", "3 BRN 21ZP2000-ICE None None 0 2810 None\n", "4 BRN 21ZP2100-ICE None None 0 100 None\n", "5 BRN 21ZP2150-ICE None None 0 None None\n", "6 BRN 21ZP2200-ICE None None 0 None None\n", "7 BRN 21ZP2250-ICE None None 0 None None\n", "8 BRN 21ZP2300-ICE None None 0 150 None\n", "9 BRN 21ZP2350-ICE None None 0 3400 None\n", "10 BRN 21ZP2400-ICE None None 0 None None\n", "11 BRN 21ZP2450-ICE None None 0 1014 None\n", "12 BRN 21ZP2500-ICE None None 0 8950 None\n", "13 BRN 21ZP2600-ICE None None 0 650 None\n", "14 BRN 21ZP2625-ICE None None 0 None None\n", "15 BRN 21ZP2700-ICE None None 0 None None\n", "16 BRN 21ZP2800-ICE None None 0 None None\n", "17 BRN 21ZP2975-ICE None None 0 None None\n", "18 BRN 21ZP3000-ICE None 0.14 950 14192 None\n", "19 BRN 21ZP3100-ICE None None 0 None None\n", "20 BRN 21ZP3200-ICE None None 0 767 None\n", "21 BRN 21ZP3300-ICE None None 0 1930 None\n", "22 BRN 21ZP3375-ICE None None 0 None None\n", "23 BRN 21ZP3400-ICE None None 0 2000 None\n", "24 BRN 21ZP3500-ICE None 0.25 600 16067 None\n", "25 BRN 21ZP3550-ICE None None 0 160 None\n", "26 BRN 21ZP3600-ICE None None 0 700 None\n", "27 BRN 21ZP3700-ICE None None 0 340 None\n", "28 BRN 21ZP3750-ICE None None 0 150 None\n", "29 BRN 21ZP3800-ICE None 0.67 0 1404 None\n", ".. ... ... ... ... ... ...\n", "339 BRN 21ZC10100-ICE None None 0 47 None\n", "340 BRN 21ZC10200-ICE None None 0 29 None\n", "341 BRN 21ZC10300-ICE None None 0 10 None\n", "342 BRN 21ZC10400-ICE None None 0 0 None\n", "343 BRN 21ZC10500-ICE None 0.32 0 1080 None\n", "344 BRN 21ZC10600-ICE None None 0 None None\n", "345 BRN 21ZC10700-ICE None None 0 None None\n", "346 BRN 21ZC10800-ICE None None 0 None None\n", "347 BRN 21ZC10900-ICE None None 0 None None\n", "348 BRN 21ZC11000-ICE None None 0 None None\n", "349 BRN 21ZC11100-ICE None None 0 None None\n", "350 BRN 21ZC11200-ICE None None 0 None None\n", "351 BRN 21ZC11300-ICE None None 0 None None\n", "352 BRN 21ZC11400-ICE None None 0 None None\n", "353 BRN 21ZC11500-ICE None None 0 None None\n", "354 BRN 21ZC11600-ICE None None 0 None None\n", "355 BRN 21ZC11700-ICE None None 0 None None\n", "356 BRN 21ZC11800-ICE None None 0 None None\n", "357 BRN 21ZC11900-ICE None None 0 None None\n", "358 BRN 21ZC12000-ICE None None 0 None None\n", "359 BRN 21ZC12100-ICE None None 0 None None\n", "360 BRN 21ZC12200-ICE None None 0 None None\n", "361 BRN 21ZC12300-ICE None None 0 None None\n", "362 BRN 21ZC12400-ICE None None 0 None None\n", "363 BRN 21ZC12500-ICE None None 0 666 None\n", "364 BRN 21ZC12600-ICE None None 0 None None\n", "365 BRN 21ZC12700-ICE None None 0 None None\n", "366 BRN 21ZC12800-ICE None None 0 None None\n", "367 BRN 21ZC12900-ICE None None 0 None None\n", "368 BRN 21ZC13000-ICE None None 0 None None\n", "\n", "[369 rows x 6 columns]\n" ] } ], "source": [ "#Quote - Volume, Trade and Block Prices, Open Interest, and Vol for all strikes on a given expiration\n", "import pandas as pd\n", "symbols = ice.get_autolist('***brn-ice z21')\n", "fields = ['Last','Block Price','Volume','OpenInt','ImpVol']\n", "data = ice.get_quotes(symbols,fields,True)\n", "df = pd.DataFrame(list(data))\n", "print(df)" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, 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