The code example below shows how to make a request for options data using the Python programming language. The example uses the httpx HTTP library, which supports both sync and async APIs. This example only uses the sync API, but more information about the async API can be found on the library's site. The full code can be downloaded here.

REQUIRED

The Theta Terminal must be running to access data.

import httpx  # install via pip install httpx
import csv

BASE_URL = "http://localhost:25503/v3"  # all endpoints use this URL base

# set params to fetch a snapshot of all contracts for Microsoft
params = {'symbol': 'MSFT', 'expiration': '*'}

#
# This is the non-streaming version, and the entire response
# will be held in memory.
#
url = BASE_URL + '/option/snapshot/ohlc'

response = httpx.get(url, params=params, timeout=60)  # make the request
response.raise_for_status()  # make sure the request worked

# read the entire response, and parse it as CSV
csv_reader = csv.reader(response.text.split("\n"))

for row in csv_reader:
    print(row)  # do something with the data


#
# This is the streaming version, and will read line-by-line
#
url = BASE_URL + '/option/snapshot/ohlc'

with httpx.stream("GET", url, params=params, timeout=60) as response:
    response.raise_for_status()  # make sure the request worked
    for line in response.iter_lines():
        print(line)  # do something with the data