DTN ProphetX® Web Services

GetOptionSeries

This operation retrieves a list of options available for an option prefix (option root and maturity). The operation will also query data for the underlying of the specified option root. The option data will also include the StrikeLevel fid which indicates if the option is currently at the money, in the money, or out of the money. At the money means the strike is the closest one to the current underlying price. In the money means either a Call with a strike below the underlying price or a Put with a strike above the underlying. Out of the money means either a Call with a strike above the underlying price or a Put with a strike below the underlying price.

By default all options matching the prefix will be returned. The limit parameter can be used to get fewer results. If limit is specified the operation returns the specified limit number of options above and below the at the money strike price.

Parameter Value
UserID*
Password* Password is case sensitive.
 
Type A comma separated list of FIDs, which can be entered as numeric codes or names.  Special codes "A", "F", "S" and "P" can be used for pre-defined lists of "all", "full", "short" or "price based" FIDs. Default value is P.
OptionPrefix* The option prefix to query. A prefix is a combination of an option root and a maturity. For example for soybeans December 2023 options, the prefix would be the root @S combined with the month and year codes Z23 which all together is @SZ23. For October 2023 week 2 weekly corn options, the prefix would be the root @C2 combined with the month and year codes V23 which is @C2V23.
Limit Limit on the number of strikes to return. If this parameter is specified, then Limit number of strikes above and below the money will be returned.
 
Price Format Optional parameter to request prices in a particular format.  Valid values are Traditional and Decimal. Default value is Decimal.
Format Optional parameter to request the result in an specific format.  Default value is XML.

Notes

*Mandatory parameters are marked with an asterisk.

Format

Supported format codes are: XML, JSN, and CSV.