NASDAQ Options chain scraper for https://old.nasdaq.com
Project description
NASDAQ Options chain Scraper
Python Options Chain scraper for the old NASDAQ website : https://old.nasdaq.com
Install
pip install options-scraper
Console Script
options-scraper --help
usage: options-scraper [-h]
[-l {CRITICAL,FATAL,ERROR,WARN,WARNING,INFO,DEBUG,NOTSET}]
[-t TICKER]
[-o ODIR]
[-b BATCH_SIZE]
[-c {call,put}]
[-m {all,in,out,near}]
[-e EXCODE]
[-x {week,stan,quart,cebo}]
[-s {json,csv}]
optional arguments:
-h, --help show this help message and exit
-l {CRITICAL,FATAL,ERROR,WARN,WARNING,INFO,DEBUG,NOTSET}, --log-level {CRITICAL,FATAL,ERROR,WARN,WARNING,INFO,DEBUG,NOTSET}
-t TICKER, --ticker TICKER Ticker Symbol
-o ODIR, --odir ODIR Output directory
-b BATCH_SIZE, --batch_size BATCH_SIZE Batch Size
-c {call,put}, --callput {call,put}
-m {all,in,out,near}, --money {all,in,out,near}
-e EXCODE, --excode EXCODE excode
-x {week,stan,quart,cebo}, --expir {week,stan,quart,cebo}
-s {json,csv}, --serialize {json,csv} Serialization format
Serialization format (-s)
You have an option to output the data either in a CSV file or a JSON file. Default format is CSV.
Batch Size (-b)
Define how many records each csv or json file should have.
Examples
- To get all the option chain for XOM in a batch_size of 1000 and
csv
file format. This will make sure that each CSV file has 1000 records in it. The last file will have the remaining records
options-scraper -t XOM -o /Users/abhishek/options_data -b 1000 -s csv
- To get all option chain data for MSFT in a batch_size of 10 and
json
file format.
options-scraper -t MSFT -o /Users/abhishek/options_data -b 10 -s json
- To get all
put
options with weekly expiry.
options-scraper -t XOM -e cbo -c put -x week -o /Users/abhishek/options_data
- To get all
call
options withcebo
expiry.
options-scraper -t XOM -c call -x cebo -o /Users/abhishek/options_data
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