Can I load future option market daily data for a set (potentially all) options on a specific future, for example for:
For example:
December 2023 monthly options expiring on CLZ3
open/high/low/close/volume/last_bid/last_ask
daily for the past [2] days
In one query.
I am currently loading all RIC's for future option chains and then loading the historical bars using one api call per RIC, but due to the large number of queries I am running into the API rate limit very rapidly.
Hi @pvklooster ,
You can use single API request for a set of rics, however as you rightfully noticed in this thread will turn into multiple requests under the hood counting towards your API limits. And as such I am afraid I can't suggest another efficient way in terms of avoiding the rates limits. Perhaps, an option would be to use stream recorder as I suggested in that thread. Sorry If I am missing the specifics of your use case and happy to look at this further if you could elaborate a bit with example codes you are using.
I will let my colleagues to contribute as well if I am missing something here in terms of our API specifics.
Best regards,
Haykaz
