These are questions I asked of the TDA API support team along with answers.
It appears that Schwab will have the option features capabilities supported by WL for other brokers, such as IB and Tradier, and will support a data-populated option chain retrieval that includes Greeks.
It does not appear that there is a set of TDAmeritradeHistorical.Instance. methods as with other brokers, or they have not been exposed. Is there a plan to expose a SchwabHistorical.Instance. set of capabilities that takes advantage of some or all of these features?
QUOTE:
Questions
Currently I am testing a live account with the API and it works well with daily data and a few symbols. I would like to know if your API support (after Schwab transition) will support features I require to trade options, Does your API:
1. Allow download of current and historical daily data for 100 stock symbols at a time?
2. Provide an option symbol given parameters of symbol, strike, and expiration date?
3. Provide Greeks for option symbols?
If there is an information page with this information, please send me a link.
Answers
1.- yes it is possible, the quotes endpoint of the market data API within the Schwab Trader API enables the ability to get Quotes by list of symbols which are separated by a comma. I just tested and pulled quote information for all stocks in the Nasdaq 100 simultaneously with a single request successfully. For pricehistory this is done for a single symbol and date range per API call. The maximum number of requests per minute is 120, so it is possible to also get historical data for all 100 symbols within a 1 minute period although it would be nearing the limitation of the maximum permitted data requests per minute.
2.- There is an Option Chains endpoint which retrieves the option symbol in a compatible format available within the same Market Data API in the Schwab Trader API ecosystem.
3.- Greeks are part of the response to the same "Chains" endpoint referenced above.
There is documentation available on developer.schwab.com which is unlocked once you have an app that is approved to use these endpoints. I hope this is helpful!
It appears that Schwab will have the option features capabilities supported by WL for other brokers, such as IB and Tradier, and will support a data-populated option chain retrieval that includes Greeks.
It does not appear that there is a set of TDAmeritradeHistorical.Instance. methods as with other brokers, or they have not been exposed. Is there a plan to expose a SchwabHistorical.Instance. set of capabilities that takes advantage of some or all of these features?
Rename
The plan is to get approved for access to the Schwab API first.
We had our request in months ago.
We had our request in months ago.
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