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I would like to filter options from Chain, where only RIC's which are around the strike price are pulled. Pls confirm if this can be done via IPA API , please also provide the query to be used
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I don't believe this can be done with IPA. But it may be possible using Search service on RDP. Check out the article titled Building Search into your Application Workflow for info on using RDP Search.
E.g. for OPRA stock options on IBM the following request returns 982 RICs: exactly the same as the current number of RICs in 0#IBM*.U chain
{
"View": "EquityDerivativeQuotes",
"Filter": "UnderlyingQuoteRIC eq 'IBM' and IsChain eq false and RCSAssetCategory eq 'A:1T' and ExchangeCode eq 'OPQ' and ExpiryDate gt 2021-07-14",
"Select": "RIC"
}
But if I add "and StrikePrice gt 139.82 and CallPutOption eq 'Call'" to the filter to only search for in the money calls, the result is reduced to 255 RICs.
