Code to get 14-week historical data for all equities that have options in IB Java API?

Discussion in 'App Development' started by MJM, Mar 31, 2015.

  1. MJM

    MJM

    I'm not the most experienced Java programer. I'm trying to get end of week closing prices for the previous 14 weeks for all equities that have options. Would I need a list of equities that offer options or is there a way to do a market scan to get them?
     
  2. MJM

    MJM

    So I would basically have to do this for each exchange individually?
     
  3. depends on what you aim to do. Always think why you do things. If you look to have those analytics for trading purposes then consider which exchange you would trade them and chose the underlyings of options that are traded there.

     
    MJM likes this.
  4. MJM

    MJM

    Well I originally wanted to include all US equities with options in my analysis, but it looks like that might be too much of a pain.
     
  5. Butterfly

    Butterfly

    You can get the list of ALL US Securities with a flag if they have options from Thomson Reuters, and possibly from Yahoo (free)

    when you have the list, you can download each close individually or as a group, again using Yahoo (free)
     
    MJM likes this.
  6. MJM

    MJM

    I can't quite figure out how to get the flagged list from Yahoo, could you confirm that it is possible?