Exporting Option Chain Open Interest?
I'm looking to create some sort of Python Script, or even something that would automatically update every 15 minutes or so in Excel.
The goal is to export the option chain of a particular futures contract every 15 minutes, and then sort by the strikes with the largest open interests.
Is there any tutorials or guides on how to create some code that would auto ping ToS and pull those strikes?
I'm looking to create some sort of Python Script, or even something that would automatically update every 15 minutes or so in Excel.
The goal is to export the option chain of a particular futures contract every 15 minutes, and then sort by the strikes with the largest open interests.
Is there any tutorials or guides on how to create some code that would auto ping ToS and pull those strikes?
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