Getting parameters of listed options & futures in Interactive Brokers API

Question

There are a lot of examples showing how to get particular asset\'s price from Interactive Brokers. However, when I want to get the whole chain of options for one asset, I do

Answer 1

Figured this out myself.

There is a function which is able to request the details of listed securities, reqContractDetails. Some sample code requesting E-mini SPX futures (symbol ES) is shown below.

from ib.ext.Contract import Contract
from ib.ext.ContractDetails import ContractDetails
from ib.opt import ibConnection, message
import time

def watcher(msg):
    print msg

contracts = [] # to store all the contracts
def contractDetailsHandler(msg):
    contracts.append(msg.contractDetails.m_summary)

con = ibConnection()
con.registerAll(watcher)
con.register(contractDetailsHandler, 'ContractDetails')
con.connect()

contract = Contract()
contract.m_symbol = "ES"
contract.m_exchange = "GLOBEX"
contract.m_currency = "USD"
contract.m_secType = "FUT"

con.reqContractDetails(1, contract)

time.sleep(2)

con.disconnect()

Now the contracts are saved in the contracts list, we can get all available expirations by:

for c in contracts:
    print c.m_expiry

Output:

20140919
20141219
20150320
20150619
20150918

In an obvious way, this can be extended to options as well.