AQC Trading SDK

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Options ​

Option Contract Lookup ​

python
contracts = client.get_option_contract(
    symbol="SPX",
    expiry="20260126",
    strike=6900,
    right="C",
    trading_class="SPXW"
)

Returns: Dict or List[Dict] — single contract if one match, list if multiple.

python
{
    'conid': 843637708,
    'symbol': 'SPX',
    'secType': 'OPT',
    'right': 'C',
    'strike': 6955.0,
    'currency': 'USD',
    'maturityDate': '20260126',
    'multiplier': '100',
    'tradingClass': 'SPXW',
    'exchange': 'SMART',
    'validExchanges': 'SMART,CBOE,IBUSOPT',
    'desc2': "(SPXW) JAN 26 '26 6955 Call"
}

WARNING

Returns contracts across multiple expiries. Filter by maturityDate for specific dates:

python
today = "20260126"
matches = [c for c in contracts if c.get("maturityDate") == today]

Batch Contract Lookup ​

python
contracts = client.get_option_contracts(
    symbol="SPX",
    expiry="20260130",
    strikes=[6000, 6010, 6020, 6030],
    right="P",
    trading_class="SPXW"
)

Returns: List[Dict]

Option Chain ​

python
chain = client.get_options_chain("SPX")
chain = client.get_options_chain("SPX", month="202601")  # Filter by month

Returns: Dict with chain data.

Strikes ​

python
strikes = client.get_strikes("SPX", month="202601")

Returns: Dict with available strikes.

Find Option by Delta ​

Finds the option contract closest to a target delta using real IBKR Greeks.

python
contract = client.get_option_by_delta(
    symbol="SPX",
    expiry="20260130",
    target_delta=-0.35,  # Negative for puts, positive for calls
    right="P",
    trading_class="SPXW"
)

Returns: Dict or None

python
{
    'conid': 843975599,
    'strike': 5985.0,
    'delta': -0.348,
    'expiry': '20260130'
}

Delta Sign Convention

  • Puts: Use negative delta (e.g., -0.35)
  • Calls: Use positive delta (e.g., 0.35)

ATM Strike ​

python
atm = client.get_atm_strike("SPX", expiry="20260130")  # Returns float or None

Option Expirations ​

python
expirations = client.get_option_expirations("SPX")
# or
expirations = client.get_expirations("SPX")  # Alias

Returns: List[str] — dates in YYYYMMDD format.

Option Quote ​

python
quote = client.get_option_quote(conid)

Returns: Dict of raw IBKR snapshot fields.

python
{
    'conid': 843975599,
    '31': 'C34.75',   # last (string, may be prefixed)
    '84': '34.70',    # bid (string)
    '86': '34.80',    # ask (string)
    '6509': 'DPBd',   # market data availability
    '_updated': 1769534179785
}

WARNING

Values are strings. Use get_market_depth() for parsed float bid/ask.

Batch Quotes ​

python
quotes = client.get_option_quotes([conid1, conid2, conid3])

Returns: List[Dict]

Option Greeks ​

Single Contract ​

python
greeks = client.get_greeks(conid)
# or
greeks = client.get_option_greeks(conid)  # Alias

Returns: Greeks dataclass

python
Greeks(conid=843975599, delta=0.42, gamma=0.01, theta=-0.12, vega=0.34, iv=18.2)

Batch ​

python
greeks_list = client.get_option_greeks_batch([conid1, conid2])

Returns: List[Dict] with fields: 7308 (delta), 7309 (gamma), 7310 (theta), 7311 (vega), 7633 (iv).

Open Interest ​

python
oi = client.get_option_oi("SPX", expiry="20260130")

Returns: Dict mapping strikes to open interest values.

Volume ​

python
volume = client.get_option_volume("SPX", expiry="20260130")

Returns: Dict mapping strikes to volume values.

Market Depth for Options ​

python
depth = client.get_market_depth(opt_conid, rows=1)

Returns: Dict with parsed bid, ask, bid_size, ask_size as floats.

Placing Option Orders ​

Always use conid for option orders:

python
contracts = client.get_option_contract(
    symbol="SPX", expiry="20260126", strike=6900, right="P", trading_class="SPXW"
)
today_contracts = [c for c in contracts if c.get("maturityDate") == "20260126"]
opt_conid = today_contracts[0]["conid"]

depth = client.get_market_depth(opt_conid, rows=1)
result = client.buy_limit("SPX", 1, price=depth["ask"], conid=opt_conid, tif="DAY")

Trading Classes ​

UnderlyingTrading ClassDescription
SPXSPXWWeekly SPX options (0DTE)
SPXSPXMonthly SPX options
SPYSPYSPY ETF options
QQQQQQQQQ ETF options

Option Spreads (Combo Orders) ​

See Combo Orders for multi-leg strategies.

Key points:

  • exchange="CBOE" for SPX/SPXW options
  • exchange="SMART" for ETF options (SPY, QQQ)
  • side="BUY" for the combo order (individual leg actions determine buy/sell)