get UIC for an option

[richy1996]

how do i provide the information to InstrumentToUic function to get the uic for an option, specifically the instrument information within the spec dictionary?

or if there's a way to specify a strike, put/call and expiration to ContractoptionSpaces function that would work too i guess.

As an example, I'd like to get the uic for the SPXW (note there's a difference between SPXW and SPX) option, asset type is "StockIndexOption", strike of 5130, Put, expiration date of March 5, 2024. The underlying uic is 1909049.

Any help is appreciated.

[richy1996]

bit more info, the option root id should be 128.

[richy1996]

current workaround seems ok i guess

import saxo_openapi.endpoints.referencedata as rd

def return_uic_option(OptionRootId, strike, put_call, expiration):
    params = {
        "ExpiryDates": expiration,
        "OptionSpaceSegment": "SpecificDates",
    }
    r = rd.instruments.ContractoptionSpaces(
                             OptionRootId=OptionRootId,
                             params=params)
    response = client.request(r)
    
    for option_space in response.get('OptionSpace'):
        if option_space['Expiry'] == expiration:
            for specific_option in option_space.get('SpecificOptions'):
                if specific_option['PutCall'] == put_call and specific_option['StrikePrice'] == strike:
                    return specific_option

OptionRootId = 128
strike = 5130
put_call = 'Put'
expiration = '2024-03-05'

return_uic_option(OptionRootId, strike, put_call, expiration)
# {'PutCall': 'Put',
#  'StrikePrice': 5130.0,
#  'TradingStatus': 'Tradable',
#  'Uic': 40381718,
#  'UnderlyingUic': 1909049}

[hootnot]

Hi, pls. check the code in the Jupyter notebooks. It contains option / referencedata related example code.

[richy1996]

the instrumentlookup.ipynb has a bit of info on options but no more than what I've shared above. maybe I'm missing one but as far as I can tell, none simply show you how to get a uic from attributes of an option like underlying, strike, expiration, call/put.

[armanobosyan]

[richy1996]

can you show an example using an option? I only see an example for AAPL and it's not clear to me how to easily convert that to be usable for an option.

[richy1996]

are you serious?

[richy1996]

or maybe you're trying to tell me i've already found the best way to get the uic

[hootnot]

The instrumentlookup.ipynb contains an example of Royal Dutch Shell. That should be the pattern

You can simplify that by wrapping things in code the way you want it.
But it involves the 2 steps as you already did yourself.

Figure out theOptionRootId

r = rd.instruments.Instruments(params = {'AccountKey': ai.AccountKey,
                                         'KeyWords': 'Shell',
                                         'AssetTypes': AT.StockOption})
print(json.dumps(client.request(r), indent=2))

and then query the Options:

OptionRootId = 231
r = rd.instruments.ContractoptionSpaces(OptionRootId=OptionRootId)
client.request(r)
print(json.dumps(r.response, indent=4))

Process the JSON the way you need it.

[richy1996]

ok got it, thx for confirming