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Use tradingClass for extra filtering of option chain#614

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brndnmtthws merged 1 commit intobrndnmtthws:mainfrom
scott-coates:trading-class-filter-chain
Nov 6, 2025
Merged

Use tradingClass for extra filtering of option chain#614
brndnmtthws merged 1 commit intobrndnmtthws:mainfrom
scott-coates:trading-class-filter-chain

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@scott-coates
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Sometimes an option has multiple trading classes which causes the filtering logic to prematurely choose the wrong trading class. For example, load the ETF IWM in IBKR TWS Options Trader and you can choose multiple trading classes.

Notice how SMART shows up twice in the dataset:

image

chain-data.py

@brndnmtthws brndnmtthws merged commit d94236e into brndnmtthws:main Nov 6, 2025
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2 participants