Untitled

import os
import sys
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

import json
import requests

import thetadata


from datetime import date
from thetadata import (
    ThetaClient,
    DateRange,
    StockReqType,
    SecType
)


START_DATE = "20230901"
END_DATE = "20230901"
STRIKE_MULTIPLIER = 1_000
STRIKE = str(250 * STRIKE_MULTIPLIER)
EXP = "20230908"
SIDE = "C"
TICKER = "TSLA"



import http.client

conn = http.client.HTTPConnection("127.0.0.1:25510")

headers = { 'Accept': "application/json" }

# request_str_base = "/hist/option/trade"
# request_str_base = '/hist/option/trade_greeks_second_order'
request_str_base = '/hist/option/trade_quote'
request_str = f"{request_str_base}?root={TICKER}&start_date={START_DATE}&end_date={END_DATE}&strike={STRIKE}&exp={EXP}&right={SIDE}"
print("Request string: {}".format(request_str))

conn.request("GET", 
             request_str, headers=headers)

res = conn.getresponse()
data = res.read()


res = json.loads(data.decode('utf-8'))
print(type(res['response']))
print(res['header'])

response_df = pd.DataFrame(columns=res['header']['format'], data=np.array(res['response']))
response_df