Re-introduced stiching as a fallback for SPY too big; automatic order entry creation for SPX Put Spread works now.

This commit is contained in:
2024-05-30 10:53:17 -05:00
parent 6d2059f0e2
commit 5f49216a88
3 changed files with 29 additions and 15 deletions

View File

@@ -3,9 +3,6 @@
# This is for big chains, that cause the Schwab API to error out (like $XSP)
# I add the range parameter (ITM/NTM/OTM) so that I get less data per request
# 2024-05-27: DEPRECATED - THIS FILE IS GOING TO BE REOMVED:
# This doesn't seem to be creating smaller responses anymore, therefore this method isn't used anymore anywhere...
symbol=$1
outDir=data/$(date +%Y-%m-%d)
queryString="?symbol=${symbol}"
@@ -52,7 +49,7 @@ jq '. | map_values(select(type=="object"))' < ${ITMtempFile} > ${ITMtempFile}.o
jq '. | map_values(select(type=="object"))' < ${OTMtempFile} > ${OTMtempFile}.objOnly
jq -s '.[0] * .[1] * .[2] * .[3]' temp/numberOfContracts.$$.tmp temp/CommonDetail.$$.tmp ${ITMtempFile}.objOnly ${OTMtempFile}.objOnly > temp/optionChain.${symbol}.tmp.$$.json
optionChainFileName=$(date "+%Y-%m-%d %H_%M_%S")_optionChain.${symbol}.json
optionChainFileName=$(date "+%Y-%m-%d %H_%M_%S")_optionChain.${symbol}.stitched.json
pbzip2 -9 -c < temp/optionChain.${symbol}.tmp.$$.json > "${outDir}/${optionChainFileName}.bz2"
rm temp/*$$*