Volume Query Batch Processing
Script Example - Options Volume Query:
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=O
&symbolType=O&symbol=IBM&reportType=D&accountType=C&productKind=OSTK&porc=C&contractDt=20190531
| reportDate: | yyyymmdd |
| format: | csv txt |
| volumeQueryType: | O |
| symbolType: | ALL (both) O (options) U (underlying) |
| symbol: | The symbol to query |
| reportType: | D (daily) W (weekly) M (monthly) |
| accountType: | ALL C (customer) F (firm) M (market maker) |
| productKind: | ALL ODBT OIND OSTK |
| porc: | BOTH C (call) P (put) |
| contractDt: | yyyymmdd |
Script Example - Futures Volume Query:
https://marketdata.theocc.com/volume-query?reportDate=20190531&format=csv&volumeQueryType=F
&symbolType=O&symbol=IBM&reportType=D&accountType=C&contractDt=20190531
| reportDate: | yyyymmdd |
| format: | csv txt |
| volumeQueryType: | F |
| symbolType: | ALL (both) O (futures) U (underlying) |
| symbol: | The symbol to query |
| reportType: | D (daily) W (weekly) M (monthly) |
| accountType: | ALL C (customer) F (firm) M (market maker) |
| contractDt: | yyyymmdd |