Option Expire Dates - Fetch

Retrieve Option Expiration Dates from E*Trade using SQL Server

Prerequisites:

See SQLHTTP easy setup for E*Trade
See API Call documentation for parameter values and other information
Create the stored procedure documented below

Stored Procedure:


CREATE PROCEDURE usp_ETrade_Option_Expire_Dates_Fetch(
		@Profile nvarchar(100),
		@underlier varchar(5) = NULL,
		@Response nvarchar(MAX) OUTPUT,
		@StatusCode int OUTPUT,
		@StatusDescription nvarchar(MAX) OUTPUT)
AS

EXEC usp_ETrade_Auth_Refresh @Profile

DECLARE @URL nvarchar(MAX)
DECLARE @QueryString varchar(MAX)
DECLARE @HTTPSessionID uniqueidentifier
DECLARE @Sandbox bit

SET @Sandbox = SQLHTTP.net.AuthParam(@Profile, 'Sandbox')

IF @Sandbox = 1
	BEGIN
		SET @URL = 'https://etwssandbox.etrade.com'

		EXEC SQLHTTP.net.UrlBuilder   @URL OUTPUT,
					      @Profile,
					      'market', 'sandbox', 'rest',
					      'optionexpiredate'

		EXEC SQLHTTP.net.QueryStringBuilder   @QueryString OUTPUT,
						      @Profile,
						      'underlier', @underlier

		SET @URL = @URL + @QueryString
	END
ELSE
	BEGIN
		SET @URL = 'https://etws.etrade.com'

		EXEC SQLHTTP.net.UrlBuilder   @URL OUTPUT,
					      @Profile,
					      'market', 'rest',
					      'optionexpiredate'

		EXEC SQLHTTP.net.QueryStringBuilder   @QueryString OUTPUT,
						      @Profile,
						      'underlier', @underlier

		SET @URL = @URL + @QueryString
	END

EXEC SQLHTTP.net.HTTPSession @HTTPSessionID OUTPUT

EXEC usp_Etrade_Auth_Header @Profile, @HTTPSessionID, @URL, 'GET'

EXEC SQLHTTP.net.HTTPRequest @HttpSessionID,
			     @URL = @URL,
			     @Method = 'GET',
			     @StatusCode = @StatusCode OUTPUT,
			     @StatusDescription = @StatusDescription OUTPUT,
			     @Response = @Response OUTPUT
GO

CREATE PROCEDURE usp_ETrade_Option_Expire_Dates_Fetch(

@Profile nvarchar(100),

@underlier varchar(5) = NULL,

@Response nvarchar(MAX) OUTPUT,

@StatusCode int OUTPUT,

@StatusDescription nvarchar(MAX) OUTPUT)

EXEC usp_ETrade_Auth_Refresh @Profile

DECLARE @URL nvarchar(MAX)

DECLARE @QueryString varchar(MAX)

DECLARE @HTTPSessionID uniqueidentifier

DECLARE @Sandbox bit

SET @Sandbox = SQLHTTP.net.AuthParam(@Profile, 'Sandbox')

IF @Sandbox = 1

BEGIN

SET @URL = 'https://etwssandbox.etrade.com'

EXEC SQLHTTP.net.UrlBuilder @URL OUTPUT,

@Profile,

'market', 'sandbox', 'rest',

'optionexpiredate'

EXEC SQLHTTP.net.QueryStringBuilder @QueryString OUTPUT,

@Profile,

'underlier', @underlier

SET @URL = @URL + @QueryString

END

ELSE

BEGIN

SET @URL = 'https://etws.etrade.com'

EXEC SQLHTTP.net.UrlBuilder @URL OUTPUT,

@Profile,

'market', 'rest',

'optionexpiredate'

EXEC SQLHTTP.net.QueryStringBuilder @QueryString OUTPUT,

@Profile,

'underlier', @underlier

SET @URL = @URL + @QueryString

END

EXEC SQLHTTP.net.HTTPSession @HTTPSessionID OUTPUT

EXEC usp_Etrade_Auth_Header @Profile, @HTTPSessionID, @URL, 'GET'

EXEC SQLHTTP.net.HTTPRequest @HttpSessionID,

@URL = @URL,

@Method = 'GET',

@StatusCode = @StatusCode OUTPUT,

@StatusDescription = @StatusDescription OUTPUT,

@Response = @Response OUTPUT

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Sample Usage:


DECLARE @Response nvarchar(MAX)
DECLARE @StatusCode int
DECLARE @StatusDescription nvarchar(MAX)

EXEC usp_ETrade_Option_Expire_Dates_Fetch
		@Profile = 'My Etrade Sandbox',
		@underlier = 'SPY',
		@Response = @Response OUTPUT,
		@StatusCode = @StatusCode OUTPUT, 
		@StatusDescription = @StatusDescription OUTPUT

IF @StatusCode >= 400
  EXEC SQLHTTP.net.RaiseHttpError @StatusCode, @StatusDescription, @Response
ELSE
  IF SQLHTTP.net.IsXmlValid(@Response) = 0
	BEGIN
		RAISERROR(@Response, 16, 1)
		RETURN
	END
  ELSE
	BEGIN
		DECLARE @X xml
		SET @X = CONVERT(xml, @Response)

		--The XPath syntax below was easily generated by executing the following commands:
		--EXEC SQLHTTP.net.XQueryHelper @X
		--and then executing: 
		--EXEC SQLHTTP.net.XQueryHelper @X, 'OptionExpireDateGetResponse/ExpirationDate' --

		SELECT T.C.value(N'day[1]', N'nvarchar(MAX)') AS [day]
		      ,T.C.value(N'month[1]', N'nvarchar(MAX)') AS [month]
		      ,T.C.value(N'year[1]', N'nvarchar(MAX)') AS [year]
		      ,T.C.value(N'expiryType[1]', N'nvarchar(MAX)') AS [expiryType]
		FROM @X.nodes(N'/OptionExpireDateGetResponse/ExpirationDate') T(C)
	END

DECLARE @Response nvarchar(MAX)

DECLARE @StatusCode int

DECLARE @StatusDescription nvarchar(MAX)

EXEC usp_ETrade_Option_Expire_Dates_Fetch

@Profile = 'My Etrade Sandbox',

@underlier = 'SPY',

@Response = @Response OUTPUT,

@StatusCode = @StatusCode OUTPUT,

@StatusDescription = @StatusDescription OUTPUT

IF @StatusCode >= 400

EXEC SQLHTTP.net.RaiseHttpError @StatusCode, @StatusDescription, @Response

ELSE

IF SQLHTTP.net.IsXmlValid(@Response) = 0

BEGIN

RAISERROR(@Response, 16, 1)

RETURN

END

ELSE

BEGIN

DECLARE @X xml

SET @X = CONVERT(xml, @Response)

--The XPath syntax below was easily generated by executing the following commands:

--EXEC SQLHTTP.net.XQueryHelper @X

--and then executing:

--EXEC SQLHTTP.net.XQueryHelper @X, 'OptionExpireDateGetResponse/ExpirationDate' --

SELECT T.C.value(N'day[1]', N'nvarchar(MAX)') AS [day]

,T.C.value(N'month[1]', N'nvarchar(MAX)') AS [month]

,T.C.value(N'year[1]', N'nvarchar(MAX)') AS [year]

,T.C.value(N'expiryType[1]', N'nvarchar(MAX)') AS [expiryType]

FROM @X.nodes(N'/OptionExpireDateGetResponse/ExpirationDate') T(C)

END

day month year expiryType

------ ------- ------- -----------

22 1 2011 MONTHLY

19 2 2011 MONTHLY

19 3 2011 MONTHLY

18 6 2011 MONTHLY

21 1 2012 MONTHLY

19 1 2013 MONTHLY

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