research.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import json\n",
    "import pandas as pd\n",
    "from mt_utils import *\n",
    "\n",
    "\n",
    "option_urls = [\n",
    "    \n",
    "    #\"https://www.dropbox.com/s/5uc9bannjgtk907/option_bars_0_2_9970.json?dl=1\"\n",
    "    \n",
    "    #\"https://www.dropbox.com/s/9gcwes67twqrg0a/option_bars_0_300_382809.json?dl=1\",\n",
    "    #\"https://www.dropbox.com/s/jqoqkibpkp2wskg/option_bars_300_300_482247.json?dl=1\"\n",
    "    \n",
    "    #\"https://www.dropbox.com/s/pfiii5osyg24k0v/options_cache_all.json?dl=1\"\n",
    "    \"https://www.dropbox.com/s/2za6imjbn1i28p8/option_bars.json?dl=1\"\n",
    "]\n",
    "\n",
    "underlying_urls = [\n",
    "    #\"https://www.dropbox.com/s/j69c6wtmzi2i0t9/underlying_bars_0_2_4985.json?dl=1\"\n",
    "    \n",
    "    #\"https://www.dropbox.com/s/itc1e630hjnboqn/underlying_bars_0_300_184827.json?dl=1\",\n",
    "    #\"https://www.dropbox.com/s/iijvgunhwnkt0eq/underlying_bars_300_300_234386.json?dl=1\"\n",
    "    \n",
    "    \"https://www.dropbox.com/s/ll8xa6xb1xhrhv7/underlying_bars.json?dl=1\"\n",
    "]\n",
    "\n",
    "limit_lo = 0\n",
    "limit_len = 3000\n",
    "\n",
    "opts1 = None\n",
    "opts2 = None\n",
    "\n",
    "QB = False\n",
    "FIND_MISSING = False  # True = allow searching QC  False = use only cache data\n",
    "\n",
    "REQUEST_MARKER = '_' # used to prevent implicit symbol conversion to long symbols\n",
    "\n",
    "#NotebookApp.iopub_data_rate_limit=10000000.0\n",
    "#NotebookApp.rate_limit_window=3.0\n",
    "\n",
    "\n",
    "if not QB:\n",
    "    from datetime import datetime\n",
    "    from datetime import timedelta\n",
    "    import requests\n",
    "    class QuantBook():\n",
    "        def Download(self,url):\n",
    "            r = requests.get(url)\n",
    "            return r.content\n",
    "        def AddEquity(self,sym):\n",
    "            pass\n",
    "        \n",
    "qb = QuantBook()\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'ts': '2020-05-26T06:52:24', 'action': 'shorting', 'sym': 'ZM', 'spread_type': 'CALL', 'strike_date': '2020-05-29', 'strikes': [180.0, 185.0]}\n",
      "https://www.dropbox.com/s/2za6imjbn1i28p8/option_bars.json?dl=1\n",
      "options_cache: 865056\n",
      "download type <class 'numpy.datetime64'>\n",
      "sorting options_cache\n",
      "finished\n",
      "after drop 865056\n",
      "<class 'datetime.date'>\n",
      "https://www.dropbox.com/s/ll8xa6xb1xhrhv7/underlying_bars.json?dl=1\n",
      "underlying_cache: 417290\n",
      "sorting underlying_cache\n",
      "finished\n",
      "after drop: 417290\n"
     ]
    }
   ],
   "source": [
    "actions = json.loads(qb.Download(\"https://www.dropbox.com/s/psgut932tw77b82/actions.json?dl=1\"))\n",
    "print(actions[0])\n",
    "\n",
    "\n",
    "def download_data(urls):\n",
    "    data = []\n",
    "    for url in urls:\n",
    "        print(url)\n",
    "        data.extend(json.loads(qb.Download(url)))\n",
    "    return mt_dict_to_df(data)\n",
    "\n",
    "options_cache = download_data(option_urls)\n",
    "    \n",
    "print('options_cache:',len(options_cache))\n",
    "\n",
    "if len(options_cache):\n",
    "\n",
    "\n",
    "    #options_cache['time'] = options_cache['time'].apply(lambda x: x.to_pydatetime())\n",
    "    #options_cache['time'] = options_cache['time'].apply(lambda x: datetime(year=1945,month=7,day=6))\n",
    "    options_cache['time'] = options_cache['time'].dt.to_pydatetime()\n",
    "    #options_cache['time'] = options_cache['time'].apply(lambda x: datetime.utcfromtimestamp(x))\n",
    "    options_cache['expiry'] = options_cache['expiry'].apply(lambda x: datetime.strptime(x,'%Y-%m-%d %H:%M:%S').date())    \n",
    "    options_cache['symbol'] = options_cache['symbol'].apply(lambda x: x.split()[0])\n",
    "    \n",
    "    \n",
    "    \n",
    "    \n",
    "    #options_cache.set_index(['symbol', 'type', 'strike', 'expiry', 'time'],inplace = True)\n",
    "    \n",
    "    print(\"download type\",type(options_cache['time'].values[9]))\n",
    "    \n",
    "    ts = options_cache['time'].values[9]\n",
    "\n",
    "    \n",
    "    \n",
    "    ts = options_cache['expiry'].values[9]\n",
    "    \n",
    "    print(\"sorting options_cache\")\n",
    "    options_cache.sort_values(by=['symbol','type','strike','expiry','time'],inplace=True)\n",
    "    print(\"finished\")\n",
    "    options_cache.drop_duplicates(inplace=True)\n",
    "    print(\"after drop\",len(options_cache))\n",
    "    \n",
    "    print(type(ts))\n",
    "    \n",
    "    \n",
    "\n",
    "underlying_cache = download_data(underlying_urls)\n",
    "\n",
    "print('underlying_cache:',len(underlying_cache))\n",
    "\n",
    "if len(underlying_cache):\n",
    "    underlying_cache['time'] = underlying_cache['time'].apply(lambda x: x.to_pydatetime())\n",
    "    \n",
    "    print('sorting underlying_cache')\n",
    "    underlying_cache.sort_values(by=['symbol','time'],inplace=True)\n",
    "    print('finished')\n",
    "    underlying_cache.drop_duplicates(inplace=True)\n",
    "    print(\"after drop:\",len(underlying_cache))\n",
    "    "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "def concat_dfs(df1,df2):\n",
    "    \n",
    "    if not len(df1):\n",
    "        return df2\n",
    "    \n",
    "    if not len(df2):\n",
    "        return df1\n",
    "                        \n",
    "    df3 = pd.concat([df1,df2]).drop_duplicates()\n",
    "    \n",
    "    \n",
    "    return df3\n",
    "\n",
    "def search_underlying_cache(sym,start_time,end_time):\n",
    "    \n",
    "    if not len(underlying_cache):\n",
    "        return pd.DataFrame(),0\n",
    "    \n",
    "    equity = qb.AddEquity(sym)\n",
    "    #df = underlying_cache[ (underlying_cache['symbol'] == str(equity.Symbol.ID)) &\n",
    "    \n",
    "    sym = sym + REQUEST_MARKER\n",
    "    \n",
    "\n",
    "    \n",
    "    df = underlying_cache[ (underlying_cache['symbol'] == sym) &\n",
    "                        (underlying_cache['time'] >= start_time) &\n",
    "                       (underlying_cache['time'] <= end_time)]\n",
    "    \n",
    "    return df,len(df)\n",
    "\n",
    "def search_options_cache(sym,expiry,strike,spread_type,ts_start,ts_end):\n",
    "    #symbol\ttype\tstrike\texpiry\ttime\tclose\n",
    "    \n",
    "    print(\"search_options_cache\",sym,strike,spread_type)\n",
    "    \n",
    "    if not len(options_cache):\n",
    "        print(\"search_options_cache\",sym,strike,spread_type,\"NOT FOUND IN CACHE\")\n",
    "        return pd.DataFrame(),0\n",
    "    \n",
    "    sym = sym + REQUEST_MARKER\n",
    "    \n",
    "    df = options_cache[ (options_cache['symbol'] == sym)  &\n",
    "                    (options_cache['type'] == ('Call' if spread_type == 'CALL' else 'Put'))  &\n",
    "                    (options_cache['strike'] == strike)    &\n",
    "                    (options_cache['expiry'] == expiry)   &\n",
    "                    (options_cache['time'] >= ts_start)  &\n",
    "                    (options_cache['time'] <= ts_end) ]\n",
    "    \n",
    "    return df,len(df)\n",
    "\n",
    "def get_underlying_bars(qb,symv,start_time,end_time):\n",
    "    \n",
    "    d,count = search_underlying_cache(symv,start_time,end_time)\n",
    "    \n",
    "    if len(d):\n",
    "        print(\"found underlying data in cache:\",symv)\n",
    "        if FIND_MISSING:\n",
    "            print(\"FIND_MISSING is True, returning empty underlying dataframe\")\n",
    "            return pd.DataFrame()\n",
    "        return d\n",
    "    else:\n",
    "        if not QB:\n",
    "            return pd.DataFrame()  # Not in cache and cannot look it up.  Probably SPX\n",
    "    \n",
    "    print(\"loading underlying from qc:\",symv)\n",
    "    \n",
    "    \n",
    "    equity = qb.AddEquity(symv)\n",
    "    print(\"qb.History( {} {} {} {})\".format(equity.Symbol, start_time, end_time, Resolution.Minute))\n",
    "    history = qb.History(equity.Symbol, start_time, end_time, Resolution.Minute)\n",
    "    \n",
    "    print(symv,len(history))\n",
    "    #print(\"history columns: \",history.columns)\n",
    "    #print(\"history index:\",list(history.index.names))\n",
    "    \n",
    "    \n",
    "    #drop columns except 'close'.  Index columns are unaffected\n",
    "    if len(history):\n",
    "        history.drop(['askclose', 'askhigh', 'asklow', 'askopen', 'asksize', 'bidclose','bidhigh', 'bidlow', 'bidopen', 'bidsize', 'high', 'low','open', 'volume'],axis=1,inplace=True)\n",
    "        \n",
    "        history.reset_index(inplace = True)\n",
    "        \n",
    "        if history['symbol'][0].startswith('MA'):\n",
    "            #MAR R9GTMYCXKZ8L\n",
    "            print('-----------------------debug found underlying symbol--------------',\n",
    "                  history['symbol'][0])\n",
    "            \n",
    "        print(\"Changing underlying symbol:\",history['symbol'][0],'To:',symv + REQUEST_MARKER)\n",
    "        \n",
    "        history['symbol'] = symv + REQUEST_MARKER\n",
    "\n",
    "    \n",
    "    return history\n",
    "\n",
    "def get_option_bars(qb,symx,ts,strike_date,spread_type,strikes):\n",
    "    #print(\"get_option_bars:\",sym,ts,strike_date,spread_type,strikes)\n",
    "    global opts1,opts2\n",
    "        \n",
    "\n",
    "    option_bars = pd.DataFrame()\n",
    "    counts = []\n",
    "    \n",
    "\n",
    "    #print(\"contracts: \",len(contracts))\n",
    "    for strike in strikes:\n",
    "        \n",
    "        d,count = search_options_cache(symx,strike_date.date(),strike,spread_type,ts,strike_date)\n",
    "        if len(d):\n",
    "            if FIND_MISSING:\n",
    "                print(\"FIND_MISSSING is True, skipping strike:\",strike)\n",
    "                continue\n",
    "                \n",
    "            option_bars = concat_dfs(d,option_bars)\n",
    "            \n",
    "            counts.append(count)\n",
    "            continue\n",
    "            \n",
    "        print(\"missing data:\",symx,strike_date.date(),strike,spread_type)\n",
    "    \n",
    "        if not FIND_MISSING:\n",
    "            continue\n",
    "            \n",
    "        if not QB:\n",
    "            continue  #cannot find in cache and unable to search QC\n",
    "            \n",
    "        print(\"loading from qc:\",symx,strike_date.date(),strike,spread_type)\n",
    "        \n",
    "        #option = qb.AddOption(sym)\n",
    "        #option.SetFilter(UniverseFunc)\n",
    "        \n",
    "        equity = qb.AddEquity(symx, Resolution.Minute)\n",
    "        contracts = qb.OptionChainProvider.GetOptionContractList(equity.Symbol,ts.date())\n",
    "        print(\"len(contrcts)\",len(contracts))\n",
    "        print(\"ts:\",ts)\n",
    "        lt_strike=0\n",
    "        eq_strike = None\n",
    "        gt_strike=10000\n",
    "        lt_date = datetime.min\n",
    "        eq_date = None\n",
    "        gt_date = datetime.max\n",
    "        for c in contracts:\n",
    "            if c.ID.OptionRight ==  (0 if spread_type == 'CALL' else 1):\n",
    "                \n",
    "                if c.ID.StrikePrice < strike and c.ID.StrikePrice > lt_strike:\n",
    "                    lt_strike = c.ID.StrikePrice\n",
    "                if c.ID.StrikePrice > strike and c.ID.StrikePrice < gt_strike:\n",
    "                    gt_strike = c.ID.StrikePrice\n",
    "                    \n",
    "                #if sym==\"DKNG\":\n",
    "                #    print(strike,c.ID.StrikePrice)\n",
    "                    \n",
    "                if strike == c.ID.StrikePrice:\n",
    "                    eq_strike = strike\n",
    "                    #print(\"found strike\",strike,c.ID.Date.date(),strike_date.date())\n",
    "                    \n",
    "                    if c.ID.Date < strike_date and c.ID.Date > lt_date:\n",
    "                        lt_date = c.ID.Date\n",
    "                        \n",
    "                    if c.ID.Date > strike_date and c.ID.Date < gt_date:\n",
    "                        gt_date = c.ID.Date\n",
    "                    \n",
    "                    if c.ID.Date.date() == strike_date.date():\n",
    "                        eq_date = strike_date.date()\n",
    "                        print(\"qb.GetOptionHistory\",event['sym'],c.ID.Symbol,c.ID.OptionRight,c.ID.Date.date(),c.ID.StrikePrice,c.ID.Market,c.ID.SecurityType)\n",
    "                        option_history = qb.GetOptionHistory(c, ts,strike_date)\n",
    "                        d = option_history.GetAllData()\n",
    "                        \n",
    "                        d.reset_index(inplace = True)\n",
    "          \n",
    "\n",
    "                                \n",
    "                        d['mid'] = (d['bidclose'] + d['askclose'])/2\n",
    "                        d.mid.fillna(d.close,inplace=True) # fill any nans with close\n",
    "                        \n",
    "                        d.drop(['askhigh', 'asklow', 'bidclose','askclose','close',\n",
    "                                'askopen', 'asksize','bidhigh', 'bidlow', \n",
    "                                'bidopen', 'bidsize', 'high', 'low','open', 'volume'],axis=1,inplace=True}\n",
    "                        \n",
    "                        \n",
    "                        d = movecol(d, \n",
    "                             cols_to_move=['symbol','type'], \n",
    "                             ref_col='expiry',\n",
    "                             place='Before')\n",
    "                        \n",
    "                        d['symbol'] = symx + REQUEST_MARKER #replace with request symbol. 'r' is to prevent qc from implicit conversion to long symbol\n",
    "                        \n",
    "    \n",
    "                        if len(d):\n",
    "                            if opts1 is None:\n",
    "                                opts1 = d.copy()\n",
    "                            else:\n",
    "                                if opts2 is None:\n",
    "                                    opts2 = d.copy()\n",
    "                                    \n",
    "                            print(\"found from qc:\",symx,strike_date.date(),strike,spread_type,len(d))\n",
    "                            \n",
    "                            option_bars = concat_dfs(d,option_bars)\n",
    "                                          \n",
    "                            print(\"after_concat:\",len(option_bars))\n",
    "                              \n",
    "                            counts.append(len(d))\n",
    "\n",
    "        if not eq_strike:\n",
    "            print(\"closest strikes to {}: {} {} \".format(strike,lt_strike,gt_strike))\n",
    "        if not eq_date:\n",
    "            print(\"closest dates to {}: {} {}\".format(strike_date.date(),lt_date.date(),gt_date.date()))\n",
    "                    \n",
    "    if (len(counts) and (counts[0] != counts[-1])):\n",
    "            print(\"-------------------------------- Error in lengths: \",counts)\n",
    "            \n",
    "    #print(\"get_option_bars\",type(data[0]),data)\n",
    "        \n",
    "    return option_bars\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "\n",
    "class Tick_event:\n",
    "    event = None\n",
    "    time = None\n",
    "    sort_key = 0\n",
    "    priority = 1  # for sorting, price updates 0, events 1\n",
    "    underlying_bars = pd.DataFrame()\n",
    "    option_bars = pd.DataFrame()\n",
    "\n",
    "    \n",
    "    def __init__(self,event):\n",
    "\n",
    "        self.event = event\n",
    "        self.time = datetime.strptime(event['ts'], '%Y-%m-%dT%H:%M:%S') + timedelta(hours=3)\n",
    "        self.sort_key = self.time.timestamp()*10 + self.priority\n",
    "        \n",
    "    def get_history_data(self):\n",
    "        #print(\"get_history_data1\")\n",
    "        \n",
    "        #if 'sym' not in event.keys():\n",
    "        #    return [],[]\n",
    "        \n",
    "        #if self.event['sym'] != 'MA':\n",
    "        #    return [],[]\n",
    "\n",
    "        if all(item in event.keys() for item in \n",
    "               ['action','sym','spread_type','strike_date','strikes']):\n",
    "            \n",
    "            #if event['sym'] != 'ZM':\n",
    "            #    return self.underlying_bars,self.option_bars\n",
    "                \n",
    "            \n",
    "            #print('get_history_data:',event)\n",
    "        \n",
    "            exp = datetime.strptime(event['strike_date'], '%Y-%m-%d') + timedelta(hours=16)\n",
    "            if self.event['action'] == 'shorting':\n",
    "                \n",
    "                print(\"shorting: \")\n",
    "            \n",
    "                end_time = datetime.strptime(event['strike_date'], '%Y-%m-%d').replace(hour=16, minute = 0, second = 0)\n",
    "            \n",
    "                                                      \n",
    "                self.underlying_bars = get_underlying_bars(qb,\n",
    "                            event['sym'],\n",
    "                            self.time,\n",
    "                            end_time)\n",
    "                \n",
    "                #print('type of self.underlying_bars:',type(self.underlying_bars))\n",
    "            \n",
    "                self.option_bars = get_option_bars(qb,\n",
    "                           event['sym'],\n",
    "                           self.time,\n",
    "                           end_time,\n",
    "                           event['spread_type'],\n",
    "                           event['strikes'])\n",
    "                \n",
    "                #print('type of self.option_bars:',type(self.option_bars))\n",
    "            \n",
    "                #print('{} shorting: {} {} {} {}'.format(ts,event['sym'],event['spread_type'],exp,event['strikes']))\n",
    "        if 'stop' in event.keys():\n",
    "                #print('{} stop: {}'.format(start_time,event['stop']))\n",
    "            pass\n",
    "        \n",
    "        #print(\"get_history_data2\")\n",
    "\n",
    "        return self.underlying_bars,self.option_bars\n",
    "    \n",
    "\n",
    "        \n",
    "    \n",
    "    def on_tick(self):\n",
    "        event = self.event\n",
    "        \n",
    "        print(\"on_tick: \",event)\n",
    "        \n",
    "     \n",
    "    def __repr__(self):\n",
    "        return str(self.event)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "LIMIT =  0\n",
      "shorting: \n",
      "found underlying data in cache: ZM\n",
      "search_options_cache ZM 180.0 CALL\n",
      "search_options_cache ZM 185.0 CALL\n",
      "LIMIT =  1\n",
      "shorting: \n",
      "found underlying data in cache: PYPL\n",
      "search_options_cache PYPL 155.0 CALL\n",
      "search_options_cache PYPL 160.0 CALL\n",
      "LIMIT =  2\n",
      "shorting: \n",
      "found underlying data in cache: HES\n",
      "search_options_cache HES 46.0 PUT\n",
      "search_options_cache HES 44.0 PUT\n",
      "-------------------------------- Error in lengths:  [1489, 1488]\n",
      "LIMIT =  3\n",
      "shorting: \n",
      "found underlying data in cache: AAPL\n",
      "search_options_cache AAPL 315.0 PUT\n",
      "search_options_cache AAPL 310.0 PUT\n",
      "LIMIT =  4\n",
      "shorting: \n",
      "found underlying data in cache: GS\n",
      "search_options_cache GS 185.0 PUT\n",
      "search_options_cache GS 180.0 PUT\n",
      "LIMIT =  5\n",
      "LIMIT =  6\n",
      "shorting: \n",
      "found underlying data in cache: W\n",
      "search_options_cache W 170.0 CALL\n",
      "search_options_cache W 175.0 CALL\n",
      "LIMIT =  7\n",
      "LIMIT =  8\n",
      "LIMIT =  9\n",
      "LIMIT =  10\n",
      "shorting: \n",
      "found underlying data in cache: AMD\n",
      "search_options_cache AMD 56.0 CALL\n",
      "search_options_cache AMD 58.0 CALL\n",
      "LIMIT =  11\n",
      "LIMIT =  12\n",
      "LIMIT =  13\n",
      "shorting: \n",
      "search_options_cache SPX 2930.0 PUT\n",
      "missing data: SPX 2020-05-27 2930.0 PUT\n",
      "search_options_cache SPX 2910.0 PUT\n",
      "missing data: SPX 2020-05-27 2910.0 PUT\n",
      "LIMIT =  14\n",
      "shorting: \n",
      "search_options_cache SPX 2930.0 PUT\n",
      "missing data: SPX 2020-05-27 2930.0 PUT\n",
      "search_options_cache SPX 2910.0 PUT\n",
      "missing data: SPX 2020-05-27 2910.0 PUT\n",
      "LIMIT =  15\n",
      "shorting: \n",
      "found underlying data in cache: HES\n",
      "search_options_cache HES 46.0 PUT\n",
      "search_options_cache HES 41.0 PUT\n",
      "LIMIT =  16\n",
      "shorting: \n",
      "found underlying data in cache: MAR\n",
      "search_options_cache MAR 94.0 PUT\n",
      "search_options_cache MAR 90.0 PUT\n",
      "LIMIT =  17\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 140.0 PUT\n",
      "search_options_cache BA 135.0 PUT\n",
      "LIMIT =  18\n",
      "LIMIT =  19\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 40.0 CALL\n",
      "search_options_cache DKNG 45.0 CALL\n",
      "LIMIT =  20\n",
      "shorting: \n",
      "found underlying data in cache: COST\n",
      "search_options_cache COST 315.0 CALL\n",
      "search_options_cache COST 320.0 CALL\n",
      "LIMIT =  21\n",
      "LIMIT =  22\n",
      "LIMIT =  23\n",
      "LIMIT =  24\n",
      "shorting: \n",
      "found underlying data in cache: SBUX\n",
      "search_options_cache SBUX 80.0 CALL\n",
      "search_options_cache SBUX 82.0 CALL\n",
      "LIMIT =  25\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 42.0 CALL\n",
      "search_options_cache DKNG 50.0 CALL\n",
      "LIMIT =  26\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 299.0 PUT\n",
      "search_options_cache SPY 289.0 PUT\n",
      "LIMIT =  27\n",
      "LIMIT =  28\n",
      "shorting: \n",
      "found underlying data in cache: EA\n",
      "search_options_cache EA 118.0 PUT\n",
      "search_options_cache EA 114.0 PUT\n",
      "LIMIT =  29\n",
      "shorting: \n",
      "found underlying data in cache: NFLX\n",
      "search_options_cache NFLX 400.0 PUT\n",
      "search_options_cache NFLX 390.0 PUT\n",
      "LIMIT =  30\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 49.0 PUT\n",
      "search_options_cache RCL 47.0 PUT\n",
      "LIMIT =  31\n",
      "shorting: \n",
      "found underlying data in cache: TSLA\n",
      "search_options_cache TSLA 820.0 PUT\n",
      "search_options_cache TSLA 810.0 PUT\n",
      "LIMIT =  32\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 48.0 CALL\n",
      "search_options_cache DKNG 537.0 CALL\n",
      "missing data: DKNG 2020-06-05 537.0 CALL\n",
      "LIMIT =  33\n",
      "LIMIT =  34\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 150.0 CALL\n",
      "search_options_cache BYND 160.0 CALL\n",
      "LIMIT =  35\n",
      "shorting: \n",
      "found underlying data in cache: SMH\n",
      "search_options_cache SMH 137.0 PUT\n",
      "search_options_cache SMH 133.0 PUT\n",
      "LIMIT =  36\n",
      "LIMIT =  37\n",
      "LIMIT =  38\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 45.0 CALL\n",
      "search_options_cache DKNG 50.0 CALL\n",
      "LIMIT =  39\n",
      "LIMIT =  40\n",
      "LIMIT =  41\n",
      "LIMIT =  42\n",
      "LIMIT =  43\n",
      "LIMIT =  44\n",
      "LIMIT =  45\n",
      "LIMIT =  46\n",
      "shorting: \n",
      "found underlying data in cache: ZM\n",
      "search_options_cache ZM 225.0 CALL\n",
      "search_options_cache ZM 235.0 CALL\n",
      "LIMIT =  47\n",
      "shorting: \n",
      "found underlying data in cache: DAL\n",
      "search_options_cache DAL 25.0 PUT\n",
      "search_options_cache DAL 23.0 PUT\n",
      "LIMIT =  48\n",
      "LIMIT =  49\n",
      "LIMIT =  50\n",
      "shorting: \n",
      "found underlying data in cache: WYNN\n",
      "search_options_cache WYNN 80.0 PUT\n",
      "search_options_cache WYNN 75.0 PUT\n",
      "LIMIT =  51\n",
      "shorting: \n",
      "found underlying data in cache: LYFT\n",
      "search_options_cache LYFT 31.5 PUT\n",
      "search_options_cache LYFT 28.5 PUT\n",
      "LIMIT =  52\n",
      "LIMIT =  53\n",
      "LIMIT =  54\n",
      "LIMIT =  55\n",
      "shorting: \n",
      "found underlying data in cache: UAL\n",
      "search_options_cache UAL 29.0 PUT\n",
      "search_options_cache UAL 26.0 PUT\n",
      "LIMIT =  56\n",
      "LIMIT =  57\n",
      "LIMIT =  58\n",
      "LIMIT =  59\n",
      "LIMIT =  60\n",
      "LIMIT =  61\n",
      "LIMIT =  62\n",
      "shorting: \n",
      "found underlying data in cache: MU\n",
      "search_options_cache MU 48.0 PUT\n",
      "search_options_cache MU 44.0 PUT\n",
      "LIMIT =  63\n",
      "LIMIT =  64\n",
      "LIMIT =  65\n",
      "LIMIT =  66\n",
      "LIMIT =  67\n",
      "LIMIT =  68\n",
      "shorting: \n",
      "found underlying data in cache: ZM\n",
      "search_options_cache ZM 225.0 CALL\n",
      "search_options_cache ZM 235.0 CALL\n",
      "LIMIT =  69\n",
      "LIMIT =  70\n",
      "LIMIT =  71\n",
      "LIMIT =  72\n",
      "shorting: \n",
      "found underlying data in cache: RAD\n",
      "search_options_cache RAD 13.0 PUT\n",
      "search_options_cache RAD 11.0 PUT\n",
      "LIMIT =  73\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 195.0 CALL\n",
      "search_options_cache BA 205.0 CALL\n",
      "LIMIT =  74\n",
      "shorting: \n",
      "found underlying data in cache: WMT\n",
      "search_options_cache WMT 125.0 CALL\n",
      "search_options_cache WMT 129.0 CALL\n",
      "LIMIT =  75\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 313.0 CALL\n",
      "search_options_cache SPY 316.0 CALL\n",
      "LIMIT =  76\n",
      "shorting: \n",
      "found underlying data in cache: AMD\n",
      "search_options_cache AMD 55.0 CALL\n",
      "search_options_cache AMD 60.0 CALL\n",
      "LIMIT =  77\n",
      "LIMIT =  78\n",
      "LIMIT =  79\n",
      "LIMIT =  80\n",
      "LIMIT =  81\n",
      "LIMIT =  82\n",
      "LIMIT =  83\n",
      "shorting: \n",
      "found underlying data in cache: GRUB\n",
      "search_options_cache GRUB 55.0 PUT\n",
      "search_options_cache GRUB 52.5 PUT\n",
      "LIMIT =  84\n",
      "LIMIT =  85\n",
      "LIMIT =  86\n",
      "shorting: \n",
      "found underlying data in cache: RAD\n",
      "search_options_cache RAD 13.0 PUT\n",
      "search_options_cache RAD 11.0 PUT\n",
      "LIMIT =  87\n",
      "LIMIT =  88\n",
      "LIMIT =  89\n",
      "LIMIT =  90\n",
      "LIMIT =  91\n",
      "LIMIT =  92\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 322.0 CALL\n",
      "search_options_cache SPY 326.0 CALL\n",
      "LIMIT =  93\n",
      "LIMIT =  94\n",
      "LIMIT =  95\n",
      "LIMIT =  96\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 2430.0 PUT\n",
      "search_options_cache AMZN 2420.0 PUT\n",
      "LIMIT =  97\n",
      "shorting: \n",
      "found underlying data in cache: AAPL\n",
      "search_options_cache AAPL 322.5 PUT\n",
      "search_options_cache AAPL 317.5 PUT\n",
      "LIMIT =  98\n",
      "LIMIT =  99\n",
      "LIMIT =  100\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1400.0 PUT\n",
      "search_options_cache GOOGL 1390.0 PUT\n",
      "LIMIT =  101\n",
      "LIMIT =  102\n",
      "LIMIT =  103\n",
      "LIMIT =  104\n",
      "LIMIT =  105\n",
      "shorting: \n",
      "found underlying data in cache: NVDA\n",
      "search_options_cache NVDA 345.0 PUT\n",
      "search_options_cache NVDA 335.0 PUT\n",
      "LIMIT =  106\n",
      "LIMIT =  107\n",
      "LIMIT =  108\n",
      "LIMIT =  109\n",
      "LIMIT =  110\n",
      "LIMIT =  111\n",
      "LIMIT =  112\n",
      "LIMIT =  113\n",
      "LIMIT =  114\n",
      "LIMIT =  115\n",
      "LIMIT =  116\n",
      "shorting: \n",
      "found underlying data in cache: W\n",
      "search_options_cache W 170.0 PUT\n",
      "search_options_cache W 165.0 PUT\n",
      "LIMIT =  117\n",
      "LIMIT =  118\n",
      "LIMIT =  119\n",
      "LIMIT =  120\n",
      "LIMIT =  121\n",
      "shorting: \n",
      "found underlying data in cache: MA\n",
      "search_options_cache MA 320.0 CALL\n",
      "search_options_cache MA 330.0 CALL\n",
      "LIMIT =  122\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 242.5 CALL\n",
      "search_options_cache FB 250.0 CALL\n",
      "LIMIT =  123\n",
      "shorting: \n",
      "found underlying data in cache: MKC\n",
      "search_options_cache MKC 175.0 CALL\n",
      "search_options_cache MKC 180.0 CALL\n",
      "LIMIT =  124\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1460.0 CALL\n",
      "search_options_cache GOOGL 1470.0 CALL\n",
      "LIMIT =  125\n",
      "LIMIT =  126\n",
      "shorting: \n",
      "found underlying data in cache: HD\n",
      "search_options_cache HD 255.0 CALL\n",
      "search_options_cache HD 265.0 CALL\n",
      "LIMIT =  127\n",
      "shorting: \n",
      "found underlying data in cache: V\n",
      "search_options_cache V 200.0 CALL\n",
      "search_options_cache V 210.0 CALL\n",
      "LIMIT =  128\n",
      "LIMIT =  129\n",
      "LIMIT =  130\n",
      "LIMIT =  131\n",
      "LIMIT =  132\n",
      "LIMIT =  133\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 312.0 CALL\n",
      "search_options_cache SPY 317.0 CALL\n",
      "LIMIT =  134\n",
      "LIMIT =  135\n",
      "shorting: \n",
      "found underlying data in cache: COST\n",
      "search_options_cache COST 312.5 CALL\n",
      "search_options_cache COST 317.5 CALL\n",
      "LIMIT =  136\n",
      "LIMIT =  137\n",
      "shorting: \n",
      "found underlying data in cache: LULU\n",
      "search_options_cache LULU 325.0 CALL\n",
      "search_options_cache LULU 335.0 CALL\n",
      "LIMIT =  138\n",
      "LIMIT =  139\n",
      "shorting: \n",
      "found underlying data in cache: BILL\n",
      "search_options_cache BILL 65.0 PUT\n",
      "search_options_cache BILL 60.0 PUT\n",
      "LIMIT =  140\n",
      "LIMIT =  141\n",
      "LIMIT =  142\n",
      "LIMIT =  143\n",
      "LIMIT =  144\n",
      "LIMIT =  145\n",
      "LIMIT =  146\n",
      "LIMIT =  147\n",
      "LIMIT =  148\n",
      "LIMIT =  149\n",
      "LIMIT =  150\n",
      "LIMIT =  151\n",
      "shorting: \n",
      "found underlying data in cache: QQQ\n",
      "search_options_cache QQQ 241.0 CALL\n",
      "search_options_cache QQQ 246.0 CALL\n",
      "LIMIT =  152\n",
      "shorting: \n",
      "found underlying data in cache: MRNA\n",
      "search_options_cache MRNA 59.0 PUT\n",
      "search_options_cache MRNA 54.0 PUT\n",
      "LIMIT =  153\n",
      "shorting: \n",
      "found underlying data in cache: DXCM\n",
      "search_options_cache DXCM 360.0 PUT\n",
      "search_options_cache DXCM 350.0 PUT\n",
      "LIMIT =  154\n",
      "LIMIT =  155\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 298.0 PUT\n",
      "search_options_cache SPY 293.0 PUT\n",
      "LIMIT =  156\n",
      "shorting: \n",
      "found underlying data in cache: DDOG\n",
      "search_options_cache DDOG 75.0 PUT\n",
      "search_options_cache DDOG 70.0 PUT\n",
      "LIMIT =  157\n",
      "shorting: \n",
      "found underlying data in cache: COUP\n",
      "search_options_cache COUP 220.0 PUT\n",
      "search_options_cache COUP 215.0 PUT\n",
      "LIMIT =  158\n",
      "shorting: \n",
      "found underlying data in cache: NVDA\n",
      "search_options_cache NVDA 345.0 PUT\n",
      "search_options_cache NVDA 340.0 PUT\n",
      "LIMIT =  159\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 140.0 PUT\n",
      "search_options_cache BYND 135.0 PUT\n",
      "LIMIT =  160\n",
      "LIMIT =  161\n",
      "LIMIT =  162\n",
      "LIMIT =  163\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 140.0 PUT\n",
      "search_options_cache BYND 135.0 PUT\n",
      "LIMIT =  164\n",
      "LIMIT =  165\n",
      "shorting: \n",
      "found underlying data in cache: ROKU\n",
      "search_options_cache ROKU 108.0 PUT\n",
      "search_options_cache ROKU 102.0 PUT\n",
      "LIMIT =  166\n",
      "LIMIT =  167\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 150.0 PUT\n",
      "search_options_cache BYND 145.0 PUT\n",
      "LIMIT =  168\n",
      "LIMIT =  169\n",
      "LIMIT =  170\n",
      "LIMIT =  171\n",
      "LIMIT =  172\n",
      "shorting: \n",
      "found underlying data in cache: ZS\n",
      "search_options_cache ZS 105.0 PUT\n",
      "search_options_cache ZS 100.0 PUT\n",
      "LIMIT =  173\n",
      "shorting: \n",
      "found underlying data in cache: CRM\n",
      "search_options_cache CRM 180.0 PUT\n",
      "search_options_cache CRM 175.0 PUT\n",
      "LIMIT =  174\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 38.0 PUT\n",
      "search_options_cache DKNG 34.0 PUT\n",
      "LIMIT =  175\n",
      "shorting: \n",
      "found underlying data in cache: KR\n",
      "search_options_cache KR 33.5 CALL\n",
      "search_options_cache KR 35.5 CALL\n",
      "LIMIT =  176\n",
      "shorting: \n",
      "found underlying data in cache: NCLH\n",
      "search_options_cache NCLH 17.5 PUT\n",
      "search_options_cache NCLH 13.5 PUT\n",
      "LIMIT =  177\n",
      "shorting: \n",
      "found underlying data in cache: XOP\n",
      "search_options_cache XOP 54.0 PUT\n",
      "search_options_cache XOP 49.0 PUT\n",
      "LIMIT =  178\n",
      "LIMIT =  179\n",
      "LIMIT =  180\n",
      "LIMIT =  181\n",
      "LIMIT =  182\n",
      "LIMIT =  183\n",
      "shorting: \n",
      "found underlying data in cache: NVDA\n",
      "search_options_cache NVDA 347.5 PUT\n",
      "search_options_cache NVDA 337.5 PUT\n",
      "LIMIT =  184\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 187.5 PUT\n",
      "search_options_cache BA 180.0 PUT\n",
      "LIMIT =  185\n",
      "LIMIT =  186\n",
      "LIMIT =  187\n",
      "shorting: \n",
      "found underlying data in cache: VXX\n",
      "search_options_cache VXX 35.0 PUT\n",
      "search_options_cache VXX 33.0 PUT\n",
      "LIMIT =  188\n",
      "LIMIT =  189\n",
      "LIMIT =  190\n",
      "LIMIT =  191\n",
      "LIMIT =  192\n",
      "shorting: \n",
      "found underlying data in cache: TEAM\n",
      "search_options_cache TEAM 172.5 PUT\n",
      "search_options_cache TEAM 165.0 PUT\n",
      "LIMIT =  193\n",
      "LIMIT =  194\n",
      "LIMIT =  195\n",
      "LIMIT =  196\n",
      "shorting: \n",
      "found underlying data in cache: SPCE\n",
      "search_options_cache SPCE 15.0 PUT\n",
      "search_options_cache SPCE 12.0 PUT\n",
      "LIMIT =  197\n",
      "shorting: \n",
      "found underlying data in cache: SPCE\n",
      "search_options_cache SPCE 15.0 PUT\n",
      "search_options_cache SPCE 12.0 PUT\n",
      "LIMIT =  198\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 232.5 PUT\n",
      "search_options_cache FB 222.5 PUT\n",
      "LIMIT =  199\n",
      "shorting: \n",
      "found underlying data in cache: ACB\n",
      "search_options_cache ACB 13.0 PUT\n",
      "search_options_cache ACB 10.0 PUT\n",
      "LIMIT =  200\n",
      "LIMIT =  201\n",
      "LIMIT =  202\n",
      "LIMIT =  203\n",
      "LIMIT =  204\n",
      "LIMIT =  205\n",
      "LIMIT =  206\n",
      "LIMIT =  207\n",
      "shorting: \n",
      "found underlying data in cache: APT\n",
      "search_options_cache APT 15.0 PUT\n",
      "search_options_cache APT 13.0 PUT\n",
      "LIMIT =  208\n",
      "LIMIT =  209\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 167.5 CALL\n",
      "search_options_cache BYND 177.5 CALL\n",
      "LIMIT =  210\n",
      "LIMIT =  211\n",
      "shorting: \n",
      "found underlying data in cache: FSLY\n",
      "search_options_cache FSLY 85.0 CALL\n",
      "missing data: FSLY 2020-06-26 85.0 CALL\n",
      "search_options_cache FSLY 95.0 CALL\n",
      "missing data: FSLY 2020-06-26 95.0 CALL\n",
      "LIMIT =  212\n",
      "shorting: \n",
      "found underlying data in cache: MCD\n",
      "search_options_cache MCD 192.5 CALL\n",
      "search_options_cache MCD 197.5 CALL\n",
      "LIMIT =  213\n",
      "shorting: \n",
      "found underlying data in cache: CVS\n",
      "search_options_cache CVS 66.0 CALL\n",
      "search_options_cache CVS 68.0 CALL\n",
      "LIMIT =  214\n",
      "LIMIT =  215\n",
      "LIMIT =  216\n",
      "LIMIT =  217\n",
      "LIMIT =  218\n",
      "LIMIT =  219\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 2800.0 CALL\n",
      "search_options_cache AMZN 2810.0 CALL\n",
      "LIMIT =  220\n",
      "LIMIT =  221\n",
      "LIMIT =  222\n",
      "shorting: \n",
      "found underlying data in cache: RAD\n",
      "search_options_cache RAD 14.0 PUT\n",
      "search_options_cache RAD 11.5 PUT\n",
      "LIMIT =  223\n",
      "LIMIT =  224\n",
      "LIMIT =  225\n",
      "LIMIT =  226\n",
      "LIMIT =  227\n",
      "shorting: \n",
      "found underlying data in cache: MS\n",
      "search_options_cache MS 46.0 PUT\n",
      "missing data: MS 2020-07-03 46.0 PUT\n",
      "search_options_cache MS 43.0 PUT\n",
      "missing data: MS 2020-07-03 43.0 PUT\n",
      "LIMIT =  228\n",
      "LIMIT =  229\n",
      "LIMIT =  230\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1480.0 CALL\n",
      "search_options_cache GOOGL 1490.0 CALL\n",
      "LIMIT =  231\n",
      "shorting: \n",
      "found underlying data in cache: NKE\n",
      "search_options_cache NKE 102.0 CALL\n",
      "search_options_cache NKE 105.0 CALL\n",
      "LIMIT =  232\n",
      "LIMIT =  233\n",
      "LIMIT =  234\n",
      "shorting: \n",
      "found underlying data in cache: SQ\n",
      "search_options_cache SQ 108.0 CALL\n",
      "search_options_cache SQ 115.0 CALL\n",
      "LIMIT =  235\n",
      "LIMIT =  236\n",
      "LIMIT =  237\n",
      "shorting: \n",
      "found underlying data in cache: LULU\n",
      "search_options_cache LULU 305.0 CALL\n",
      "search_options_cache LULU 315.0 CALL\n",
      "LIMIT =  238\n",
      "LIMIT =  239\n",
      "LIMIT =  240\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 170.0 PUT\n",
      "search_options_cache BA 160.0 PUT\n",
      "LIMIT =  241\n",
      "LIMIT =  242\n",
      "LIMIT =  243\n",
      "LIMIT =  244\n",
      "shorting: \n",
      "found underlying data in cache: RAD\n",
      "search_options_cache RAD 15.0 PUT\n",
      "search_options_cache RAD 12.5 PUT\n",
      "LIMIT =  245\n",
      "LIMIT =  246\n",
      "LIMIT =  247\n",
      "LIMIT =  248\n",
      "LIMIT =  249\n",
      "shorting: \n",
      "found underlying data in cache: UAL\n",
      "search_options_cache UAL 33.0 PUT\n",
      "search_options_cache UAL 28.0 PUT\n",
      "LIMIT =  250\n",
      "LIMIT =  251\n",
      "LIMIT =  252\n",
      "LIMIT =  253\n",
      "LIMIT =  254\n",
      "LIMIT =  255\n",
      "LIMIT =  256\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 316.0 CALL\n",
      "search_options_cache SPY 321.0 CALL\n",
      "LIMIT =  257\n",
      "shorting: \n",
      "found underlying data in cache: TSLA\n",
      "search_options_cache TSLA 1240.0 CALL\n",
      "search_options_cache TSLA 1280.0 CALL\n",
      "LIMIT =  258\n",
      "LIMIT =  259\n",
      "LIMIT =  260\n",
      "LIMIT =  261\n",
      "LIMIT =  262\n",
      "LIMIT =  263\n",
      "LIMIT =  264\n",
      "shorting: \n",
      "found underlying data in cache: NVDA\n",
      "search_options_cache NVDA 375.0 PUT\n",
      "search_options_cache NVDA 365.0 PUT\n",
      "LIMIT =  265\n",
      "shorting: \n",
      "found underlying data in cache: LLY\n",
      "search_options_cache LLY 162.5 PUT\n",
      "search_options_cache LLY 157.5 PUT\n",
      "-------------------------------- Error in lengths:  [1729, 1728]\n",
      "LIMIT =  266\n",
      "shorting: \n",
      "found underlying data in cache: BURL\n",
      "search_options_cache BURL 200.0 CALL\n",
      "search_options_cache BURL 207.5 CALL\n",
      "LIMIT =  267\n",
      "LIMIT =  268\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 35.5 CALL\n",
      "search_options_cache DKNG 38.5 CALL\n",
      "LIMIT =  269\n",
      "LIMIT =  270\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 235.0 PUT\n",
      "search_options_cache FB 230.0 PUT\n",
      "LIMIT =  271\n",
      "LIMIT =  272\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 318.0 CALL\n",
      "search_options_cache SPY 321.0 CALL\n",
      "LIMIT =  273\n",
      "LIMIT =  274\n",
      "LIMIT =  275\n",
      "LIMIT =  276\n",
      "shorting: \n",
      "found underlying data in cache: XLE\n",
      "search_options_cache XLE 38.0 CALL\n",
      "search_options_cache XLE 40.0 CALL\n",
      "LIMIT =  277\n",
      "LIMIT =  278\n",
      "LIMIT =  279\n",
      "LIMIT =  280\n",
      "LIMIT =  281\n",
      "LIMIT =  282\n",
      "shorting: \n",
      "found underlying data in cache: LULU\n",
      "search_options_cache LULU 302.5 PUT\n",
      "search_options_cache LULU 297.5 PUT\n",
      "-------------------------------- Error in lengths:  [785, 782]\n",
      "LIMIT =  283\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 46.5 PUT\n",
      "search_options_cache RCL 35.0 PUT\n",
      "LIMIT =  284\n",
      "shorting: \n",
      "found underlying data in cache: ROKU\n",
      "search_options_cache ROKU 128.0 PUT\n",
      "search_options_cache ROKU 118.0 PUT\n",
      "LIMIT =  285\n",
      "LIMIT =  286\n",
      "LIMIT =  287\n",
      "LIMIT =  288\n",
      "LIMIT =  289\n",
      "shorting: \n",
      "found underlying data in cache: LULU\n",
      "search_options_cache LULU 302.5 PUT\n",
      "search_options_cache LULU 297.5 PUT\n",
      "-------------------------------- Error in lengths:  [420, 417]\n",
      "LIMIT =  290\n",
      "shorting: \n",
      "found underlying data in cache: CIEN\n",
      "search_options_cache CIEN 55.0 PUT\n",
      "search_options_cache CIEN 50.0 PUT\n",
      "LIMIT =  291\n",
      "shorting: \n",
      "found underlying data in cache: DIS\n",
      "search_options_cache DIS 112.0 PUT\n",
      "search_options_cache DIS 107.0 PUT\n",
      "LIMIT =  292\n",
      "LIMIT =  293\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 245.0 CALL\n",
      "search_options_cache FB 250.0 CALL\n",
      "LIMIT =  294\n",
      "LIMIT =  295\n",
      "shorting: \n",
      "found underlying data in cache: XLF\n",
      "search_options_cache XLF 22.5 PUT\n",
      "search_options_cache XLF 21.5 PUT\n",
      "LIMIT =  296\n",
      "LIMIT =  297\n",
      "LIMIT =  298\n",
      "shorting: \n",
      "found underlying data in cache: IYT\n",
      "search_options_cache IYT 160.0 PUT\n",
      "search_options_cache IYT 152.0 PUT\n",
      "LIMIT =  299\n",
      "LIMIT =  300\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 46.0 PUT\n",
      "search_options_cache RCL 41.0 PUT\n",
      "LIMIT =  301\n",
      "LIMIT =  302\n",
      "shorting: \n",
      "found underlying data in cache: HD\n",
      "search_options_cache HD 245.0 PUT\n",
      "search_options_cache HD 240.0 PUT\n",
      "LIMIT =  303\n",
      "shorting: \n",
      "found underlying data in cache: LOW\n",
      "search_options_cache LOW 134.0 PUT\n",
      "search_options_cache LOW 129.0 PUT\n",
      "LIMIT =  304\n",
      "LIMIT =  305\n",
      "shorting: \n",
      "found underlying data in cache: DDOG\n",
      "search_options_cache DDOG 100.0 CALL\n",
      "search_options_cache DDOG 105.0 CALL\n",
      "LIMIT =  306\n",
      "LIMIT =  307\n",
      "LIMIT =  308\n",
      "shorting: \n",
      "found underlying data in cache: INTC\n",
      "search_options_cache INTC 57.5 PUT\n",
      "search_options_cache INTC 55.5 PUT\n",
      "LIMIT =  309\n",
      "LIMIT =  310\n",
      "LIMIT =  311\n",
      "shorting: \n",
      "found underlying data in cache: NKE\n",
      "search_options_cache NKE 99.0 CALL\n",
      "search_options_cache NKE 104.0 CALL\n",
      "LIMIT =  312\n",
      "shorting: \n",
      "found underlying data in cache: DOCU\n",
      "search_options_cache DOCU 220.0 CALL\n",
      "search_options_cache DOCU 230.0 CALL\n",
      "LIMIT =  313\n",
      "shorting: \n",
      "found underlying data in cache: PTON\n",
      "search_options_cache PTON 70.0 CALL\n",
      "search_options_cache PTON 80.0 CALL\n",
      "LIMIT =  314\n",
      "shorting: \n",
      "found underlying data in cache: VXX\n",
      "search_options_cache VXX 31.0 PUT\n",
      "search_options_cache VXX 27.0 PUT\n",
      "LIMIT =  315\n",
      "LIMIT =  316\n",
      "LIMIT =  317\n",
      "LIMIT =  318\n",
      "LIMIT =  319\n",
      "LIMIT =  320\n",
      "LIMIT =  321\n",
      "LIMIT =  322\n",
      "LIMIT =  323\n",
      "LIMIT =  324\n",
      "LIMIT =  325\n",
      "shorting: \n",
      "found underlying data in cache: XLI\n",
      "search_options_cache XLI 68.0 PUT\n",
      "search_options_cache XLI 65.0 PUT\n",
      "LIMIT =  326\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 138.0 PUT\n",
      "search_options_cache IWM 128.0 PUT\n",
      "LIMIT =  327\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 47.0 PUT\n",
      "search_options_cache RCL 40.0 PUT\n",
      "LIMIT =  328\n",
      "LIMIT =  329\n",
      "LIMIT =  330\n",
      "shorting: \n",
      "found underlying data in cache: TWTR\n",
      "search_options_cache TWTR 36.0 CALL\n",
      "search_options_cache TWTR 38.0 CALL\n",
      "LIMIT =  331\n",
      "LIMIT =  332\n",
      "LIMIT =  333\n",
      "LIMIT =  334\n",
      "shorting: \n",
      "found underlying data in cache: WORK\n",
      "search_options_cache WORK 30.0 PUT\n",
      "search_options_cache WORK 28.0 PUT\n",
      "LIMIT =  335\n",
      "LIMIT =  336\n",
      "LIMIT =  337\n",
      "LIMIT =  338\n",
      "LIMIT =  339\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1470.0 PUT\n",
      "search_options_cache GOOGL 1460.0 PUT\n",
      "-------------------------------- Error in lengths:  [1898, 1901]\n",
      "LIMIT =  340\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1470.0 PUT\n",
      "search_options_cache GOOGL 1460.0 PUT\n",
      "-------------------------------- Error in lengths:  [1894, 1897]\n",
      "LIMIT =  341\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1470.0 PUT\n",
      "search_options_cache GOOGL 1460.0 PUT\n",
      "-------------------------------- Error in lengths:  [1582, 1585]\n",
      "LIMIT =  342\n",
      "LIMIT =  343\n",
      "LIMIT =  344\n",
      "LIMIT =  345\n",
      "shorting: \n",
      "found underlying data in cache: MCD\n",
      "search_options_cache MCD 190.0 PUT\n",
      "search_options_cache MCD 185.0 PUT\n",
      "LIMIT =  346\n",
      "LIMIT =  347\n",
      "shorting: \n",
      "found underlying data in cache: XOP\n",
      "search_options_cache XOP 50.0 PUT\n",
      "search_options_cache XOP 46.0 PUT\n",
      "LIMIT =  348\n",
      "LIMIT =  349\n",
      "LIMIT =  350\n",
      "LIMIT =  351\n",
      "LIMIT =  352\n",
      "shorting: \n",
      "found underlying data in cache: WFC\n",
      "search_options_cache WFC 24.5 PUT\n",
      "search_options_cache WFC 23.5 PUT\n",
      "LIMIT =  353\n",
      "LIMIT =  354\n",
      "LIMIT =  355\n",
      "shorting: \n",
      "found underlying data in cache: PLAY\n",
      "search_options_cache PLAY 12.0 PUT\n",
      "search_options_cache PLAY 10.0 PUT\n",
      "-------------------------------- Error in lengths:  [3060, 3059]\n",
      "LIMIT =  356\n",
      "shorting: \n",
      "found underlying data in cache: CODX\n",
      "search_options_cache CODX 18.0 PUT\n",
      "search_options_cache CODX 15.0 PUT\n",
      "LIMIT =  357\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 3280.0 CALL\n",
      "search_options_cache AMZN 3290.0 CALL\n",
      "LIMIT =  358\n",
      "shorting: \n",
      "found underlying data in cache: PENN\n",
      "search_options_cache PENN 33.0 PUT\n",
      "search_options_cache PENN 29.0 PUT\n",
      "LIMIT =  359\n",
      "LIMIT =  360\n",
      "LIMIT =  361\n",
      "LIMIT =  362\n",
      "LIMIT =  363\n",
      "shorting: \n",
      "found underlying data in cache: MSFT\n",
      "search_options_cache MSFT 215.0 CALL\n",
      "search_options_cache MSFT 220.0 CALL\n",
      "LIMIT =  364\n",
      "shorting: \n",
      "found underlying data in cache: SQ\n",
      "search_options_cache SQ 135.0 CALL\n",
      "search_options_cache SQ 140.0 CALL\n",
      "LIMIT =  365\n",
      "shorting: \n",
      "found underlying data in cache: QQQ\n",
      "search_options_cache QQQ 269.0 CALL\n",
      "search_options_cache QQQ 274.0 CALL\n",
      "LIMIT =  366\n",
      "LIMIT =  367\n",
      "shorting: \n",
      "found underlying data in cache: NFLX\n",
      "search_options_cache NFLX 510.0 CALL\n",
      "search_options_cache NFLX 520.0 CALL\n",
      "LIMIT =  368\n",
      "LIMIT =  369\n",
      "LIMIT =  370\n",
      "LIMIT =  371\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 137.0 CALL\n",
      "search_options_cache BYND 142.0 CALL\n",
      "LIMIT =  372\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 135.0 CALL\n",
      "search_options_cache BYND 140.0 CALL\n",
      "LIMIT =  373\n",
      "LIMIT =  374\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 38.0 CALL\n",
      "search_options_cache DKNG 43.0 CALL\n",
      "LIMIT =  375\n",
      "LIMIT =  376\n",
      "LIMIT =  377\n",
      "LIMIT =  378\n",
      "shorting: \n",
      "found underlying data in cache: DIA\n",
      "search_options_cache DIA 271.0 CALL\n",
      "search_options_cache DIA 276.0 CALL\n",
      "LIMIT =  379\n",
      "shorting: \n",
      "found underlying data in cache: RH\n",
      "search_options_cache RH 270.0 PUT\n",
      "search_options_cache RH 260.0 PUT\n",
      "LIMIT =  380\n",
      "LIMIT =  381\n",
      "LIMIT =  382\n",
      "LIMIT =  383\n",
      "LIMIT =  384\n",
      "shorting: \n",
      "found underlying data in cache: RH\n",
      "search_options_cache RH 295.0 CALL\n",
      "search_options_cache RH 300.0 CALL\n",
      "LIMIT =  385\n",
      "LIMIT =  386\n",
      "LIMIT =  387\n",
      "LIMIT =  388\n",
      "shorting: \n",
      "found underlying data in cache: SBUX\n",
      "search_options_cache SBUX 75.0 PUT\n",
      "search_options_cache SBUX 70.0 PUT\n",
      "LIMIT =  389\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 175.0 CALL\n",
      "search_options_cache BA 182.5 CALL\n",
      "LIMIT =  390\n",
      "LIMIT =  391\n",
      "LIMIT =  392\n",
      "LIMIT =  393\n",
      "shorting: \n",
      "found underlying data in cache: DIA\n",
      "search_options_cache DIA 266.0 CALL\n",
      "search_options_cache DIA 269.0 CALL\n",
      "LIMIT =  394\n",
      "LIMIT =  395\n",
      "LIMIT =  396\n",
      "LIMIT =  397\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 3250.0 CALL\n",
      "search_options_cache AMZN 3270.0 CALL\n",
      "LIMIT =  398\n",
      "LIMIT =  399\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1550.0 CALL\n",
      "search_options_cache GOOGL 1560.0 CALL\n",
      "LIMIT =  400\n",
      "LIMIT =  401\n",
      "LIMIT =  402\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 260.0 CALL\n",
      "search_options_cache FB 265.0 CALL\n",
      "LIMIT =  403\n",
      "shorting: \n",
      "found underlying data in cache: TNA\n",
      "search_options_cache TNA 27.5 PUT\n",
      "search_options_cache TNA 24.0 PUT\n",
      "LIMIT =  404\n",
      "LIMIT =  405\n",
      "shorting: \n",
      "found underlying data in cache: TDOC\n",
      "search_options_cache TDOC 222.5 PUT\n",
      "search_options_cache TDOC 227.5 PUT\n",
      "LIMIT =  406\n",
      "shorting: \n",
      "found underlying data in cache: KMX\n",
      "search_options_cache KMX 96.0 PUT\n",
      "search_options_cache KMX 91.0 PUT\n",
      "-------------------------------- Error in lengths:  [3430, 3429]\n",
      "LIMIT =  407\n",
      "LIMIT =  408\n",
      "LIMIT =  409\n",
      "shorting: \n",
      "found underlying data in cache: NEM\n",
      "search_options_cache NEM 67.0 PUT\n",
      "search_options_cache NEM 62.0 PUT\n",
      "LIMIT =  410\n",
      "shorting: \n",
      "found underlying data in cache: NOC\n",
      "search_options_cache NOC 317.5 PUT\n",
      "missing data: NOC 2020-08-17 317.5 PUT\n",
      "search_options_cache NOC 312.5 PUT\n",
      "missing data: NOC 2020-08-17 312.5 PUT\n",
      "LIMIT =  411\n",
      "LIMIT =  412\n",
      "shorting: \n",
      "found underlying data in cache: XOP\n",
      "search_options_cache XOP 51.0 PUT\n",
      "search_options_cache XOP 47.0 PUT\n",
      "LIMIT =  413\n",
      "LIMIT =  414\n",
      "LIMIT =  415\n",
      "shorting: \n",
      "found underlying data in cache: WYNN\n",
      "search_options_cache WYNN 69.0 PUT\n",
      "search_options_cache WYNN 65.0 PUT\n",
      "LIMIT =  416\n",
      "shorting: \n",
      "found underlying data in cache: LULU\n",
      "search_options_cache LULU 322.5 PUT\n",
      "search_options_cache LULU 312.5 PUT\n",
      "LIMIT =  417\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 247.5 PUT\n",
      "search_options_cache FB 242.5 PUT\n",
      "LIMIT =  418\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 247.5 PUT\n",
      "search_options_cache FB 242.5 PUT\n",
      "LIMIT =  419\n",
      "shorting: \n",
      "found underlying data in cache: LVS\n",
      "search_options_cache LVS 43.0 PUT\n",
      "search_options_cache LVS 41.0 PUT\n",
      "LIMIT =  420\n",
      "LIMIT =  421\n",
      "shorting: \n",
      "found underlying data in cache: GD\n",
      "search_options_cache GD 148.0 PUT\n",
      "search_options_cache GD 143.0 PUT\n",
      "LIMIT =  422\n",
      "LIMIT =  423\n",
      "LIMIT =  424\n",
      "LIMIT =  425\n",
      "LIMIT =  426\n",
      "LIMIT =  427\n",
      "shorting: \n",
      "found underlying data in cache: DRI\n",
      "search_options_cache DRI 75.0 PUT\n",
      "search_options_cache DRI 70.0 PUT\n",
      "LIMIT =  428\n",
      "shorting: \n",
      "found underlying data in cache: UAL\n",
      "search_options_cache UAL 32.0 PUT\n",
      "search_options_cache UAL 29.0 PUT\n",
      "LIMIT =  429\n",
      "LIMIT =  430\n",
      "LIMIT =  431\n",
      "LIMIT =  432\n",
      "LIMIT =  433\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 170.0 PUT\n",
      "search_options_cache BA 162.5 PUT\n",
      "LIMIT =  434\n",
      "shorting: \n",
      "found underlying data in cache: QQQ\n",
      "search_options_cache QQQ 275.0 CALL\n",
      "search_options_cache QQQ 280.0 CALL\n",
      "LIMIT =  435\n",
      "shorting: \n",
      "found underlying data in cache: AZN\n",
      "search_options_cache AZN 55.0 PUT\n",
      "search_options_cache AZN 52.0 PUT\n",
      "LIMIT =  436\n",
      "shorting: \n",
      "found underlying data in cache: LUV\n",
      "search_options_cache LUV 34.0 PUT\n",
      "search_options_cache LUV 30.0 PUT\n",
      "LIMIT =  437\n",
      "shorting: \n",
      "found underlying data in cache: JBLU\n",
      "search_options_cache JBLU 11.0 PUT\n",
      "search_options_cache JBLU 9.0 PUT\n",
      "LIMIT =  438\n",
      "shorting: \n",
      "found underlying data in cache: NKLA\n",
      "search_options_cache NKLA 39.0 PUT\n",
      "search_options_cache NKLA 34.0 PUT\n",
      "LIMIT =  439\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1470.0 PUT\n",
      "search_options_cache GOOGL 1460.0 PUT\n",
      "LIMIT =  440\n",
      "shorting: \n",
      "found underlying data in cache: DELL\n",
      "search_options_cache DELL 62.5 CALL\n",
      "search_options_cache DELL 65.0 CALL\n",
      "LIMIT =  441\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 160.0 CALL\n",
      "search_options_cache IWM 163.0 CALL\n",
      "-------------------------------- Error in lengths:  [2325, 2327]\n",
      "LIMIT =  442\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 38.0 CALL\n",
      "search_options_cache DKNG 41.0 CALL\n",
      "LIMIT =  443\n",
      "shorting: \n",
      "found underlying data in cache: AAPL\n",
      "search_options_cache AAPL 465.0 CALL\n",
      "search_options_cache AAPL 470.0 CALL\n",
      "LIMIT =  444\n",
      "LIMIT =  445\n",
      "shorting: \n",
      "found underlying data in cache: XOP\n",
      "search_options_cache XOP 53.5 PUT\n",
      "search_options_cache XOP 50.5 PUT\n",
      "LIMIT =  446\n",
      "shorting: \n",
      "found underlying data in cache: BLMN\n",
      "search_options_cache BLMN 12.5 PUT\n",
      "search_options_cache BLMN 10.0 PUT\n",
      "-------------------------------- Error in lengths:  [2262, 2261]\n",
      "LIMIT =  447\n",
      "shorting: \n",
      "found underlying data in cache: TWLO\n",
      "search_options_cache TWLO 255.0 CALL\n",
      "search_options_cache TWLO 265.0 CALL\n",
      "LIMIT =  448\n",
      "LIMIT =  449\n",
      "shorting: \n",
      "found underlying data in cache: DOCU\n",
      "search_options_cache DOCU 210.0 CALL\n",
      "search_options_cache DOCU 215.0 CALL\n",
      "LIMIT =  450\n",
      "LIMIT =  451\n",
      "LIMIT =  452\n",
      "LIMIT =  453\n",
      "LIMIT =  454\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 160.0 CALL\n",
      "search_options_cache IWM 163.0 CALL\n",
      "-------------------------------- Error in lengths:  [1549, 1551]\n",
      "LIMIT =  455\n",
      "LIMIT =  456\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 160.0 CALL\n",
      "search_options_cache IWM 163.0 CALL\n",
      "-------------------------------- Error in lengths:  [1273, 1274]\n",
      "LIMIT =  457\n",
      "LIMIT =  458\n",
      "LIMIT =  459\n",
      "LIMIT =  460\n",
      "LIMIT =  461\n",
      "shorting: \n",
      "found underlying data in cache: TGT\n",
      "search_options_cache TGT 155.0 CALL\n",
      "search_options_cache TGT 165.0 CALL\n",
      "LIMIT =  462\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 56.0 PUT\n",
      "search_options_cache RCL 52.0 PUT\n",
      "LIMIT =  463\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 129.0 CALL\n",
      "search_options_cache BYND 134.0 CALL\n",
      "LIMIT =  464\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 257.5 PUT\n",
      "search_options_cache FB 252.5 PUT\n",
      "LIMIT =  465\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 3185.0 PUT\n",
      "search_options_cache AMZN 3175.0 PUT\n",
      "LIMIT =  466\n",
      "LIMIT =  467\n",
      "LIMIT =  468\n",
      "LIMIT =  469\n",
      "shorting: \n",
      "found underlying data in cache: YETI\n",
      "search_options_cache YETI 49.0 PUT\n",
      "search_options_cache YETI 46.0 PUT\n",
      "LIMIT =  470\n",
      "LIMIT =  471\n",
      "LIMIT =  472\n",
      "LIMIT =  473\n",
      "LIMIT =  474\n",
      "LIMIT =  475\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 159.0 CALL\n",
      "search_options_cache IWM 163.0 CALL\n",
      "LIMIT =  476\n",
      "LIMIT =  477\n",
      "LIMIT =  478\n",
      "LIMIT =  479\n",
      "LIMIT =  480\n",
      "LIMIT =  481\n",
      "LIMIT =  482\n",
      "LIMIT =  483\n",
      "LIMIT =  484\n",
      "LIMIT =  485\n",
      "shorting: \n",
      "found underlying data in cache: OSTK\n",
      "search_options_cache OSTK 140.0 CALL\n",
      "search_options_cache OSTK 150.0 CALL\n",
      "LIMIT =  486\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 35.5 PUT\n",
      "search_options_cache DKNG 31.5 PUT\n",
      "LIMIT =  487\n",
      "shorting: \n",
      "found underlying data in cache: MTCH\n",
      "search_options_cache MTCH 116.0 CALL\n",
      "search_options_cache MTCH 121.0 CALL\n",
      "LIMIT =  488\n",
      "shorting: \n",
      "found underlying data in cache: AMZN\n",
      "search_options_cache AMZN 3240.0 PUT\n",
      "search_options_cache AMZN 3230.0 PUT\n",
      "LIMIT =  489\n",
      "shorting: \n",
      "found underlying data in cache: ROKU\n",
      "search_options_cache ROKU 144.0 PUT\n",
      "search_options_cache ROKU 135.0 PUT\n",
      "LIMIT =  490\n",
      "LIMIT =  491\n",
      "shorting: \n",
      "found underlying data in cache: SHOP\n",
      "search_options_cache SHOP 950.0 PUT\n",
      "search_options_cache SHOP 940.0 PUT\n",
      "LIMIT =  492\n",
      "LIMIT =  493\n",
      "LIMIT =  494\n",
      "LIMIT =  495\n",
      "LIMIT =  496\n",
      "shorting: \n",
      "found underlying data in cache: PTON\n",
      "search_options_cache PTON 65.0 PUT\n",
      "search_options_cache PTON 60.0 PUT\n",
      "LIMIT =  497\n",
      "shorting: \n",
      "found underlying data in cache: RCL\n",
      "search_options_cache RCL 61.0 PUT\n",
      "search_options_cache RCL 56.0 PUT\n",
      "LIMIT =  498\n",
      "LIMIT =  499\n",
      "shorting: \n",
      "found underlying data in cache: NKLA\n",
      "search_options_cache NKLA 38.5 PUT\n",
      "search_options_cache NKLA 37.5 PUT\n",
      "LIMIT =  500\n",
      "LIMIT =  501\n",
      "shorting: \n",
      "found underlying data in cache: SWK\n",
      "search_options_cache SWK 157.5 PUT\n",
      "search_options_cache SWK 152.5 PUT\n",
      "-------------------------------- Error in lengths:  [2250, 2252]\n",
      "LIMIT =  502\n",
      "LIMIT =  503\n",
      "LIMIT =  504\n",
      "shorting: \n",
      "found underlying data in cache: YUM\n",
      "search_options_cache YUM 94.5 PUT\n",
      "search_options_cache YUM 92.0 PUT\n",
      "LIMIT =  505\n",
      "shorting: \n",
      "found underlying data in cache: YUM\n",
      "search_options_cache YUM 94.0 PUT\n",
      "search_options_cache YUM 92.0 PUT\n",
      "LIMIT =  506\n",
      "shorting: \n",
      "found underlying data in cache: TSLA\n",
      "search_options_cache TSLA 470.0 CALL\n",
      "missing data: TSLA 2020-09-04 470.0 CALL\n",
      "search_options_cache TSLA 490.0 CALL\n",
      "missing data: TSLA 2020-09-04 490.0 CALL\n",
      "LIMIT =  507\n",
      "shorting: \n",
      "found underlying data in cache: TSLA\n",
      "search_options_cache TSLA 470.0 CALL\n",
      "missing data: TSLA 2020-09-04 470.0 CALL\n",
      "search_options_cache TSLA 490.0 CALL\n",
      "missing data: TSLA 2020-09-04 490.0 CALL\n",
      "LIMIT =  508\n",
      "LIMIT =  509\n",
      "LIMIT =  510\n",
      "LIMIT =  511\n",
      "shorting: \n",
      "found underlying data in cache: WDAY\n",
      "search_options_cache WDAY 250.0 CALL\n",
      "search_options_cache WDAY 260.0 CALL\n",
      "LIMIT =  512\n",
      "LIMIT =  513\n",
      "shorting: \n",
      "found underlying data in cache: ADBE\n",
      "search_options_cache ADBE 500.0 PUT\n",
      "search_options_cache ADBE 490.0 PUT\n",
      "LIMIT =  514\n",
      "shorting: \n",
      "found underlying data in cache: PLAY\n",
      "search_options_cache PLAY 16.5 PUT\n",
      "search_options_cache PLAY 15.5 PUT\n",
      "LIMIT =  515\n",
      "LIMIT =  516\n",
      "LIMIT =  517\n",
      "LIMIT =  518\n",
      "shorting: \n",
      "found underlying data in cache: PTON\n",
      "search_options_cache PTON 100.0 CALL\n",
      "search_options_cache PTON 110.0 CALL\n",
      "missing data: PTON 2020-09-04 110.0 CALL\n",
      "LIMIT =  519\n",
      "LIMIT =  520\n",
      "LIMIT =  521\n",
      "LIMIT =  522\n",
      "LIMIT =  523\n",
      "shorting: \n",
      "found underlying data in cache: IWM\n",
      "search_options_cache IWM 154.5 PUT\n",
      "search_options_cache IWM 149.5 PUT\n",
      "LIMIT =  524\n",
      "LIMIT =  525\n",
      "shorting: \n",
      "found underlying data in cache: ANET\n",
      "search_options_cache ANET 220.0 PUT\n",
      "search_options_cache ANET 215.0 PUT\n",
      "-------------------------------- Error in lengths:  [2377, 2376]\n",
      "LIMIT =  526\n",
      "LIMIT =  527\n",
      "LIMIT =  528\n",
      "LIMIT =  529\n",
      "shorting: \n",
      "found underlying data in cache: ANET\n",
      "search_options_cache ANET 220.0 PUT\n",
      "search_options_cache ANET 215.0 PUT\n",
      "LIMIT =  530\n",
      "shorting: \n",
      "found underlying data in cache: QQQ\n",
      "search_options_cache QQQ 304.0 CALL\n",
      "search_options_cache QQQ 314.0 CALL\n",
      "LIMIT =  531\n",
      "shorting: \n",
      "found underlying data in cache: BYND\n",
      "search_options_cache BYND 125.0 PUT\n",
      "search_options_cache BYND 120.0 PUT\n",
      "LIMIT =  532\n",
      "shorting: \n",
      "found underlying data in cache: BA\n",
      "search_options_cache BA 165.0 PUT\n",
      "search_options_cache BA 160.0 PUT\n",
      "LIMIT =  533\n",
      "LIMIT =  534\n",
      "LIMIT =  535\n",
      "LIMIT =  536\n",
      "LIMIT =  537\n",
      "LIMIT =  538\n",
      "LIMIT =  539\n",
      "shorting: \n",
      "found underlying data in cache: NKLA\n",
      "search_options_cache NKLA 35.0 PUT\n",
      "search_options_cache NKLA 30.0 PUT\n",
      "LIMIT =  540\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 332.0 PUT\n",
      "search_options_cache SPY 322.0 PUT\n",
      "LIMIT =  541\n",
      "shorting: \n",
      "found underlying data in cache: DAL\n",
      "search_options_cache DAL 31.0 PUT\n",
      "search_options_cache DAL 28.0 PUT\n",
      "LIMIT =  542\n",
      "LIMIT =  543\n",
      "shorting: \n",
      "found underlying data in cache: UBER\n",
      "search_options_cache UBER 32.0 PUT\n",
      "search_options_cache UBER 29.0 PUT\n",
      "LIMIT =  544\n",
      "shorting: \n",
      "found underlying data in cache: USO\n",
      "search_options_cache USO 26.0 PUT\n",
      "search_options_cache USO 21.0 PUT\n",
      "LIMIT =  545\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 35.5 PUT\n",
      "search_options_cache DKNG 30.0 PUT\n",
      "LIMIT =  546\n",
      "shorting: \n",
      "found underlying data in cache: OSTK\n",
      "search_options_cache OSTK 60.0 PUT\n",
      "search_options_cache OSTK 50.0 PUT\n",
      "LIMIT =  547\n",
      "shorting: \n",
      "found underlying data in cache: SPY\n",
      "search_options_cache SPY 334.0 PUT\n",
      "search_options_cache SPY 326.0 PUT\n",
      "LIMIT =  548\n",
      "shorting: \n",
      "found underlying data in cache: CAT\n",
      "search_options_cache CAT 145.0 PUT\n",
      "search_options_cache CAT 135.0 PUT\n",
      "LIMIT =  549\n",
      "shorting: \n",
      "found underlying data in cache: MSFT\n",
      "search_options_cache MSFT 200.0 PUT\n",
      "search_options_cache MSFT 190.0 PUT\n",
      "LIMIT =  550\n",
      "shorting: \n",
      "found underlying data in cache: OSTK\n",
      "search_options_cache OSTK 60.0 PUT\n",
      "search_options_cache OSTK 50.0 PUT\n",
      "LIMIT =  551\n",
      "shorting: \n",
      "found underlying data in cache: DKNG\n",
      "search_options_cache DKNG 35.0 PUT\n",
      "search_options_cache DKNG 30.0 PUT\n",
      "LIMIT =  552\n",
      "shorting: \n",
      "found underlying data in cache: QQQ\n",
      "search_options_cache QQQ 269.0 PUT\n",
      "search_options_cache QQQ 259.0 PUT\n",
      "LIMIT =  553\n",
      "LIMIT =  554\n",
      "LIMIT =  555\n",
      "shorting: \n",
      "found underlying data in cache: FB\n",
      "search_options_cache FB 267.5 PUT\n",
      "search_options_cache FB 257.5 PUT\n",
      "LIMIT =  556\n",
      "LIMIT =  557\n",
      "shorting: \n",
      "found underlying data in cache: GLD\n",
      "search_options_cache GLD 179.0 PUT\n",
      "search_options_cache GLD 174.0 PUT\n",
      "LIMIT =  558\n",
      "shorting: \n",
      "found underlying data in cache: WDAY\n",
      "search_options_cache WDAY 205.0 PUT\n",
      "search_options_cache WDAY 200.0 PUT\n",
      "LIMIT =  559\n",
      "shorting: \n",
      "found underlying data in cache: GOOGL\n",
      "search_options_cache GOOGL 1495.0 PUT\n",
      "search_options_cache GOOGL 1485.0 PUT\n",
      "LIMIT =  560\n",
      "LIMIT =  561\n",
      "shorting: \n",
      "found underlying data in cache: OSTK\n",
      "search_options_cache OSTK 60.0 PUT\n",
      "search_options_cache OSTK 50.0 PUT\n",
      "LIMIT =  562\n",
      "shorting: \n",
      "found underlying data in cache: OSTK\n",
      "search_options_cache OSTK 60.0 PUT\n",
      "search_options_cache OSTK 50.0 PUT\n",
      "LIMIT =  563\n",
      "LIMIT =  564\n",
      "LIMIT =  565\n",
      "LIMIT =  566\n",
      "LIMIT =  567\n",
      "LIMIT =  568\n",
      "LIMIT =  569\n",
      "LIMIT =  570\n",
      "LIMIT =  571\n",
      "LIMIT =  572\n",
      "LIMIT =  573\n",
      "LIMIT =  574\n",
      "\n",
      "finished\n",
      "option_bars: 865056\n",
      "underlying_bars: 417290\n"
     ]
    }
   ],
   "source": [
    "import time\n",
    "\n",
    "\n",
    "\n",
    "limit_hi = limit_lo + limit_len\n",
    "\n",
    "option_bars = pd.DataFrame()\n",
    "underlying_bars = pd.DataFrame()\n",
    "\n",
    "for i,event in enumerate(actions):\n",
    "    print('LIMIT = ',i)\n",
    "    if i >= limit_hi:\n",
    "        break\n",
    "    te = Tick_event(event)\n",
    "    if i >= limit_lo:\n",
    "        #time.sleep(.5)\n",
    "        \n",
    "        u,o = te.get_history_data()\n",
    "    \n",
    "        #print(\"concatting\",len(u),len(underlying_bars))\n",
    "        underlying_bars = concat_dfs(u,underlying_bars)\n",
    "\n",
    "        #print('history len:',len(underlying_bars))\n",
    "\n",
    "            \n",
    "        #if dup_check_underlying(underlying_bars):\n",
    "        #    print('dupes in underlying_bars')\n",
    "        #    break\n",
    "        #print(\"concat option bars types\",type(o),type(option_bars))\n",
    "        option_bars = concat_dfs(o,option_bars)\n",
    "        #if len(option_bars):\n",
    "        #    print(\"found_option_bars\")\n",
    "        #    break\n",
    "        \n",
    "print(\"\")\n",
    "print(\"finished\")\n",
    "print(\"option_bars:\",len(option_bars))\n",
    "print(\"underlying_bars:\",len(underlying_bars))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"limit_lo =\",limit_lo)\n",
    "print(\"limit_len=\",limit_len)\n",
    "\n",
    "print(\"underlying_bars = \",mt_df_to_dict(underlying_bars))\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"limit_lo =\",limit_lo)\n",
    "print(\"limit_len=\",limit_len)\n",
    "\n",
    "print(\"option_bars = \",mt_df_to_dict(option_bars.head(10)))\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "option_bars.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(len(option_bars))\n",
    "print(len(underlying_bars))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(len(opts1))\n",
    "print(len(opts2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "underlying_bars"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "ts = pd.Timestamp('2014-01-23 00:00:00',tz=None)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "type(ts)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "ts.to_pydatetime()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "option_bars.sort_values(by=['symbol','type','strike','expiry','time'],inplace=True)\n",
    "underlying_bars.sort_values(by=['symbol','time'],inplace=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(len(options_cache))\n",
    "print(len(underlying_cache))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "print(len(option_bars))\n",
    "print(len(underlying_bars))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "options_cache.head(1000)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "new_dict = mt_df_to_dict(underlying_bars)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "new_df = mt_dict_to_df(new_dict)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "len(new_df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "for (x1,row1),(x2,row2) in zip(underlying_cache.iterrows(),underlying_bars.iterrows()):\n",
    "    \n",
    "    if not row1.equals(row2):\n",
    "        print(x1,row1,type(row1))\n",
    "        print(x2,row2)\n",
    "        break\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "options_cache['expiry'] = options_cache['expiry'].apply(lambda x: str(x))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "url = \"/home/cc/Dropbox/options_cache_all.json\"\n",
    "with open(url,'w') as outfile:\n",
    "    json.dump(mt_df_to_dict(options_cache),outfile)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "\n",
    "options_cache.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "mt_df_to_dict(options_cache.head(3))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1\n"
     ]
    }
   ],
   "source": [
    "class A():\n",
    "    def __init__(self,val):\n",
    "        self.val = val\n",
    "a = A(1)\n",
    "all_list = []\n",
    "all_list.append(a)\n",
    "a = A(2)\n",
    "for a in all_list:\n",
    "    print(a.val)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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