Python JSON KeyError for non missing key

Question

For some unknown reason, when I run the below script, the following error is returned along with the desired output. For some reason, this was working without any errors last night. The API output does change every minute but I wouldn't expect a KeyError to be returned. I can't simply pinpoint where this error is coming from:

[u'@AAPL  151204C00128000'] <----- What I want to see printed

Traceback (most recent call last):

File "Options_testing.py", line 60, in <module>
 main()
 File "Options_testing.py", line 56, in main
  if quotes[x]['greeks']['impvol'] > 0: #change this for different greek vals

KeyError: 'impvol'

Here is a little snippet of data:

{"results":{"optionchain":{"expire":"all","excode":"oprac","equityinfo":{"longname":"Apple Inc","shortname":"AAPL"},"money":"at","callput":"all","key":{"symbol":["AAPL"],"exLgName":"Nasdaq Global Select","exShName":"NGS","exchange":"NGS"},"symbolstring":"AAPL"},"quote":[{"delaymin":15,"contract":{"strike":108,"openinterest":3516,"contracthigh":6.16,"contractlow":0.02,"callput":"Put","type":"WEEK","expirydate":"2015-11-13"},"root":{"equityinfo":{"longname":"Apple Inc","shortname":"AAPL"},"key":{"symbol":["AAPL"],"exLgName":"Nasdaq Global Select","exShName":"NGS","exchange":"NGS"}},"greeks":{"vega":0,"theta":0,"gamma":0,"delta":0,"impvol":0,"rho":0}

Code:

#Options screener using Quotemedia's API
import json
import requests
#import csv        

def main():         


    url_auth= "https://app.quotemedia.com/user/g/authenticate/v0/102368/XXXXX/XXXXX"
    decode_auth = requests.get(url_auth)        

    #print decode_auth.json()
    #print(type(decode_auth))           

    auth_data = json.dumps(decode_auth.json())          

    #Parse decode_auth, grab 'sid'          

    sid_parsed = json.loads(auth_data)["sid"]
    #print sid_parsed           

    #Pass sid into qm_options
    #Construct URL          

    symbol = 'AAPL'
    SID  = sid_parsed
    url_raw = 'http://app.quotemedia.com/data/getOptionQuotes.json?webmasterId=102368'  


    url_data = url_raw + '&symbol=' + symbol + '&greeks=true' + '&SID=' + SID           

    #print url_data         

    response = requests.get(url_data)
    #print response
    data = json.dumps(response.json())
    #print data         

    #save data to a file            

    with open('AAPL_20151118.json', 'w') as outfile:
        json.dumps (data, outfile)          

    #Turn into json object
    obj = json.loads(data)        

    #slim the object
    quotes = obj['results']['quote']        

    #find the number of options contracts
    range_count = obj['results']['symbolcount']        

    #print all contracts with an implied vol > 0
    for x in range(0,range_count):
        if quotes[x]['greeks']['impvol'] > 0: #change this for different greek vals
            print quotes[x]['key']['symbol']        

if __name__ == '__main__':
  main()

I can provide sample data if necessary.

Why are you using response.json() just to data = json.dumps(response.json()) and then obj = json.loads(data) again? — Josh J
– Josh J, Commented Nov 19, 2015 at 19:36
That data snippet is incomplete. At a minimum, the "quotes" list is never terminated. — John Gordon
– John Gordon, Commented Nov 19, 2015 at 19:39
What should I do differently? Initially, I was just using 'data', but I think I was returning errors of some sort. Let me dig. — user2578013
– user2578013, Commented Nov 19, 2015 at 19:42
It is incomplete. There are roughly 450 AAPL option contracts. I can pass the entire thing but I'd probably be violating some agreements. — user2578013
– user2578013, Commented Nov 19, 2015 at 19:44

poke · Accepted Answer · 2015-11-19 19:40:41Z

1

for x in range(0,range_count):
    if quotes[x]['greeks']['impvol'] > 0: #change this for different greek vals
        print quotes[x]['key']['symbol']

This loops throug multiple quotes, so maybe there is even just one that does not have an impvol property.

You should add some error handling, so you find out when that happens. Something like this:

# no need to iterate over indexes, just iterate over the items
for quote in quotes:
    if 'greeks' not in quote:
        print('Quote does not contain `greeks`:', quote)
    elif 'impvol' not in quote['greeks']:
        print('Quote does not contain `impvol`:', quote)

    elif quote['greeks']['impvol'] > 0:
        print quote['key']['symbol']

edited Nov 19, 2015 at 19:40

answered Nov 19, 2015 at 19:36

poke

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2 Comments

user2578013 Over a year ago

I didn't think of that. That may explain the difference in the output between after market close and right now. Let me try that and see what happens. Thanks.

user2578013 Over a year ago

You were right. That'e exactly what happened. There were some options contracts without impvol. I guess I assumed too much. Thank you so much :)

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