import requests from dotenv import load_dotenv import os load_dotenv() api_key = os.getenv('UNUSUAL_WHALES_API_KEY') url = 'https://api.unusualwhales.com/api/stock/XLB/net-prem-ticks' headers = { 'Accept': 'application/json', 'Authorization': api_key } response = requests.get(url, headers=headers) data = response.json()['data'] fields_to_sum = [ "net_call_premium", "net_call_volume", "net_put_premium", "net_put_volume" ] result = [] for idx, e in enumerate(data): e['net_call_premium'] = float(e['net_call_premium']) e['net_put_premium'] = float(e['net_put_premium']) #e['net_call_volume'] = float(e['net_call_volume']) #e['net_put_volume'] = float(e['net_put_volume']) if idx != 0: for field in fields_to_sum: e[field] += result[idx-1].get(field, 0) result.append(e) #print(result) print(result[-1]['net_put_volume']*result[-1]['net_put_premium']*10**(-6))