I need help retrieving the option chain for EMINI contracts using the latest IBKR API in Python. My setup:

Environment: Spyder on Windows
Requirements: Retrieve contract ID, Greeks, and price based on expiry, strike, and option type (Call/Put). Store data in a pandas DataFrame for future use.

Could you provide guidance or sample code for this?

I have tried using ChatGPT and other forums but could not find a solution.

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.contract import Contract
from ibapi.ticktype import TickTypeEnum
import threading
import time

class IBApiWrapper(EWrapper):
    def __init__(self):
        super().__init__()
        self.expiry_dates = []

    def error(self, reqId, errorCode, errorString):
        print(f"Error. Id: {reqId}, Code: {errorCode}, Msg: {errorString}")

    def contractDetails(self, reqId, contractDetails):
        expiry = contractDetails.contract.lastTradeDateOrContractMonth
        self.expiry_dates.append(expiry)
        print(f"Contract Details. ReqId: {reqId}, Expiry: {expiry}")

    def tickPrice(self, reqId, tickType, price, attrib):
        print(f"Tick Price. Ticker Id: {reqId}, Type: {TickTypeEnum.to_str(tickType)}, Price: {price}")

    def tickSize(self, reqId, tickType, size):
        print(f"Tick Size. Ticker Id: {reqId}, Type: {TickTypeEnum.to_str(tickType)}, Size: {size}")

class IBApiClient(EClient):
    def __init__(self, wrapper):
        super().__init__(wrapper)

class IBApiApp(IBApiWrapper, IBApiClient):
    def __init__(self):
        IBApiWrapper.__init__(self)
        IBApiClient.__init__(self, wrapper=self)

    def start(self):
        self.connect("127.0.0.1", 7496, clientId=1)
        
        thread = threading.Thread(target=self.run)
        thread.start()
        setattr(self, "_thread", thread)
        
        time.sleep(1)

        if not self.isConnected():
            print("Failed to connect")
            return

        # Create contract for GOOGL option to retrieve expiry dates
        contract = Contract()
        contract.symbol = "ES"
        contract.secType = "OPT"
        contract.exchange = "GLOBEX"
        contract.currency = "USD"
        contract.right = "C"  # Call option


        # Request contract details to get expiry dates
        self.reqContractDetails(1, contract)

    def stop(self):
        self.disconnect()
        self._thread.join()

    def request_option_data(self, expiry):
        # Create contract for specific expiry
        contract = Contract()
        contract.symbol = "ES"
        contract.secType = "OPT"
        contract.exchange = "GLOBEX"
        contract.currency = "USD"
        contract.lastTradeDateOrContractMonth = expiry
        contract.strike = 5500
        contract.right = "C"
        contract.multiplier = "50"

        # Request Market Data
        self.reqMarketDataType(1)  # Switch to live (1) frozen (2) delayed (3) delayed frozen (4)
        self.reqMktData(1, contract, "", False, False, [])

def main():
    app = IBApiApp()
    app.start()

    # Give time to receive contract details and determine the next two expiry dates
    time.sleep(10)

    if len(app.expiry_dates) >= 2:
        next_two_expiries = app.expiry_dates[:2]
        for expiry in next_two_expiries:
            app.request_option_data(expiry)
    else:
        print("Could not retrieve enough expiry dates")

    # Keep the script running to receive data
    time.sleep(20)
    app.stop()

if __name__ == "__main__":
    main()