This gives me historical data for a single JPY future option. I want to get the same data, but for all available expiries/strikes.

from ib_insync import *
util.startLoop()
ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

contract = Contract(
    secType='FOP',
    symbol='JPY',
    lastTradeDateOrContractMonth='20240906',
    strike=0.0064,
    right='P',
    exchange='CME',
)

bars = ib.reqHistoricalData(
    contract,
    endDateTime='20240621-22:00:00',
    durationStr='2 D',
    barSizeSetting='1 hour',
    whatToShow='MIDPOINT',
    useRTH=True
)

df = util.df(bars)
print(df)

If I omit the expiry and use reqContractDetails, I can get a list of contracts details that contains the expiries

contracts = Contract(
    secType='FOP',
    symbol='JPY',
    #lastTradeDateOrContractMonth='20240906',
    strike=0.0064,
    right='P',
    exchange='CME',
)

contract_details = ib.reqContractDetails(contracts)
contract_details

But how do I extract the expiries from that?

The other thing I have tried is to follow the ib_insync documentation and do something like

chains = ib.reqSecDefOptParams(contract.symbol, '', contract.secType, contract.conId)

util.df(chains)

But couldn’t get this to work…