Thank you so much for your help JCL , The preference is second option as i understand first option may need asset list for all possible options exipry & strike updated ? For the second option - which is to download options chain with all expiration : The underlying is futures symbol which is very specific and need expiry date so I will have to update Asset csv file with 4 quarterly futures expiry and call them from asset loop , the problem is due to future symbol having expiry date it only download specific expiry month options and not weekly e.g. quarterly futures expiry as an asset symbol would only download march expiry chain and not weekly expiry . Also is there a way to span across different futures ( e.g. two different futures assets - march expiry and June expiry ) to load options chain as for calender or diagonal spread strategies ? please your input and help is much appreciated . Thanks again

Cheers