Hm, I hadn't heard of this before; looks interesting...is this API available to the general public, or does it perform some kind of authentication...
Yes, you're correct that I am indeed trying to import a lot of data, which is why I've found any sort of API solution impractical. FWIW, the data...
I want intraday real-time data for entire option chains in a format that's easily downloadable (so I can get it into Excel.) There are obviously...
Thanks, this is helpful -- am I understanding correctly that the 'closing auction' doesn't occur immediately at 4pm or just prior? So the...
Thanks for the replies, and I'd actually coincidentally already found/read that link while searching for an answer...yes, I already understand the...
Quick follow-up -- I know that IB provides the ability to transmit "force Lapse" or "force exercise" instructions for options that are slightly...
I was long 10 x CGC Sep 20 $25.50 Puts; the price was bouncing above/below $25.50 as markets closed and there was activity just after close around...
Anyone? Guess not? Strange, figured a lot of folks would use the DDE API and have been eager to try this new update, but guess not(?)
Thank you for this link, it's helpful.
Seeing this thread late, but will add my own info/experience, as I've had intra-day margin deficits several times though luckily have never been...
The old DDE API + Excel gave me a ton of headaches, but I was stuck using it because the RTD API proved completely unusable for other reasons. I...
None of the brokers I've asked appears to allow American customers to buy options that trade on foreign exchanges. E.g. Air Canada (AC) trades in...
Thank you, and thank you. Excellent explanations, and I get it (or most of it): what I'm understanding is that, taking two Call options that had...
Thank you everyone for the replies. I appreciated all of them (even though I'm just quote-replying to this one). The one thing I guess I still...
A related Q, which is really what I'm trying to understand: if Delta = expected change in option price for a given change in the underlying SP,...
One principle I'd like a little help with, particularly re: ATM options. Delta is commonly referenced as an approximation of how much a change in...
OK, yes that was my understanding of the 'implied' in implied volatility > i.e. essentially reversing the BS formula by starting with an option...
Wait, I think I'm getting turned around on something. Isn't the volatility input for BS calculation purposes the volatility of the underlying?...
Wait, did you mean "HV, not IV"?
Thanks, all for the replies so far. Understood. (If what you're saying is that even without a precise calculation, I'll be better off with a...
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