Yes, fill prices. The way I figure the chains is based on my back testing models and the numbers that deemed to be the best. In back testing...
GLD for example Call at 147.5 for sep 20th
Maybe I confused something in my writing. No, the issue I was describing is that one of my strategies sells and buys securities (stocks/future)...
I sent you a pm on what I got..maybe I can get enlightened :)
That's what I am running into after trying to understand the dependencies of this decay. It does not seem just liner time progression to me. But I...
At some point I have developed my own charting software for volume profile analysis where I sort out trade's volume by time frames and price...
Maybe I did not formulate the question correctly. I am after being able to derive that value out of premium cost and be able to plot it as it decays.
Hi Is it possible to visualize/plot Time Decay value of an option as time goes ? Maybe it's already implemented in any platform?
Does your wrapper support async?
Thanks, I put down to go over all the details this week on GC, I traded 900 contracts plus already and not clarifying this stuff. Shame on me.
Sometimes, I miss certain things and it takes me ahwile to get them, but good thing I eventually get them :) So, it looks I been trading this...
I run into this issue awhile back a hard way on a manual test position..got force closed with IB early this year..but forgot to check well enough...
Thank you, Sirs. It appears to be GCZ19 with 2019-12-27 exp in my world. Seems indeed alive. I need to learn my futures better :) I was in fact...
Hi, apologize if this is something stupid. But I been running a new algo on NYMEX GC on Aug contract exp 2019-08-28 for past fews weeks. Tonight I...
I would be really interested. Currently, running a new intra day algo with IB API on GLOBEX and NYMEX, my turn around time to react on order...
I should try to check on what they offer. However, I was able to get a hold of some months of quote intervals for symbols needed and check it over...
I should second this "Typically brokers don't provide historical tick or bid/ask data." I am yet to see one that does, let us know the names...
You are correct. I found it too, but later on the day lol. 10 years of a common ETF will run $1100 dollars in per minute interval.
Yes, thanks - seems like livelov is the same company... I will be contacting them to see what's available.
The link that you provided seems like the data that I would need, but there's nothing on that page that indicates that it's Historical data with...
Separate names with a comma.