looking for data API/feed for options greeks to replace IB API

Discussion in 'Automated Trading' started by spacewiz, Nov 30, 2012.

  1. spacewiz


    Hi all,

    I've been using Interactive Brokers API for all of my automated data download and trading, but unfortunately for options traders IB does not report separate (and accurate) Gamma,Vega, and Theta for options.

    It is very weird that they don't do that, since no serious options trader will be able to trade through them without accurate greeks... Why bother developing sophisticated option trading tools if you don't provide basic data...!?

    Can someone recommend a reliable API or data feed for options greeks, preferably with Java or non-programming-language specific interface? I'm aware of IVolatility and TradeStation.. and have ThinkOrSwim for their great analytics tools, but there is no API :(
    Is there anything else?

    Thank you!
  2. 2rosy


    IVolatility has an api. ISE offers a feed. Activ has a feed