|
trying to get IMPLIEDVOLATILITY for a symbol the ib docs https://interactivebrokers.github.io/tws-api/tick_types.html tell me it's generictick = "106" and so I enter it in this call |
Answered by
lbilli
Mar 7, 2022
Replies: 1 comment 3 replies
|
Hard to say. Make sure the stock does indeed have options. julia> stock = Jib.Contract(symbol="AAPL", secType="STK", exchange="SMART", currency="USD")
julia> Jib.reqMktData(ib, 57, stock, "mdoff,104,106", false)
tickReqParams: 57 0.01 9c0001 3
tickGeneric: 57 OPTION_HISTORICAL_VOL 0.36271455051061996
tickGeneric: 57 OPTION_IMPLIED_VOL 0.35363669304385537
marketDataType: 57 REALTIME
tickGeneric: 57 OPTION_IMPLIED_VOL 0.35536941587354764
tickGeneric: 57 OPTION_HISTORICAL_VOL 0.3625721958397805 |
3 replies
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Hard to say. Make sure the stock does indeed have options.
Here's a typical run: