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get ETH option price /Thinkorswim/


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get ETH option price /Thinkorswim/

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  #1 (permalink)
Budapest, Hungary
 
Experience: None
Platform: ninjatrader
Trading: FGBL / FESX / ES / ZN / ZB
 
adamov's Avatar
 
Posts: 84 since Jun 2012
Thanks: 37 given, 49 received

Hello,

In my Study I'd like to use the price of an option.
by using this : close("./ESN4C1990") I only get its value if there was any trade during that period and only during RTH.
I need the data constantly and not only RTH but ETH.


as it turned out it has nothing to do with RTH / ETH, its a bug in the platform and it is said that they are working on it.

(Bid price + Ask price)/2 could do too but I dont know how to get them.

any suggestion are welcome

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  #2 (permalink)
Budapest, Hungary
 
Experience: None
Platform: ninjatrader
Trading: FGBL / FESX / ES / ZN / ZB
 
adamov's Avatar
 
Posts: 84 since Jun 2012
Thanks: 37 given, 49 received

well I am still very interested in this..
I asked it in thinkscript@thinkorswim.com too a days ago they didnt answer so far.
it must be a way to acces those data (bid/ask prices) because it can be seen in excel and/or openoffice trough DDE.

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  #3 (permalink)
Budapest, Hungary
 
Experience: None
Platform: ninjatrader
Trading: FGBL / FESX / ES / ZN / ZB
 
adamov's Avatar
 
Posts: 84 since Jun 2012
Thanks: 37 given, 49 received


I got my answer from Thinkorswim so if anybody still interested, here you go:

In thinkscript, the only way to pull bid or ask data is by charting the actual option itself then using this syntax to pull the data.

def bid = close(pricetype = "bid");


It is working for me.

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