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Option greeks, how ?


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Option greeks, how ?

  #1 (permalink)
 humy65 
Haifa/Israel
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I would like to build an indicator which is based on options greeks.
My trading platform is IB TWS.
Is it possible to obtain options data through the native IB's data feed ?

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 Bookworm 
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You can use TWS to feed data to Excel with DDE:
https://www.interactivebrokers.com/en/software/api/api.htm

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 sam028 
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And of course, all options greeks are available with IB API, with Excel DDE, Java, C++, ... (see https://www.interactivebrokers.com/en/software/api/api.htm ).

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  #5 (permalink)
 humy65 
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Bookworm View Post
You can use TWS to feed data to Excel with DDE:
https://www.interactivebrokers.com/en/software/api/api.htm

Sure, I am fully aware of IB's API, however I would like to take advantage of the Native IB link if exposed through NinjaScript.

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 sam028 
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humy65 View Post
Sure, I am fully aware of IB's API, however I would like to take advantage of the Native IB link if exposed through NinjaScript.

Then the easier is maybe having a small Java program getting the greeks, write them in a file, and let your NT indicator read this file.

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Last Updated on June 16, 2012


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