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Displaying stock option historical prices from IBRK in NT


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Displaying stock option historical prices from IBRK in NT

  #1 (permalink)
 inter 
Newtown Pennsylvania/USA
 
Experience: Intermediate
Platform: TWS NinjaTrader MATLAB
Posts: 14 since May 2019
Thanks Given: 4
Thanks Received: 4

Has anyone tried retrieving and displaying stock option historical prices from Interactive Brokers in NinjaTrader?

Analysis of TWS API logs shows that NT adds the type of instrument “stock” to the request and IB does not find it.

 
Code
TWS API 
20-4002-0-AAPL-OPT-20231027-180-C-100-SMART--USD---0-20231022-17:41:49-1 hour-3 M-1-TRADES-1-0--

NINJA
13:47:19:683 <- 20-6-105-0-AAPL-OPT-20231027-180-C-100-STK--0-0--SMART-SMART-USD---0-20231022 17:47:21 UTC-1 min-6 D-0-TRADES-1--

However, the request to obtain the options chain is processed normally -

 
Code
14:19:35:198 <- 9-8-1001-0-AAPL-OPT--0-Any--SMART-SMART-USD---0---

Has anyone encountered this issue before?

I'd be very grateful if you could share your experience.

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  #2 (permalink)
 gaz0001 
United Kingdom, UK
 
Experience: Intermediate
Platform: TWS, NT8 & TV
Broker: IB & NT
Trading: Futures, Stocks, Options & Crypto
Posts: 110 since Jan 2022
Thanks Given: 45
Thanks Received: 90


inter View Post
Has anyone tried retrieving and displaying stock option historical prices from Interactive Brokers in NinjaTrader?

Analysis of TWS API logs shows that NT adds the type of instrument “stock” to the request and IB does not find it.

 
Code
TWS API 
20-4002-0-AAPL-OPT-20231027-180-C-100-SMART--USD---0-20231022-17:41:49-1 hour-3 M-1-TRADES-1-0--

NINJA
13:47:19:683 <- 20-6-105-0-AAPL-OPT-20231027-180-C-100-STK--0-0--SMART-SMART-USD---0-20231022 17:47:21 UTC-1 min-6 D-0-TRADES-1--

However, the request to obtain the options chain is processed normally -

 
Code
14:19:35:198 <- 9-8-1001-0-AAPL-OPT--0-Any--SMART-SMART-USD---0---

Has anyone encountered this issue before?

I'd be very grateful if you could share your experience.

I can chart a stock option and it's historical pricing and data.
I find the stock option in the options chain, and load the ticker from there. Works as expected.

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  #3 (permalink)
 inter 
Newtown Pennsylvania/USA
 
Experience: Intermediate
Platform: TWS NinjaTrader MATLAB
Posts: 14 since May 2019
Thanks Given: 4
Thanks Received: 4


Would you be able to explain how to do this?

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  #4 (permalink)
 gaz0001 
United Kingdom, UK
 
Experience: Intermediate
Platform: TWS, NT8 & TV
Broker: IB & NT
Trading: Futures, Stocks, Options & Crypto
Posts: 110 since Jan 2022
Thanks Given: 45
Thanks Received: 90


inter View Post
Would you be able to explain how to do this?

You can manually type the option in, or just select it from the Options Chain.



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  #5 (permalink)
 inter 
Newtown Pennsylvania/USA
 
Experience: Intermediate
Platform: TWS NinjaTrader MATLAB
Posts: 14 since May 2019
Thanks Given: 4
Thanks Received: 4


gaz0001 View Post
You can manually type the option in, or just select it from the Options Chain.



It works! Thank you!!!

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Last Updated on October 31, 2023


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