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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
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Answered by
lbilli
Mar 7, 2022
Replies: 1 comment 3 replies
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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 |
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Hard to say. Make sure the stock does indeed have options.
Here's a typical run: