Skip to content

sending genericTick"106" to reqMktData to get IMPLIEDVOLATILITY but nothing comes back #25

Answered by lbilli
ghost asked this question in Q&A
Discussion options

You must be logged in to vote

Hard to say. Make sure the stock does indeed have options.
Here's a typical run:

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

Replies: 1 comment 3 replies

Comment options

You must be logged in to vote
3 replies
@ghost
Comment options

@lbilli
Comment options

@ghost
Comment options

Answer selected
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Category
Q&A
Labels
None yet
1 participant