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Interactive Brokers Options Chains

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[2018-11-19 06:00:31] #1 [Go To First Post]
enemyspy - Posts: 304
I noticed from a post about a week ago in "What is Sierra Chart Working on". That there will be support for Interactive brokers options chains in the next coming days.Just curious if there is a rough eta on that. I just started building the part of my trading system that trades the appropriate options contracts based on the price of the underlying. I will hold off on writing that stuff if eta is soon. Additionally, I just found the the acsil functions that allow for reading and writing of non sub graph spreadsheet cells which is awesome, and makes things so much easier. I had no idea that was there until now. How difficult would it be to add a function that creates a new sheet if the requested sheet handle using the below function does not exist? sc.GetSpreadsheetSheetHandleByName() Date Time Of Last Edit: 2018-11-19 06:06:05

[2018-11-19 19:03:22] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The TWS option support is done but it only works for futures and cash indices reliably. For an unknown reason TWS has a problem with getting the options data for stocks. This feature only lists options in the File >> Find Symbol window. You have the ability to construct your own option symbols and that is what we recommend and essentially this is all the feature does anyway using some data given from TWS. How difficult would it be to add a function that creates a new sheet if the requested sheet handle using the below function does not exist? We will see about this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-11-19 19:04:37

[2018-11-19 23:37:24] #3 [Go To First Post]
User754985 - Posts: 109
So, this would support retrieving an option chain by an underlying also via DTC, correct? Will you please also consider adding support for IB's combo orders? On a different note, IB recently implemented a long-overdue solution: Better Pacing: API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect. https://www.interactivebrokers.com/en/index.php?f=5061

[2018-11-19 23:55:34] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
So, this would support retrieving an option chain by an underlying also via DTC, correct? No, there are no plans for this. Okay we will see about this: SetConnectOptions("+PACEAPI") prior to eConnect. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2018-11-20 00:28:23] #5 [Go To First Post]
User754985 - Posts: 109
Ok, clear on these 2 items. How about combo orders?

[2018-11-22 04:59:47] #6 [Go To First Post]
enemyspy - Posts: 304
To Follow up in regards to post 2. I am wondering if you support subscribing to delayed market data in interactive brokers: https://interactivebrokers.github.io/tws-api/delayed_data.html Reason being I presently using a paper trading account. Don't want to fund account until I am done working on stuff. The message I get when subscribing Symbol: SPY-OPT-20181221-264-C-SMART-100-USD Message log: Message from IB: Historical Market Data Service error message:No market data permissions for AMEX OPT. IB Error Code: 162. Request ID: 200043. \| 2018-11-21 20:47:03 Indicating it is trying to subscribe to real market data. At a minimum I need a way of verifying if the symbols were at least validated correctly by IB, so that I can debug the options chain object. Would the above error message indicate that IB definately recognized the symbol but denied the data subscription? Date Time Of Last Edit: 2018-11-22 05:12:43

[2018-11-22 05:23:06] #7 [Go To First Post]
enemyspy - Posts: 304
I got this to work on the quote board which makes sense as IB makes you subscribe to historical data. But cannot get quotes only on the chart or trade window. Will the sc.GetBasicSymbolData() retrieve quotes without, trying to subscribe to historical data?

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