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Viewing User Profile for: manish
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Joined: Dec 24, 2020 02:27 PM
Last Post: Jan 3, 2021 11:27 PM
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manish has contributed to 6 posts out of 21185 total posts (0.03%) in 1,220 days (0.00 posts per day).

20 Most recent posts:
Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 11:27 PM (Total replies: 7)

Actually nevermind "5MS" already has BID/ASK...I just wasn't seeing all the columns....classic rookie mistake.

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 10:55 PM (Total replies: 7)

No I get that I would get the bid/ask by watching, but using the IBKR API I took me a long time to request the data for the entire option chains of 500 or so stocks.

I don't want to request or watch them "One Symbol" at a time, is there a way to watch the whole OPRA at any given instant?? That is I get the snapshot of the whole market and go to working figuring out what is of interest to me before I ask for anything else?
Edited by manish on Jan 3, 2021 at 10:56 PM

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

IQFeed API Questions » OPRA Market Summary Bid/Ask Jan 3, 2021 07:22 PM (Total replies: 3)

Hi,

I am new to IQ Feed and please forgive me if its a stupid question.
Is it possible to get the Bid / Ask, Volume and Open Interest with Market summary command like EDS or 5MS?

I am trying to get the quotes on everything, run some cross-sectional studies and then decide if I want to trade anything v/s deciding what I want to trade and then querying the quotes for those instruments.

Thanks,
Manish

Data Questions » Open Interest with Historical Options Data? Dec 24, 2020 02:31 PM (Total replies: 7)

Hi,

I am looking to build up historical options dataset for backtesting.
I am using HIT (v6.1) to collect 5 min data on option symbols. But I don't think it provides Open Interest or Bid/Ask for non trades, is there something else I should be using for the task at hand instead of HIT?

Thanks,
Manish


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