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manish has contributed to 6 posts out of 21185 total posts
(0.03%) in 1,218 days (0.00 posts per day).
20 Most recent posts:
Actually nevermind "5MS" already has BID/ASK...I just wasn't seeing all the columns....classic rookie mistake.
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
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
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
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
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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