Options price history from IB

Posted By: Zheka

Options price history from IB - 10/10/17 13:39

Jcl,

It is specified at "1.66 New features" that

Quote:

Option history files in .t8 format are now automatically loaded by contractUpdate.

While the contractUpdate() description specifies that "normally ask-bid prices are loaded for contracts with existing open positions".
How does it actually work?

Posted By: Zheka

Re: Options price history from IB - 10/13/17 11:37

Jcl,

Would appreciate your reply.

Posted By: jcl

Re: Options price history from IB - 10/13/17 16:16

If you have open positions, the prices of the related contracts are automatically updated in live trading. In the backtest the contract prices are known anyway, since you normally paid for them.