Options price history from IB

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Options price history from IB #468568 10/10/17 13:39 10/10/17 13:39
Joined: Jul 2017 Posts: 783 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 783	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?

Re: Options price history from IB [Re: Zheka] #468702 10/13/17 11:37 10/13/17 11:37
Joined: Jul 2017 Posts: 783 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 783	Jcl, Would appreciate your reply.

Re: Options price history from IB [Re: Zheka] #468705 10/13/17 16:16 10/13/17 16:16
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	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.

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