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#468568 - 10/10/17 15:39 Options price history from IB
Zheka Offline
Junior Member

Registered: 07/03/17
Posts: 80
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?

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#468702 - 10/13/17 13:37 Re: Options price history from IB [Re: Zheka]
Zheka Offline
Junior Member

Registered: 07/03/17
Posts: 80
Jcl,

Would appreciate your reply.

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#468705 - 10/13/17 18:16 Re: Options price history from IB [Re: Zheka]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26002
Loc: 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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